621 search results - page 8 / 125 » Algorithms for portfolio management based on the Newton meth... |
AUTOMATICA
2006
13 years 7 months ago
2006
This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...
ICCAD
1997
IEEE
13 years 12 months ago
1997
IEEE
An algorithm that remains in use at the core of many partitioning systems is the Kernighan-Lin algorithm and a variant the Fidducia-Matheysses (FM) algorithm. To understand the FM...
COLT
1999
Springer
13 years 12 months ago
1999
Springer
We propose a new boosting algorithm. This boosting algorithm is an adaptive version of the boost by majority algorithm and combines bounded goals of the boost by majority algorith...
WSC
2004
13 years 9 months ago
2004
This paper presents a method for allocating production capacity among flexible and dedicated machines based on uncertain demand forecasts of products in a production portfolio. Gi...
ICPR
2008
IEEE
14 years 2 months ago
2008
IEEE
In the present article, we introduce a new method for identification of metabolic pathways in constraint based models that consider enzyme and substrate concentrations. It genera...