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CDC
2008
IEEE
186views Control Systems» more  CDC 2008»
14 years 3 months ago
Continuous-time behavioral portfolio selection
This paper formulates and studies a general continuous-time behavioral portfolio selection model under Kahneman and Tversky's (cumulative) prospect theory, featuring S-shaped...
Hanqing Jin, Xun Yu Zhou
GECCO
2007
Springer
214views Optimization» more  GECCO 2007»
14 years 3 months ago
Portfolio allocation using XCS experts in technical analysis, market conditions and options market
Schulenburg [15] first proposed the idea to model different trader types by supplying different input information sets to a group of homogenous LCS agent. Gershoff [12] investigat...
Sor Ying (Byron) Wong, Sonia Schulenburg
MOBISYS
2007
ACM
14 years 8 months ago
Improving mobile database access over wide-area networks without degrading consistency
We report on the design, implementation, and evaluation of a system called Cedar that enables mobile database access with good performance over low-bandwidth networks. This is acc...
Niraj Tolia, Mahadev Satyanarayanan, Adam Wolbach
IM
2007
13 years 10 months ago
Estimating End-to-End Performance by Collaborative Prediction with Active Sampling
— Accurately estimating end-to-end performance in distributed systems is essential both for monitoring compliance with service-level agreements (SLAs) and for performance optimiz...
Irina Rish, Gerald Tesauro
DAC
2006
ACM
14 years 10 months ago
Novel full-chip gridless routing considering double-via insertion
As the technology node advances into the nanometer era, via-open defects are one of the dominant failures. To improve via yield and reliability, redundant-via insertion is a highl...
Huang-Yu Chen, Mei-Fang Chiang, Yao-Wen Chang, Lum...