A simulation was commissioned to understand the interactions that constrain the capacity of a steel plant. The aim was for this to become a reusable tool that could evaluate the e...
In order to find suitable web services in a large market of web services, automatic support is needed to filter out web services semantically. Existing matchmaking approaches ma...
This paper proposes a novel method to characterize the performance of autonomous agents in the Trading Agent Competition for Supply Chain Management (TAC-SCM). We create benchmark...
Given multivariate time series, we study the problem of forming portfolios with maximum mean reversion while constraining the number of assets in these portfolios. We show that it...
In this paper, we perform Bayesian inference and prediction for a GARCH model where the innovations are assumed to follow a mixture of two Gaussian distributions. This GARCH model...