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ICCS
2004
Springer
14 years 1 months 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
GECCO
2003
Springer
117views Optimization» more  GECCO 2003»
14 years 1 months ago
Improving Evolvability of Genetic Parallel Programming Using Dynamic Sample Weighting
Abstract. This paper investigates the sample weighting effect on Genetic Parallel Programming (GPP) that evolves parallel programs to solve the training samples captured directly f...
Sin Man Cheang, Kin-Hong Lee, Kwong-Sak Leung
AAAI
2006
13 years 9 months ago
Point-based Dynamic Programming for DEC-POMDPs
We introduce point-based dynamic programming (DP) for decentralized partially observable Markov decision processes (DEC-POMDPs), a new discrete DP algorithm for planning strategie...
Daniel Szer, François Charpillet
DATE
2006
IEEE
82views Hardware» more  DATE 2006»
14 years 1 months ago
Dynamic code overlay of SDF-modeled programs on low-end embedded systems
In this paper we propose a dynamic code overlay technique of synchronous data-flow (SDF) –modeled program for low-end embedded systems which lack MMUsupport. With this technique...
Hae-woo Park, Kyoungjoo Oh, Soyoung Park, Myoung-m...
ICASSP
2011
IEEE
12 years 11 months ago
A new video similarity measure model based on video time density function and dynamic programming
In this paper, we propose a novel video similarity measure model using video time density function (VTDF) and dynamic programming. First, we employ VTDF to describe the density of...
Junfeng Jiang, Xiao-Ping Zhang, Alexander C. Loui