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    FLAIRS
    2007
    160views Artificial Intelligence» more  FLAIRS 2007»
    Accessing XML Documents Using Semantic Meta Data in a P2P Environment
    13 years 11 months ago
    Accessing XML Documents Using Semantic Meta Data in a P2P Environment
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    XGR (XML Data Grid) and BabelPeers are both data management systems based on distributed hash tables (DHT) that use the Pastry DHT to store data and meta data. XGR is based on the...
    Dominic Battré, Felix Heine, André H...
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    WSC
    2007
    137views Modeling And Simulation» more  WSC 2007»
    Single-stage multiple-comparison procedure for quantiles and other parameters
    13 years 11 months ago
    Single-stage multiple-comparison procedure for quantiles and other parameters
    Download  www.informs-sim.org
    We present a single-stage multiple-comparison procedure for comparing parameters of independent systems, where the parameters are not necessarily means or steady-state means. We a...
    Marvin K. Nakayama
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    WSC
    2008
    121views Modeling And Simulation» more  WSC 2008»
    Discrete stochastic optimization using linear interpolation
    13 years 11 months ago
    Discrete stochastic optimization using linear interpolation
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    We consider discrete stochastic optimization problems where the objective function can only be estimated by a simulation oracle; the oracle is defined only at the discrete points....
    Honggang Wang, Bruce W. Schmeiser
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    WSC
    2004
    119views Modeling And Simulation» more  WSC 2004»
    Quasi-Monte Carlo Methods in Finance
    13 years 10 months ago
    Quasi-Monte Carlo Methods in Finance
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    We review the basic principles of Quasi-Monte Carlo (QMC) methods, the randomizations that turn them into variancereduction techniques, and the main classes of constructions under...
    Pierre L'Ecuyer
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    FS
    2006
    81views more  FS 2006»
    Optimal portfolio choice in the bond market
    13 years 9 months ago
    Optimal portfolio choice in the bond market
    Download  www.ma.utexas.edu
    We consider the Merton problem of optimal portfolio choice when the traded instruments are the set of zero-coupon bonds. Working within an infinite-factor Markovian Heath-Jarrow-Mo...
    Nathanael Ringer, Michael Tehranchi
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