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CORR
2007
Springer
147views Education» more  CORR 2007»
13 years 8 months ago
Identifying Small Mean Reverting Portfolios
Given multivariate time series, we study the problem of forming portfolios with maximum mean reversion while constraining the number of assets in these portfolios. We show that it...
Alexandre d'Aspremont
SOFTVIS
2010
ACM
13 years 6 months ago
Dependence cluster visualization
Large clusters of mutual dependence have long been regarded as a problem impeding comprehension, testing, maintenance, and reverse engineering. An effective visualization can aid ...
Syed S. Islam, Jens Krinke, David Binkley
ACS
2007
13 years 8 months ago
Directed Algebraic Topology, Categories and Higher Categories
Directed Algebraic Topology is a recent field, deeply linked with Category Theory. A ‘directed space’ has directed homotopies (generally non reversible), directed homology gro...
Marco Grandis
DRM
2007
Springer
14 years 2 months ago
Slicing obfuscations: design, correctness, and evaluation
The goal of obfuscation is to transform a program, without affecting its functionality, such that some secret information within the program can be hidden for as long as possible...
Anirban Majumdar, Stephen Drape, Clark D. Thombors...
MICRO
2002
IEEE
97views Hardware» more  MICRO 2002»
14 years 1 months ago
Three extensions to register integration
Register integration (or just integration) is a register renaming discipline that implements instruction reuse via physical register sharing. Initially developed to perform squash...
Vlad Petric, Anne Bracy, Amir Roth