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SIAMJO
2010
155views more  SIAMJO 2010»
13 years 3 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
TASE
2010
IEEE
13 years 3 months ago
Robust Calibration for Localization in Clustered Wireless Sensor Networks
This paper presents a robust calibration procedure for clustered wireless sensor networks. Accurate calibration of between-node distances is one crucial step in localizing sensor n...
Jung Jin Cho, Yu Ding, Yong Chen, Jiong Tang
INFOCOM
2011
IEEE
13 years 2 days ago
Timely data delivery in a realistic bus network
Abstract—WiFi-enabled buses and stops may form the backbone of a metropolitan delay tolerant network, that exploits nearby communications, temporary storage at stops, and predict...
Utku Acer, Paolo Giaccone, David Hay, Giovanni Neg...
ASPLOS
2011
ACM
12 years 12 months ago
DoublePlay: parallelizing sequential logging and replay
Deterministic replay systems record and reproduce the execution of a hardware or software system. In contrast to replaying execution on uniprocessors, deterministic replay on mult...
Kaushik Veeraraghavan, Dongyoon Lee, Benjamin West...
BIOINFORMATICS
2011
12 years 12 months ago
RINQ: Reference-based Indexing for Network Queries
We consider the problem of similarity queries in biological network databases. Given a database of networks, similarity query returns all the database networks whose similarity (i...
Günhan Gülsoy, Tamer Kahveci