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ORL
2007
64views more  ORL 2007»
13 years 9 months ago
Robust portfolio selection with uncertain exit time using worst-case VaR strategy
In this paper we consider the robust portfolio selection problem involving two types of uncertainties; the uncertainty in the distribution of exit time and the uncertainty in the ...
Dashan Huang, Frank J. Fabozzi, Masao Fukushima
RC
2007
64views more  RC 2007»
13 years 9 months ago
Unimodality, Independence Lead to NP-Hardness of Interval Probability Problems
In many real-life situations, we only have partial information about probabilities. This information is usually described by bounds on moments, on probabilities of certain events,...
Daniel Berleant, Olga Kosheleva, Vladik Kreinovich...
JSAC
2008
95views more  JSAC 2008»
13 years 8 months ago
Cognitive Medium Access: Constraining Interference Based on Experimental Models
In this paper we design a cognitive radio that can coexist with multiple parallel WLAN channels while abiding by an interference constraint. The interaction between both systems is...
Stefan Geirhofer, Lang Tong, Brian M. Sadler
MICRO
2010
IEEE
238views Hardware» more  MICRO 2010»
13 years 7 months ago
Sampling Dead Block Prediction for Last-Level Caches
Last-level caches (LLCs) are large structures with significant power requirements. They can be quite inefficient. On average, a cache block in a 2MB LRU-managed LLC is dead 86% of ...
Samira Manabi Khan, Yingying Tian, Daniel A. Jimen...
SCP
2011
341views Communications» more  SCP 2011»
13 years 4 months ago
A generic topology library
In the field of scientific computing there is a manifold of software applications and tools available which provide methods and libraries for the solution of very specific prob...
René Heinzl, Philipp Schwaha