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IFIP
2005
Springer
14 years 1 months ago
Multi-Stage Stochastic Electricity Portfolio Optimization in Liberalized Energy Markets
In this paper we analyze the electricity portfolio problem of a big consumer in a multi-stage stochastic programming framework. Stochasticity enters the model via the uncertain spo...
Ronald Hochreiter, Georg Ch. Pflug, David Wozabal
PC
2008
158views Management» more  PC 2008»
13 years 7 months ago
Application of multistage stochastic programs solved in parallel in portfolio management
We present a multistage model for allocation of financial resources to bond indices in different currencies. The model was tested on historical data of interest and exchange rates...
Mária Lucká, Igor Melichercik, Ladis...
DLT
2008
13 years 9 months ago
Construction of Tree Automata from Regular Expressions
Abstract. Since recognizable tree languages are closed under the rational operations, every regular tree expression denotes a recognizable tree language. We provide an alternative ...
Dietrich Kuske, Ingmar Meinecke
FSMNLP
2008
Springer
13 years 9 months ago
Learning with Weighted Transducers
Weighted finite-state transducers have been used successfully in a variety of natural language processing applications, including speech recognition, speech synthesis, and machine ...
Corinna Cortes, Mehryar Mohri
TCSB
2010
13 years 6 months ago
Rule-Based Modeling of Transcriptional Attenuation at the Tryptophan Operon
Transcriptional attenuation at E.coli’s tryptophan operon is a prime example of RNA-mediated gene regulation. In this paper, we present a discrete stochastic model for this pheno...
Céline Kuttler, Cédric Lhoussaine, M...