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EOR
2008
150views more  EOR 2008»
13 years 9 months ago
Portfolio optimization when asset returns have the Gaussian mixture distribution
Abstract. Portfolios of assets whose returns have the Gaussian mixture distribution are optimized in the static setting to find portfolio weights and efficient frontiers using the ...
Ian Buckley, David Saunders, Luis Seco
JNW
2006
98views more  JNW 2006»
13 years 9 months ago
Efficient Distributed Algorithm for RWA Using Path Protection
A number of Integer Linear Program (ILP) formulations for both static and dynamic lightpath allocation have been proposed, for the design of survivable WDM networks. However, such ...
Arunita Jaekel, Ying Chen
WICON
2008
13 years 10 months ago
Programming in mobile ad hoc networks
The possibility for spontaneous ad hoc networks between mobile devices has been increasing as small devices become more capable of hosting useful networked applications. These app...
Justin Collins, Rajive Bagrodia
CORR
2010
Springer
116views Education» more  CORR 2010»
13 years 9 months ago
Dist-Orc: A Rewriting-based Distributed Implementation of Orc with Formal Analysis
Abstract. Orc is a theory of orchestration of services that allows structured programming of distributed and timed computations. Several formal semantics have been proposed for Orc...
Musab AlTurki, José Meseguer
ICTAI
2010
IEEE
13 years 7 months ago
Continuous Search in Constraint Programming
This work presents the concept of Continuous Search (CS), which objective is to allow any user to eventually get their constraint solver achieving a top performance on their proble...
Alejandro Arbelaez, Youssef Hamadi, Michèle...