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EOR
2006
97views more  EOR 2006»
13 years 7 months ago
Bayesian portfolio selection with multi-variate random variance models
We consider multi-period portfolio selection problems for a decision maker with a specified utility function when the variance of security returns is described by a discrete time ...
Refik Soyer, Kadir Tanyeri
FASE
2006
Springer
13 years 11 months ago
Trace-Based Memory Aliasing Across Program Versions
One of the major costs of software development is associated with testing and validation of successive versions of software systems. An important problem encountered in testing and...
Murali Krishna Ramanathan, Suresh Jagannathan, Ana...
ICNSC
2008
IEEE
14 years 2 months ago
Robust Variance Constrained Filter Design for Systems with Non-Gaussian Noises
In this paper, a variance constrained filtering problem is considered for systems with both non-Gaussian noises and polytopic uncertainty. A novel filter is developed to estimate t...
Fuwen Yang, Yongmin Li, Xiaohui Liu
DATE
2004
IEEE
136views Hardware» more  DATE 2004»
13 years 11 months ago
Compact Binaries with Code Compression in a Software Dynamic Translator
Embedded software is becoming more flexible and adaptable, which presents new challenges for management of highly constrained system resources. Software dynamic translation is a t...
Stacey Shogan, Bruce R. Childers
PLDI
2009
ACM
14 years 2 months ago
Dynamic software updates: a VM-centric approach
Software evolves to fix bugs and add features. Stopping and restarting programs to apply changes is inconvenient and often costly. Dynamic software updating (DSU) addresses this ...
Suriya Subramanian, Michael W. Hicks, Kathryn S. M...