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152
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FS
2006
15 years 6 months ago
2006
In this paper we investigate portfolio optimization in a Black-Scholes continuoustime setting under quantile based risk measures: value at risk, capital at risk and relative value...
149
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ASPDAC
2001
ACM
15 years 9 months ago
2001
ACM
This paper presents a much improved, highly accurate yet efficient crosstalk noise model, the 2-
166
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GECCO
2009
Springer
15 years 3 months ago
2009
Springer
Cooperative approaches have proved to be very useful in evolutionary computation due to their ability to solve efficiently high-dimensional complex problems through the cooperatio...
145
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DCC
2005
IEEE
16 years 5 months ago
2005
IEEE
We analyze the technique for reducing the complexity of entropy coding consisting in the a priori grouping of the source alphabet symbols, and in dividing the coding process in tw...
163
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CEC
2008
IEEE
16 years 17 days ago
2008
IEEE
—As more and more real-world optimization problems become increasingly complex, algorithms with more capable optimizations are also increasing in demand. For solving large scale ...