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AMC
2008
130views more  AMC 2008»
13 years 8 months ago
Hedging strategy for a portfolio of options and stocks with linear programming
This paper extends the model proposed by Papahristodoulou [C. Papahristodoulou, Option strategies with linear programming, European Journal of Operational Research 157 (2004) 246
Mehmet Horasanli
SAS
2001
Springer
149views Formal Methods» more  SAS 2001»
14 years 27 days ago
Analysis of Multithreaded Programs
Abstract. The field of program analysis has focused primarily on sequential programming languages. But multithreading is becoming increasingly important, both as a program structu...
Martin C. Rinard
IWPC
2008
IEEE
14 years 2 months ago
Mendel: A Model, Metrics, and Rules to Understand Class Hierarchies
Inheritance is an important mechanism when developing object-oriented programs with class-based programming languages: it enables subtyping, polymorphism, and code reuse. Inherita...
Simon Denier, Yann-Gaël Guéhéne...
EPIA
2009
Springer
14 years 3 months ago
A Logic Programming System for Evolving Programs with Temporal Operators
Logic Programming Update Languages were proposed as an extension of logic programming that allows modeling the dynamics of knowledge bases where both extensional (facts) and intent...
José Júlio Alferes, Alfredo Gabaldon...
ICLP
2003
Springer
14 years 1 months ago
Uniform Equivalence of Logic Programs under the Stable Model Semantics
In recent research on nonmonotonic logic programming, repeatedly strong equivalence of logic programs P and Q has been considered, which holds if the programs P ∪ R and Q ∪ R h...
Thomas Eiter, Michael Fink