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106
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GECCO
2008
Springer
144views Optimization» more  GECCO 2008»
15 years 5 months ago
Multiobjective robustness for portfolio optimization in volatile environments
Multiobjective methods are ideal for evolving a set of portfolio optimisation solutions that span a range from highreturn/high-risk to low-return/low-risk, and an investor can cho...
Ghada Hassan, Christopher D. Clack
ECAI
2010
Springer
15 years 4 months ago
Mining Outliers with Adaptive Cutoff Update and Space Utilization (RACAS)
Recently the efficiency of an outlier detection algorithm ORCA was improved by RCS (Randomization with faster Cutoff update and Space utilization after pruning), which changes the ...
Chi-Cheong Szeto, Edward Hung
CISS
2008
IEEE
15 years 4 months ago
Detection of anomalous meetings in a social network
Abstract-- When monitoring interactions within a social network, meetings or contacts between different members of the network are recorded. This paper addresses the problem of usi...
Jorge Silva, Rebecca Willett
119
Voted
CORR
2010
Springer
66views Education» more  CORR 2010»
15 years 4 months ago
Computing the speed of convergence of ergodic averages and pseudorandom points in computable dynamical systems
A pseudorandom point in an ergodic dynamical system over a computable metric space is a point which is computable but its dynamics has the same statistical behavior of a typical po...
Stefano Galatolo, Mathieu Hoyrup, Cristobal Rojas
EOR
2010
125views more  EOR 2010»
15 years 4 months ago
Efficient estimation of large portfolio loss probabilities in t-copula models
We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...
Joshua C. C. Chan, Dirk P. Kroese