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EOR
2006
97views more  EOR 2006»
15 years 6 months ago
Bayesian portfolio selection with multi-variate random variance models
We consider multi-period portfolio selection problems for a decision maker with a specified utility function when the variance of security returns is described by a discrete time ...
Refik Soyer, Kadir Tanyeri
CONSTRAINTS
1999
105views more  CONSTRAINTS 1999»
15 years 6 months ago
Algorithmic Power from Declarative Use of Redundant Constraints
Interval constraints can be used to solve problems in numerical analysis. In this paper we show that one can improve the performance of such an interval constraint program by the ...
Maarten H. van Emden
ENTCS
2010
133views more  ENTCS 2010»
15 years 1 months ago
Inference of Session Types From Control Flow
This is a study of a technique for deriving the session type of a program written in a statically typed imperative language from its control flow. We impose on our unlabelled sess...
Peter Collingbourne, Paul H. J. Kelly
BMCBI
2010
144views more  BMCBI 2010»
15 years 7 months ago
Identifying overrepresented concepts in gene lists from literature: a statistical approach based on Poisson mixture model
Background: Large-scale genomic studies often identify large gene lists, for example, the genes sharing the same expression patterns. The interpretation of these gene lists is gen...
Xin He, Moushumi Sen Sarma, Xu Ling, Brant W. Chee...
KBSE
2005
IEEE
16 years 14 days ago
Optimized run-time race detection and atomicity checking using partial discovered types
Concurrent programs are notorious for containing errors that are difficult to reproduce and diagnose. Two common kinds of concurrency errors are data races and atomicity violation...
Rahul Agarwal, Amit Sasturkar, Liqiang Wang, Scott...