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AUTOMATICA
2006
183views more  AUTOMATICA 2006»
15 years 6 months ago
Bank management via stochastic optimal control
This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...
Janine Mukuddem-Petersen, Mark Adam Petersen
IOR
2008
96views more  IOR 2008»
15 years 6 months ago
Competition for Procurement Contracts with Service Guarantees
We consider a market with two suppliers and a set of buyers in search of procurement contracts with one of the suppliers. In particular, each buyer needs to process a certain volu...
Fernando Bernstein, Francis de Véricourt
IJCAT
2007
85views more  IJCAT 2007»
15 years 6 months ago
Innovation science: a primer
: The term innovation resonates broadly in cyberspace, books and journals. A careful analysis of the vast open-source information indicates that the engineering literature on under...
Andrew Kusiak
AMC
2005
143views more  AMC 2005»
15 years 6 months ago
Investment with restricted stock and the value of information
In most public companies in China, there are two thirds of shares that cannot be traded freely in the secondary market. These illiquid shares, however, may be allowed to circulate...
Weixing Wu, Yongxiang Wang
SIGKDD
2000
87views more  SIGKDD 2000»
15 years 6 months ago
Integrating Data Mining into Vertical Solutions
At KDD-99, the panel on Integrating Data Mining into Vertical Solutions addressed a series of questions regarding future trends in industrial applications. Panelists were chosen t...
Ron Kohavi, Mehran Sahami