273 search results - page 5 / 55 » Robust Asset Allocation |
ICANN
2001
Springer
14 years 2 days ago
2001
Springer
We introduce a simple asset pricing model with two types of adaptively learning traders, fundamentalists and technical traders. Traders update their beliefs according to past perfo...
INFOCOM
2012
IEEE
11 years 10 months ago
2012
IEEE
Abstract—Wireless sensor networks are evolving from singleapplication platforms towards an integrated infrastructure shared by multiple applications. Given the resource constrain...
MMSEC
2006
ACM
14 years 1 months ago
2006
ACM
Current zero-knowledge watermark detectors are based on a linear correlation between the asset features and a given secret sequence. This detection function is susceptible of bein...
CISS
2008
IEEE
13 years 9 months ago
2008
IEEE
Abstract-- Successful investment management relies on allocating assets so as to beat the stock market. Asset classes are affected by different market dynamics or latent trends. Th...
IPPS
2007
IEEE
14 years 1 months ago
2007
IEEE
System builders are becoming increasingly interested in robust design. We believe that a methodology for generating robustness metrics will help the robust design research efforts...