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EOR
2006
94views more  EOR 2006»
15 years 6 months ago
Portfolio rebalancing model with transaction costs based on fuzzy decision theory
The fuzzy set is one of the powerful tools used to describe an uncertain environment. As well as quantifying any potential return and risk, portfolio liquidity is taken into accou...
Yong Fang, K. K. Lai, Shouyang Wang
IFL
2005
Springer
103views Formal Methods» more  IFL 2005»
16 years 2 days ago
Accurate Step Counting
Abstract Starting with an evaluator for a language, an abstract machine for the same language can be mechanically derived using successive program transformations. This has relevan...
Catherine Hope, Graham Hutton
ARES
1998
Springer
15 years 10 months ago
A Model of Interaction in Concurrent and Distributed Systems
Distributed programming environments commonly restrict programmers to one form of intercomponent interaction. This forces programmers to emulate other interaction styles in terms o...
Nat Pryce, Steve Crane
CCGRID
2001
IEEE
15 years 10 months ago
Gekko: A Metalevel for Adaptation in Nexus
In this paper, we describe the results of an experiment to add support for multimethod communication to the NexusJava communications library using metalevel programming techniques...
Darren Webb, Andrew L. Wendelborn
WSC
1997
15 years 8 months ago
Taking the Work Out of Simulation Modeling: An Application of Technology Integration
This paper presents an implementation methodology appropriate for providing a broad range of proven, classical Operations Research methods and techniques to the simulation modeler...
Gregory S. Baker