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EOR
2008
200views more  EOR 2008»
15 years 6 months ago
A dynamic stochastic programming model for international portfolio management
We develop a multi-stage stochastic programming model for international portfolio management in a dynamic setting. We model uncertainty in asset prices and exchange rates in terms...
Nikolas Topaloglou, Hercules Vladimirou, Stavros A...
IDEAS
2007
IEEE
128views Database» more  IDEAS 2007»
16 years 24 days ago
Streaming Random Forests
Many recent applications deal with data streams, conceptually endless sequences of data records, often arriving at high flow rates. Standard data-mining techniques typically assu...
Hanady Abdulsalam, David B. Skillicorn, Patrick Ma...
SAC
2006
ACM
16 years 13 days ago
Protein classification using transductive learning on phylogenetic profiles
Phylogenetic profiles of proteins − strings of ones and zeros encoding respectively the presence and absence of proteins in a group of genomes − have recently been used to iden...
Roger A. Craig, Li Liao
COMPSAC
2002
IEEE
15 years 11 months ago
Evaluating Software Maintenance Cost Using Functional Redundancy Metrics
a Abstract— Source code copying for reuse (code cloning) is often observed in software implementations. Such code cloning causes difficulty when software functionalities are mod...
Takeo Imai, Yoshio Kataoka, Tetsuji Fukaya
GECCO
2008
Springer
128views Optimization» more  GECCO 2008»
15 years 7 months ago
A tree-based GA representation for the portfolio optimization problem
Recently, a number of works have been done on how to use Genetic Algorithms to solve the Portfolio Optimization problem, which is an instance of the Resource Allocation problem cl...
Claus de Castro Aranha, Hitoshi Iba