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» Optimal Difference Operator Selection
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MOR
2006
90views more  MOR 2006»
13 years 7 months ago
Optimal Control and Hedging of Operations in the Presence of Financial Markets
We consider the problem of dynamically hedging the profits of a corporation when these profits are correlated with returns in the financial markets. In particular, we consider the...
René Caldentey, Martin B. Haugh
SODA
1997
ACM
115views Algorithms» more  SODA 1997»
13 years 8 months ago
On-Line Difference Maximization
In this paper we examine problems motivated by on-line financial problems and stochastic games. In particular, we consider a sequence of entirely arbitrary distinct values arrivin...
Ming-Yang Kao, Stephen R. Tate
CEC
2008
IEEE
14 years 1 months ago
Analysis of reproduction operator in Bacterial Foraging Optimization Algorithm
— One of the major driving forces of Bacterial Foraging Optimization Algorithm (BFOA) is the reproduction phenomenon of virtual bacteria each of which models one trial solution o...
Ajith Abraham, Arijit Biswas, Sambarta Dasgupta, S...
IEEEPACT
2007
IEEE
14 years 1 months ago
Performance Portable Optimizations for Loops Containing Communication Operations
Effective use of communication networks is critical to the performance and scalability of parallel applications. Partitioned Global Address Space languages like UPC bring the pro...
Costin Iancu, Wei Chen, Katherine A. Yelick
ESCIENCE
2006
IEEE
14 years 1 months ago
Hybrid Particle Guide Selection Methods in Multi-Objective Particle Swarm Optimization
This paper presents quantitative comparison of the performance of different methods for selecting the guide particle for multi-objective particle swarm optimization (MOPSO). Two p...
David Ireland, Andrew Lewis, Sanaz Mostaghim, Junw...