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SIAMCO
2011
13 years 2 months ago
Admissible Strategies in Semimartingale Portfolio Selection
The choice of admissible trading strategies in mathematical modelling of financial markets is a delicate issue, going back to Harrison and Kreps [HK79]. In the context of optimal...
Sara Biagini, Ales Cerný
APCHI
2008
IEEE
14 years 2 months ago
Denial of Sleeping: Performance Analysis and Counteracting Strategy
Denial of Sleeping is a novel type of potential attacks in wireless network. The object of the attack is a sensor node’s power supply. To make sensors inexpensive so that they ca...
Vladimir V. Shakhov, Hyunseung Choo
ICANNGA
2009
Springer
141views Algorithms» more  ICANNGA 2009»
14 years 7 days ago
Connection Strategies in Associative Memory Models with Spiking and Non-spiking Neurons
The problem we address in this paper is that of finding effective and parsimonious patterns of connectivity in sparse associative memories. This problem must be addressed in real n...
Weiliang Chen, Reinoud Maex, Rod Adams, Volker Ste...
JMLR
2010
128views more  JMLR 2010»
13 years 2 months ago
Optimal Allocation Strategies for the Dark Pool Problem
We study the problem of allocating stocks to dark pools. We propose and analyze an optimal approach for allocations, if continuousvalued allocations are allowed. We also propose a...
Alekh Agarwal, Peter L. Bartlett, Max Dama
EPEW
2008
Springer
13 years 9 months ago
Assembly Code Analysis Using Stochastic Process Algebra
Currently compilers contain a large number of optimisations which are based on a set of heuristics that are not guaranteed to be effective to improve the performance metrics. In th...
Lamia Djoudi, Leïla Kloul