In this paper we develop a dynamic stochastic programming model for bond portfolio management. A new risk measurement-shortfall cost is put forward. It allows more tangible express...
Salmonella is among the most common food borne illnesses which may result from consumption of contaminated products. In this paper we model the co-occurrence data between USDA-cont...
Option contracts are a type of financial derivative that allow investors to hedge risk and speculate on the variation of an asset’s future market price. In short, an option has...
Jacob Abernethy, Rafael M. Frongillo, Andre Wibiso...
This paper outlines our experiences with making architectural tradeoffs between performance, availability, security, and usability, in light of stringent cost and time-to-market c...
T. C. Nicholas Graham, Rick Kazman, Chris Walmsley
This paper investigates the methodological foundations of a new research field called chance discovery which aims to detect future opportunities and risks. By drawing on concepts...