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COR
2008
116views more  COR 2008»
13 years 10 months ago
Robust multiperiod portfolio management in the presence of transaction costs
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...
Dimitris Bertsimas, Dessislava Pachamanova
GRID
2003
Springer
14 years 3 months ago
From Web Services to OGSA: Experiences in Implementing an OGSA-based Grid Application
In previous work we have presented the ZENTURIO experiment management system for performance and parameter studies of parallel and distributed applications on cluster and Grid arc...
Radu Prodan, Thomas Fahringer
GECCO
2008
Springer
148views Optimization» more  GECCO 2008»
13 years 11 months ago
Supply chain management sales using XCSR
The Trading Agent Competition in its category Supply Chain Management (TAC SCM) is an international forum where teams construct agents that control a computer assembly company in ...
María A. Franco, Ivette C. Martínez,...
IPPS
2003
IEEE
14 years 3 months ago
A Web Service-Based Experiment Management System for the Grid
We have developed the ZENTURIO experiment management system for performance studies, parameter studies, and software testing of parallel applications on cluster and Grid architect...
Radu Prodan, Thomas Fahringer
EDO
2000
Springer
14 years 2 months ago
The Importance of Resource Management in Engineering Distributed Objects
: Middleware technologies such as CORBA and DCOM have been developed as a means of tackling heterogeneity and complexity problems inherent in distributed systems. However, more wor...
Hector A. Duran-Limon, Gordon S. Blair