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» Reducing Computational Costs in the Basic Perturbation Lemma
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SIAMJO
2010
155views more  SIAMJO 2010»
13 years 2 months ago
Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters
When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...
Somayeh Moazeni, Thomas F. Coleman, Yuying Li
PAKDD
2000
ACM
161views Data Mining» more  PAKDD 2000»
13 years 11 months ago
Adaptive Boosting for Spatial Functions with Unstable Driving Attributes
Combining multiple global models (e.g. back-propagation based neural networks) is an effective technique for improving classification accuracy by reducing a variance through manipu...
Aleksandar Lazarevic, Tim Fiez, Zoran Obradovic
WSTFEUS
2003
IEEE
14 years 1 months ago
DOLPHIN: An Autonomous Indoor Positioning System in Ubiquitous Computing Environment
Determining physical location of indoor objects is one of the key issues in development of context-aware applications in ubiquitous computing environment. This is mainly because c...
Yasuhiro Fukuju, Masateru Minami, Hiroyuki Morikaw...
JCB
1998
129views more  JCB 1998»
13 years 7 months ago
A Sticker-Based Model for DNA Computation
We introduce a new model of molecular computation that we call the sticker model. Like many previous proposals it makes use of DNA strands as the physical substrate in which infor...
Sam T. Roweis, Erik Winfree, Richard Burgoyne, Nic...
IPPS
2007
IEEE
14 years 2 months ago
A Semi-Distributed Axiomatic Game Theoretical Mechanism for Replicating Data Objects in Large Distributed Computing Systems
Replicating data objects onto servers across a system can alleviate access delays. The selection of data objects and servers requires solving a constraint optimization problem, wh...
Samee Ullah Khan, Ishfaq Ahmad