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WSC
2008
14 years 15 days ago
Embedding human scheduling in a steel plant simulation
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...
David Briggs
ICWS
2007
IEEE
13 years 11 months ago
Model Checking Expressive Web Service Descriptions
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...
Sudhir Agarwal
AAAI
2006
13 years 11 months ago
Performance Evaluation Methods for the Trading Agent Competition
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...
Brett Borghetti, Eric Sodomka
CORR
2007
Springer
147views Education» more  CORR 2007»
13 years 10 months ago
Identifying Small Mean Reverting Portfolios
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...
Alexandre d'Aspremont
CSDA
2007
202views more  CSDA 2007»
13 years 10 months ago
Bayesian estimation of the Gaussian mixture GARCH model
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...
María Concepción Ausín, Pedro...