76 search results - page 8 / 16 » Efficient Portfolio Optimization with Conditional Value at R... |
AIPS
2000
13 years 8 months ago
2000
Thefocus of this workis the computationof efficient strategies for commoditytrading in a multi-marketenvironment. In today's "global economy"commodities are often b...
IAT
2010
IEEE
13 years 5 months ago
2010
IEEE
When its human operator cannot continuously supervise (much less teleoperate) an agent, the agent should be able to recognize its limitations and ask for help when it risks making...
TON
2008
13 years 7 months ago
2008
An optimal routing and data aggregation scheme for wireless sensor networks is proposed in this paper. The objective is to maximize the network lifetime by jointly optimizing data ...
NECO
2011
13 years 2 months ago
2011
Selection of an optimal estimator typically relies on either supervised training samples (pairs of measurements and their associated true values), or a prior probability model for...
QRE
2008
13 years 7 months ago
2008
: Kriging-based exploration strategies often rely on a single Ordinary Kriging model which parametric covariance kernel is selected a priori or on the basis of an initial data set....