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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
CISS
2008
IEEE
14 years 1 months ago
Distributed detection in the presence of frequency offset and phase shift
— In this paper, we study the problem of distributed detection in the presence of unknown carrier frequency offset (CFO) and initial phase, the issue we encounter in the emerging...
Tao Wu, Qi Cheng
ICCAD
2006
IEEE
139views Hardware» more  ICCAD 2006»
14 years 4 months ago
Analog placement with symmetry and other placement constraints
In order to handle device matching in analog circuits, some pairs of modules are required to be placed symmetrically. This paper addresses this device-level placement problem for ...
Yiu-Cheong Tam, Evangeline F. Y. Young, Chris C. N...
ASIAN
2004
Springer
153views Algorithms» more  ASIAN 2004»
13 years 11 months ago
Chi-Square Matrix: An Approach for Building-Block Identification
This paper presents a line of research in genetic algorithms (GAs), called building-block identification. The building blocks (BBs) are common structures inferred from a set of sol...
Chatchawit Aporntewan, Prabhas Chongstitvatana
ICDE
2009
IEEE
184views Database» more  ICDE 2009»
14 years 2 months ago
Scalable Keyword Search on Large Data Streams
Abstract— It is widely realized that the integration of information retrieval (IR) and database (DB) techniques provides users with a broad range of high quality services. A new ...
Lu Qin, Jeffrey Xu Yu, Lijun Chang, Yufei Tao