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EOR
2008
150views more  EOR 2008»
13 years 11 months ago
Portfolio optimization when asset returns have the Gaussian mixture distribution
Abstract. Portfolios of assets whose returns have the Gaussian mixture distribution are optimized in the static setting to find portfolio weights and efficient frontiers using the ...
Ian Buckley, David Saunders, Luis Seco
CAL
2006
13 years 11 months ago
A Page-based Hybrid (Software-Hardware) Dynamic Memory Allocator
Modern programming languages often include complex mechanisms for dynamic memory allocation and garbage collection. These features drive the need for more efficient implementation ...
Wentong Li, Saraju P. Mohanty, Krishna M. Kavi
CORR
2006
Springer
110views Education» more  CORR 2006»
13 years 11 months ago
Methods for Partitioning Data to Improve Parallel Execution Time for Sorting on Heterogeneous Clusters
The aim of the paper is to introduce general techniques in order to optimize the parallel execution time of sorting on a distributed architectures with processors of various speeds...
Christophe Cérin, Jean-Christophe Dubacq, J...
ENTCS
2006
89views more  ENTCS 2006»
13 years 11 months ago
A Type-theoretic Reconstruction of the Visitor Pattern
In object-oriented languages, the Visitor pattern can be used to traverse tree-like data structures: a visitor object contains some operations, and the data structure objects allo...
Peter Buchlovsky, Hayo Thielecke
EOR
2006
71views more  EOR 2006»
13 years 11 months ago
Control and optimal response problems for quasilinear impulsive integrodifferential equations
One of the central results of the paper is the Pontryagin maximum principle [16] which is considered in sufficient form for the linear case of impulsive differential equations. Th...
M. U. Akhmet, M. Kirane, M. A. Tleubergenova, Gerh...