We report a remarkable success of nested pricing rules over major pivot rules commonly used in practice, such as Dantzig's original rule as well as the steepest-edge rule and ...
As financial markets are volatile and rapidly changing, preciseness and agility in price evaluation and risk assessment in the portfolios are more important and decision support s...
— We consider the issue of fair share of the spectrum opportunity for the case of spectrum-overlay cognitive radio networks. Owing to the decentralized nature of the network, we ...
In this paper, we consider online (sequential) portfolio selection in a competitive algorithm framework under transaction costs. We construct a sequential algorithm for portfolio ...
In this paper we propose two price-based job allocation schemes for computational grids. A grid system tries to solve problems submitted by various grid users by allocating the jo...