Abstract. Portfolios of assets whose returns have the Gaussian mixture distribution are optimized in the static setting to find portfolio weights and efficient frontiers using the ...
We introduce AuctionExplorer, a suite of tools for exploring databases of online auctions. The suite combines tools for collecting, processing, and interactively exploring auction...
Galit Shmueli, Wolfgang Jank, Aleks Aris, Catherin...
Industry is looking to create a market in reliable "plug-and-play" components. To model components in a modular style it would be useful to combine event-based and state...
Sensitivity analysis is one of the most interesting and preoccupying areas in optimization. Many attempts are made to investigate the problem's behavior when the input data c...