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OR
2002
Springer
13 years 7 months ago
Sharpe style analysis in the msci sector portfolios: a monte carlo integration approach
We examine a decision-theoretic Bayesian framework for the estimation of Sharpe Style portfolio weights of the MSCI sector returns. Following van Dijk and Kloek (1980) an appropri...
George A. Christodoulakis
ICC
2008
IEEE
118views Communications» more  ICC 2008»
14 years 2 months ago
Bounded-Variance Network Calculus: Computation of Tight Approximations of End-to-End Delay
Abstract ⎯ Currently, the most advanced framework for stochastic network calculus is the min-plus algebra, providing bounds for the end-to-end delay in networks. The bounds calcu...
Paolo Giacomazzi, Gabriella Saddemi
SIAMIS
2008
82views more  SIAMIS 2008»
13 years 7 months ago
Inpainting by Flexible Haar-Wavelet Shrinkage
We present novel wavelet-based inpainting algorithms. Applying ideas from anisotropic regularization and diffusion our models can better handle degraded pixels at edges. We interp...
R. H. Chan, Simon Setzer, Gabriele Steidl
COMPUTING
2004
80views more  COMPUTING 2004»
13 years 7 months ago
An Efficient Multigrid Solver based on Distributive Smoothing for Poroelasticity Equations
In this paper, we present a robust distributive smoother in a multigrid method for the system of poroelasticity equations. Within the distributive framework, we deal with a decoup...
R. Wienands, Francisco J. Gaspar, Francisco J. Lis...
TMC
2012
11 years 10 months ago
Relay-Assisted Transmission with Fairness Constraint for Cellular Networks
Abstract—We consider the problem of relay-assisted transmission for cellular networks. In the considered system, a source node together with n relay nodes are selected in a propo...
Erwu Liu, Qinqing Zhang, Kin K. Leung