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ICCS
2004
Springer
14 years 27 days ago
A Dynamic Stochastic Programming Model for Bond Portfolio Management
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...
Liyong Yu, Shouyang Wang, Yue Wu, Kin Keung Lai
BIOSURVEILLANCE
2008
Springer
13 years 9 months ago
Dynamic Network Model for Predicting Occurrences of Salmonella at Food Facilities
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...
Purnamrita Sarkar, Lujie Chen, Artur Dubrawski
STOC
2012
ACM
251views Algorithms» more  STOC 2012»
11 years 10 months ago
Minimax option pricing meets black-scholes in the limit
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...
ICSE
2007
IEEE-ACM
14 years 1 months ago
Agility and Experimentation: Practical Techniques for Resolving Architectural Tradeoffs
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
JSAI
2001
Springer
13 years 12 months ago
Methodological Considerations on Chance Discovery
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...
Helmut Prendinger, Mitsuru Ishizuka