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ICCS
2004
Springer
14 years 29 days ago
A Dynamic Stochastic Programming Model for Bond Portfolio Management
In this paper we develop a dynamic stochastic programming model for bond portfolio management. A new risk measurement-shortfall cost is put forward. It allows more tangible express...
Liyong Yu, Shouyang Wang, Yue Wu, Kin Keung Lai
AUTOMATICA
2006
183views more  AUTOMATICA 2006»
13 years 7 months ago
Bank management via stochastic optimal control
This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...
Janine Mukuddem-Petersen, Mark Adam Petersen
FC
2009
Springer
121views Cryptology» more  FC 2009»
14 years 2 months ago
Achieving Privacy in a Federated Identity Management System
Federated identity management allows a user to efficiently authenticate and use identity information from data distributed across multiple domains. The sharing of data across domai...
Susan Landau, Hubert Lê Van Gông, Robi...
GI
2007
Springer
14 years 1 months ago
Developing a Security Event Management System for Intermodal Transport
: Bremen, Federal State of Germany, is planning to set up a headquarter for GMES - Global Monitoring of Environment and Security. One goal of the Institute of Shipping Economics an...
Rainer Müller
JCIT
2007
159views more  JCIT 2007»
13 years 7 months ago
Agent-Based Simulation to Seek For Effective Communication In Project Management
Many project managers of a large scale project shortened delivery period of his or her projects unwillingly by the request of clients. However, some of them believe there is no dif...
Masao Watabe, Takao Terano