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ANOR
2005
83views more  ANOR 2005»
13 years 9 months ago
Optimal Consumption Portfolio and No-Arbitrage with Nonproportional Transaction Costs
In this paper we consider a finite-state financial market with non-proportional transaction cost and bid-ask spreads. The transaction cost consists of two parts: a fixed cost and a...
Xiuli Chao, K. K. Lai, Shouyang Wang, Mei Yu
EOR
2008
99views more  EOR 2008»
13 years 10 months ago
Ordinal regression revisited: Multiple criteria ranking using a set of additive value functions
We present a new method, called UTAGMS , for multiple criteria ranking of alternatives from set A using a set of additive value functions which result from an ordinal regression. ...
Salvatore Greco, Vincent Mousseau, Roman Slowinski
CBSE
2008
Springer
13 years 12 months ago
State Space Reduction Techniques for Component Interfaces
Abstract. Automata-based interface and protocol specifications provide an elegant framework to capture and automatically verify the interactive behavior of component-based software...
Markus Lumpe, Lars Grunske, Jean-Guy Schneider
DIAGRAMS
2008
Springer
13 years 11 months ago
What Can Pictorial Representations Reveal about the Cognitive Characteristics of Autism?
Abstract. In this paper, we develop a cognitive account of autism centered around a reliance on pictorial representations. This Thinking in Pictures hypothesis shows significant po...
Maithilee Kunda, Ashok K. Goel
ICC
2008
IEEE
134views Communications» more  ICC 2008»
14 years 4 months ago
Secret Little Functions and Codebook for Protecting Users from Password Theft
—In this paper, we discuss how to prevent users’ passwords from being stolen by adversaries. We propose differentiated security mechanisms in which a user has the freedom to ch...
Yang Xiao, Chung-Chih Li, Ming Lei, Susan V. Vrbsk...