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CSDA
2004
119views more  CSDA 2004»
15 years 6 months ago
Fitting bivariate cumulative returns with copulas
We propose a copula based statistical method of fitting joint cumulative returns between a market index and a stock from the index family to daily data. Modifying the method of in...
Werner Hürlimann
AAMAS
2000
Springer
15 years 6 months ago
Coordinating Mutually Exclusive Resources using GPGP
Hospital Patient Scheduling is an inherently distributed problem because of the way real hospitals are organized. As medical procedures have become more complex, and their associat...
Keith Decker, Jinjiang Li
ALIFE
2000
15 years 6 months ago
Pattern Formation and Optimization in Army Ant Raids
Army ant colonies display complex foraging raid patterns involving thousands of individuals communicating through chemical trails. In this article we explore, by means of a simple ...
Ricard V. Solé, Eric Bonabeau, Jordi Delgad...
DSS
2000
122views more  DSS 2000»
15 years 6 months ago
Project portfolio selection through decision support
Project portfolio selection is a crucial decision in many organizations, which must make informed decisions on investment, where the appropriate distribution of investment is comp...
Fereidoun Ghasemzadeh, Norman P. Archer
JIRS
2000
133views more  JIRS 2000»
15 years 6 months ago
Managing Complexity in Large Learning Robotic Systems
Abstract. Autonomous learning systems of significant complexity often consist of several interacting modules or agents. These modules collaborate to produce a system which, when vi...
Kynan Eng, Alec P. Robertson, Deane R. Blackman