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132
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EOR
2008
15 years 6 months ago
2008
Abstract. Portfolios of assets whose returns have the Gaussian mixture distribution are optimized in the static setting to find portfolio weights and efficient frontiers using the ...
161
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COMBINATORICS
2006
15 years 6 months ago
2006
We give a parity reversing involution on noncrossing trees that leads to a combinatorial interpretation of a formula on noncrossing trees and symmetric ternary trees in answer to a...
154
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IJISEC
2008
15 years 6 months ago
2008
Preventing improper information leaks is a greatest challenge of the modern society. In this paper we present a technique for measuring the ability of several families of adversari...
159
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IJNSEC
2008
15 years 6 months ago
2008
In 2005, Lee, Kim, and Yoo proposed a nonce-based mutual authentication scheme using smart cards. However, this paper demonstrates that Lee-Kim-Yoo's scheme is vulnerable to ...
173
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IJON
2008
15 years 6 months ago
2008
Recently the constrained ICA (cICA) algorithm has been widely applied to many applications. But a crucial problem to the algorithm is how to design a reference signal in advance, ...