129 search results - page 24 / 26 » A MAX-SAT Algorithm Portfolio |
WSC
2000
13 years 8 months ago
2000
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
IOR
2010
13 years 4 months ago
2010
Reliable risk measurement is a key problem for financial institutions and regulatory authorities. The current industry standard Value-at-Risk has several deficiencies. Improved ri...
MM
2004
ACM
14 years 25 days ago
2004
ACM
Growing numbers of pervasive devices are gaining access to the Internet. However, much of the existing rich multimedia content cannot be handled by mobile client devices with limi...
CP
2004
Springer
14 years 24 days ago
2004
Springer
It is well known that the ratio of the number of clauses to the number of variables in a random k-SAT instance is highly correlated with the instance’s empirical hardness. We con...
ANOR
2007
13 years 7 months ago
2007
The quality of multi-stage stochastic optimization models as they appear in asset liability management, energy planning, transportation, supply chain management, and other applicat...