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» Algorithms for Multi-product Pricing
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ORL
2008
160views more  ORL 2008»
13 years 7 months ago
Efficient nested pricing in the simplex algorithm
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 ...
Ping-Qi Pan
HICSS
2003
IEEE
99views Biometrics» more  HICSS 2003»
14 years 1 months ago
Financial Model-Base Construction for Flexible Model Manipulation of Models and Solvers
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...
Keun-Woo Lee, Soon-Young Huh
GLOBECOM
2008
IEEE
14 years 2 months ago
Game Theoretic Rate Adaptation for Spectrum-Overlay Cognitive Radio Networks
— 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 ...
Laxminarayana S. Pillutla, Vikram Krishnamurthy
ICASSP
2008
IEEE
14 years 2 months ago
Universal switching portfolios under transaction costs
In this paper, we consider online (sequential) portfolio selection in a competitive algorithm framework under transaction costs. We construct a sequential algorithm for portfolio ...
Suleyman Serdar Kozat, Andrew C. Singer
IPPS
2005
IEEE
14 years 1 months ago
Job Allocation Schemes in Computational Grids Based on Cost Optimization
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...
Satish Penmatsa, Anthony T. Chronopoulos