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ANOR
2007
73views more  ANOR 2007»
15 years 6 months ago
A sample-path approach to optimal position liquidation
We consider the problem of optimal position liquidation with the aim of maximizing the expected cash flow stream from the transaction in the presence of temporary or permanent ma...
Pavlo A. Krokhmal, Stan Uryasev
CORR
2010
Springer
136views Education» more  CORR 2010»
15 years 6 months ago
A Reflective Approach to Providing Flexibility in Application Distribution
Current middleware systems suffer from drawbacks. Often one is forced to make decisions early in the design process about which classes may participate in inter-machine communicat...
Álvaro J. Rebón Portillo, Scott M. W...
ENTCS
2006
140views more  ENTCS 2006»
15 years 6 months ago
A Library for Self-Adjusting Computation
We present a Standard ML library for writing programs that automatically adjust to changes to their data. The library combines modifiable references and memoization to achieve eff...
Umut A. Acar, Guy E. Blelloch, Matthias Blume, Rob...
ENTCS
2006
155views more  ENTCS 2006»
15 years 6 months ago
Biomolecular Agents as Multi-behavioural Concurrent Objects
In recent years, there has been increasing interest in computational models of biological systems based on various calculi of communicating processes, such as the stochastic pi-ca...
Denys Duchier, Céline Kuttler
COR
2007
133views more  COR 2007»
15 years 6 months ago
Reverse logistics network design with stochastic lead times
This work is concerned with the efficient design of a reverse logistics network using an extended version of models currently found in the literature. Those traditional, basic mo...
Kris Lieckens, Nico Vandaele