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ESANN
2004
13 years 9 months ago
2004
: the aim of this paper is to observe the group dynamic of funds' managers during an interesting period : January 99- July 01, which includes many financial events as financia...
CORR
2008
Springer
13 years 7 months ago
2008
Springer
We study the problem of gambling in horse races with causal side information and show that Massey's directed information characterizes the increment in the maximum achievable ...
SIGECOM
2011
ACM
12 years 10 months ago
2011
ACM
Market making refers broadly to trading strategies that seek to profit by providing liquidity to other traders, while avoiding accumulating a large net position in a stock. In th...
ICASSP
2011
IEEE
12 years 11 months ago
2011
IEEE
The purpose of this paper is to model the stochastic behavior of the nodal prices of electricity in deregulated markets in the USA, and in particular, to explain how this behavior...
MOBIHOC
2004
ACM
14 years 1 months ago
2004
ACM
In third generation (3G) wireless data networks, repeated requests for popular data items can exacerbate the already scarce wireless spectrum. In this paper we propose an architec...