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IMCSIT
2010
15 years 4 months ago
Efficient Portfolio Optimization with Conditional Value at Risk
The portfolio optimization problem is modeled as a mean-risk bicriteria optimization problem where the expected return is maximized and some (scalar) risk measure is minimized. In ...
Wlodzimierz Ogryczak, Tomasz Sliwinski
173
Voted
WSC
2007
15 years 9 months ago
Simulation 101 software: workshop and beyond
The C source code associated with the Simulation 101 preconference workshop (offered at the 2006 and 2007 Winter Simulation Conferences) is presented here. This paper begins with ...
Barry Lawson, Lawrence Leemis
APPROX
2004
Springer
121views Algorithms» more  APPROX 2004»
16 years 2 days ago
Small Pseudo-random Families of Matrices: Derandomizing Approximate Quantum Encryption
A quantum encryption scheme (also called private quantum channel, or state randomization protocol) is a one-time pad for quantum messages. If two parties share a classical random s...
Andris Ambainis, Adam Smith

Publication
189views
17 years 5 months ago
Packet Trains-Measurements and a New Model for Computer Network Traffic
Traffic measurements on a ring local area computer network at the Massachusetts Institute of Technology are presented. The analysis of the arrival pattern shows that the arrival pr...
R. Jain, S. Routhier
VLSID
2006
IEEE
240views VLSI» more  VLSID 2006»
16 years 7 months ago
An Efficient and Accurate Logarithmic Multiplier Based on Operand Decomposition
Logarithmic Number Systems (LNS) offer a viable alternative in terms of area, delay and power to binary number systems for multiplication and division operations in signal process...
Venkataraman Mahalingam, N. Ranganathan