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COR
2008
116views more  COR 2008»
13 years 9 months ago
Robust multiperiod portfolio management in the presence of transaction costs
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...
Dimitris Bertsimas, Dessislava Pachamanova
SCCC
2007
IEEE
14 years 3 months ago
Managing the QoS of E-Government: Metrics for Large Scale SOA
This paper present a set metrics for evaluating the operative aspects of the E-Government SOA systems, based on technical and economical criteria as they are intended to improve ma...
Mauricio Monsalve
DISCEX
2003
IEEE
14 years 2 months ago
A Summary of the Autonomic Distributed Firewalls (ADF) Project
This paper summarizes the research performed under DARPA’s Autonomic Distributed Firewalls (ADF) research project. The summary begins with a review of the motivation and objecti...
Lynn M. Meredith
ELPUB
1999
ACM
14 years 1 months ago
Project Runeberg's Electronic Facsimile Editions of Nordic Literature
Project Runeberg has been publishing Nordic literature on the Internet since 1992. The project is based at Linköping University, Sweden. In the fall of 1998 a series of experimen...
Lars Aronsson
DELTA
2004
IEEE
14 years 22 days ago
Engaging Undergraduate Students with Robotic Design Projects
This paper describes our experiences developing robotics design projects for undergraduate students in our electrical and computer engineering curriculum at Georgia Tech. Several ...
James O. Hamblen, Tyson S. Hall