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EOR
2008
200views more  EOR 2008»
15 years 4 months ago
A dynamic stochastic programming model for international portfolio management
We develop a multi-stage stochastic programming model for international portfolio management in a dynamic setting. We model uncertainty in asset prices and exchange rates in terms...
Nikolas Topaloglou, Hercules Vladimirou, Stavros A...
CAISE
2007
Springer
15 years 10 months ago
Generic Schema Merging
Schema merging is the process of integrating several schemas into a common, unified schema. There have been various approaches to schema mergusing on particular modeling languages...
Christoph Quix, David Kensche, Xiang Li 0002
CP
1997
Springer
15 years 8 months ago
GENIUS-CP: a Generic Single-Vehicle Routing Algorithm
This paper describes the combination of a well-known tsp heuristic, genius, with a constraint programming model for routing problems. The result, genius-cp, is an e cient heuristic...
Gilles Pesant, Michel Gendreau, Jean-Marc Rousseau
PKC
2012
Springer
235views Cryptology» more  PKC 2012»
13 years 6 months ago
Improved Security for Linearly Homomorphic Signatures: A Generic Framework
ded abstract of this work will appear in Public Key Cryptography — PKC 2012. This is the full version. We propose a general framework that converts (ordinary) signature schemes ...
David Mandell Freeman
GECCO
2004
Springer
111views Optimization» more  GECCO 2004»
15 years 9 months ago
Cooperative Problem Solving Using an Agent-Based Market
A key problem in multi-agent systems research is identifying appropriate techniques to facilitate effective cooperation between agents. In this paper, we investigate the efficacy o...
David Cornforth, Michael Kirley