414 search results - page 16 / 83 » Commitment to Correlated Strategies |
WSC
2008
13 years 10 months ago
2008
Our focus is on efficient estimation of tail probabilities of sums of correlated lognormals. This problem is motivated by the tail analysis of portfolios of assets driven by corre...
GECCO
2005
Springer
14 years 1 months ago
2005
Springer
In this paper, we propose a neuro-genetic stock prediction system based on financial correlation between companies. A number of input variables are produced from the relatively h...
GLOBECOM
2007
IEEE
13 years 9 months ago
2007
IEEE
—A novel strategy of precalculating potential MIMO spectral efficiencies of correlated channels based on both, measured as well as appropriately modeled SISO channel impulse res...
ICASSP
2009
IEEE
13 years 5 months ago
2009
IEEE
This paper proposes a differential quantization strategy to be used in the feedback link of a multi-input-multi-output (MIMO) communication system. This algorithm is applied to th...
IEEEPACT
2007
IEEE
14 years 2 months ago
2007
IEEE
Performance auditing is an online optimization strategy that empirically measures the effectiveness of an optimization on a particular code region. It has the potential to greatly...