62 search results - page 11 / 13 » Financial Portfolio Optimisation |
DA
2010
13 years 7 months ago
2010
In competitive wholesale electricity markets, regulated load serving entities (LSEs) and marketers with default service contracts have obligations to serve fluctuating load at pre...
IADIS
2003
13 years 8 months ago
2003
With the growth of the Internet, the choice of B2B e-commerce formats has expanded from Electronic Data Interchange (EDI) to a range of internet-based channels, such as e-marketpl...
KES
2010
Springer
13 years 5 months ago
2010
Springer
Evolving Takagi Sugeno (eTS) models are optimised for use in applications with high sampling rates. This mode of use produces excellent prediction results very quickly and with lo...
ICA
2007
Springer
13 years 11 months ago
2007
Springer
Independent Component Analysis (ICA) is a statistical method for expressing an observed set of random vectors as a linear combination of statistically independent components. This...
WSC
2000
13 years 8 months ago
2000
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...