62 search results - page 12 / 13 » Financial Portfolio Optimisation |
SIAMCO
2008
13 years 7 months ago
2008
We consider stochastic impulse control problems where the process is driven by one-dimensional diffusions. Impulse control problems are widely applied to financial engineering and...
IOR
2010
13 years 4 months ago
2010
Reliable risk measurement is a key problem for financial institutions and regulatory authorities. The current industry standard Value-at-Risk has several deficiencies. Improved ri...
FPL
2010
Springer
13 years 5 months ago
2010
Springer
Exotic options are financial derivatives which have complex features including path-dependency. These complex features make them difficult to price, as only computationally intensi...
KDD
2009
ACM
14 years 8 months ago
2009
ACM
In data publishing, anonymization techniques such as generalization and bucketization have been designed to provide privacy protection. In the meanwhile, they reduce the utility o...
ICPADS
2007
IEEE
14 years 1 months ago
2007
IEEE
This paper proposes a new priority scheduling algorithm to maximise site revenue of session-based multi-tier Internet services in a multicluster environment. This research is part...