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SIAMJO
2010
155views more  SIAMJO 2010»
13 years 2 months ago
Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters
When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...
Somayeh Moazeni, Thomas F. Coleman, Yuying Li
ICMCS
1997
IEEE
131views Multimedia» more  ICMCS 1997»
13 years 12 months ago
A Novel Video Layout Strategy for Near-Video-on-Demand Servers
Near-Video-on-Demand (NVOD) provides customers with a service model completely different from true Video-on-Demand (VOD). In the NVOD service model, customers’ requests are not ...
Shenze Chen, Manu Thapar
ISSTA
2004
ACM
14 years 1 months ago
Optimal strategies for testing nondeterministic systems
This paper deals with testing of nondeterministic software systems. We assume that a model of the nondeterministic system is given by a directed graph with two kind of vertices: s...
Lev Nachmanson, Margus Veanes, Wolfram Schulte, Ni...
EDOC
2004
IEEE
13 years 11 months ago
Evaluating the Performance of Middleware Load Balancing Strategies
This paper presents three contributions to research on middleware load balancing. First, it describes the design of Cygnus, which is an extensible open-source middleware framework...
Jaiganesh Balasubramanian, Douglas C. Schmidt, Law...
CIA
2004
Springer
13 years 11 months ago
Auction Equilibrium Strategies for Task Allocation in Uncertain Environments
Abstract. In this paper we address a model of self interested information agents competing to perform tasks. The agents are situated in an uncertain environment while different tas...
David Sarne, Meirav Hadad, Sarit Kraus