17 search results - page 3 / 4 » Optimal Portfolio Selection with Transaction Costs |
FC
2009
Springer
14 years 2 months ago
2009
Springer
Abstract. We present a useful new mechanism that facilitates the atomic exchange of many large baskets of securities in a combinatorial exchange. Cryptography prevents information ...
CP
2011
Springer
12 years 7 months ago
2011
Springer
Algorithm portfolios aim to increase the robustness of our ability to solve problems efficiently. While recently proposed algorithm selection methods come ever closer to identifyin...
ANOR
2005
13 years 7 months ago
2005
This paper discusses decision making of project funding allocation under uncertain project costs. Because project costs are uncertain and funding allocations may not necessarily ma...
SIAMCO
2008
13 years 7 months ago
2008
We consider stochastic impulse control problems where the process is driven by one-dimensional diffusions. Impulse control problems are widely applied to financial engineering and...
SBACPAD
2004
IEEE
13 years 8 months ago
2004
IEEE
Modern servers access large volumes of data while running commercial workloads. The data is typically spread among several storage devices (e.g. disks). Carefully placing the data...