170 search results - page 14 / 34 » Finance |
ICML
2010
IEEE
13 years 12 months ago
2010
IEEE
We develop a penalized kernel smoothing method for the problem of selecting nonzero elements of the conditional precision matrix, known as conditional covariance selection. This p...
CORR
2010
Springer
13 years 11 months ago
2010
Springer
In this paper we survey the primary research, both theoretical and applied, in the area of Robust Optimization (RO). Our focus is on the computational attractiveness of RO approac...
XPU
2010
Springer
13 years 9 months ago
2010
Springer
Since late 2007 the software development teams at Codeweavers UK have been incrementally improving their ability to deliver motor finance and insurance web services. This two-year ...
ISAMI
2010
13 years 8 months ago
2010
Trading is widely recognized as a stressful profession. Taking decisions under stress negatively affects both, the finances and the health of the trader. Providing support to incre...
CDC
2008
IEEE
14 years 5 months ago
2008
IEEE
This paper formulates and studies a general continuous-time behavioral portfolio selection model under Kahneman and Tversky's (cumulative) prospect theory, featuring S-shaped...