Sciweavers

414 search results - page 22 / 83
» On the Use of Quasi-Monte Carlo Methods in Computational Fin...
Sort
View
GECCO
2007
Springer
200views Optimization» more  GECCO 2007»
14 years 1 months ago
Adaptive genetic programming for option pricing
Genetic Programming (GP) is an automated computational programming methodology, inspired by the workings of natural evolution techniques. It has been applied to solve complex prob...
Zheng Yin, Anthony Brabazon, Conall O'Sullivan
CEC
2005
IEEE
14 years 1 months ago
Multiobjective financial portfolio design: a hybrid evolutionary approach
—A principal challenge in modern computational finance is efficient portfolio design – portfolio optimization followed by decision-making. Optimization based on even the widely...
Raj Subbu, Piero P. Bonissone, Neil Eklund, Sriniv...
EDBT
2011
ACM
281views Database» more  EDBT 2011»
12 years 11 months ago
Fast and accurate computation of equi-depth histograms over data streams
Equi-depth histograms represent a fundamental synopsis widely used in both database and data stream applications, as they provide the cornerstone of many techniques such as query ...
Hamid Mousavi, Carlo Zaniolo
ECIS
2003
13 years 9 months ago
Assessing the business consequences of systems risk
Both public media and IS research have produced a detailed view of different risks associated with computers. Measures to prevent systems risks from occurring are also well docume...
Hannu Salmela
MICCAI
2003
Springer
14 years 8 months ago
Vascular Atlas Formation Using a Vessel-to-Image Affine Registration Method
We have developed a method for forming vascular atlases using vascular distance maps and a novel vascular model-to-image registration method. Our atlas formation process begins wit...
Dini Chillet, Julien Jomier, Derek Cool, Stephen R...