361 search results - page 5 / 73 » Quantitative IT portfolio management |
EOR
2007
13 years 7 months ago
2007
Long-term service agreements (LTSA) for the maintenance of capital-intensive equipment such as gas turbines and aircraft engines are gaining wide acceptance. A typical LTSA contra...
COR
2008
13 years 7 months ago
2008
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...
HICSS
2006
IEEE
14 years 1 months ago
2006
IEEE
Little research has examined the relevance of real options for valuation of information technology (IT) investments for prioritizing a portfolio of projects. When the effect of pr...
AAAI
2010
13 years 9 months ago
2010
We consider the task of assigning experts from a portfolio of specialists in order to solve a set of tasks. We apply a Bayesian model which combines collaborative filtering with a...
ICML
2010
IEEE
13 years 8 months ago
2010
IEEE
Predicting the "Value at Risk" of a portfolio of stocks is of great significance in quantitative finance. We introduce a new class models, "dynamical products of ex...