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» A Modelling Framework for Functional Imagination
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127
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FLAIRS
2007
15 years 5 months ago
Accessing XML Documents Using Semantic Meta Data in a P2P Environment
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...
110
Voted
WSC
2007
15 years 5 months ago
Single-stage multiple-comparison procedure for quantiles and other parameters
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
132
Voted
WSC
2008
15 years 5 months ago
Discrete stochastic optimization using linear interpolation
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
106
Voted
WSC
2004
15 years 4 months ago
Quasi-Monte Carlo Methods in Finance
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
105
Voted
FS
2006
81views more  FS 2006»
15 years 3 months ago
Optimal portfolio choice in the bond market
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