621 search results - page 15 / 125 » Algorithms for portfolio management based on the Newton meth... |
CORR
2008
Springer
13 years 7 months ago
2008
Springer
: In this paper I present several novel, efficient, algorithmic techniques for solving some multidimensional geometric data management and analysis problems. The techniques are bas...
ISDA
2009
IEEE
14 years 2 months ago
2009
IEEE
In this paper, a fuzzy wavelet neural network model is proposed for system identification problems. The proposed model is obtained from the traditional Takagi-Sugeno-Kang (TSK) fu...
ATAL
2004
Springer
14 years 1 months ago
2004
Springer
Product Distribution (PD) theory was recently developed as a framework for analyzing and optimizing distributed systems. In this paper we demonstrate its use for adaptive distribu...
ANOR
2007
13 years 7 months ago
2007
The quality of multi-stage stochastic optimization models as they appear in asset liability management, energy planning, transportation, supply chain management, and other applicat...
MP
2008
13 years 7 months ago
2008
: We present polynomial-time interior-point algorithms for solving the Fisher and Arrow-Debreu competitive market equilibrium problems with linear utilities and n players. Both of ...