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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
ICCS
2005
Springer
14 years 1 months ago
Resource-Aware Parallel Adaptive Computation for Clusters
Abstract. Smaller institutions can now maintain local cluster computing environments to support research and teaching in high-performance scientific computation. Researchers can d...
James D. Teresco, Laura Effinger-Dean, Arjun Sharm...
MOBICOM
2006
ACM
14 years 1 months ago
Stochastic event capture using mobile sensors subject to a quality metric
Mobile sensors cover more area over a period of time than the same number of stationary sensors. However, the quality of coverage achieved by mobile sensors depends on the velocit...
Nabhendra Bisnik, Alhussein A. Abouzeid, Volkan Is...
COLCOM
2005
IEEE
14 years 1 months ago
Stochasticity of probabilistic systems: analysis methodologies case-study
We do a case study of two different analysis techniques for studying the stochastic behavior of a randomized system/algorithms: (i) The first approach can be broadly termed as a ...
Anwitaman Datta, Martin Hasler, Karl Aberer
HPDC
2009
IEEE
14 years 2 months ago
TakTuk, adaptive deployment of remote executions
This article deals with TakTuk, a middleware that deploys efficiently parallel remote executions on large scale grids (thousands of nodes). This tool is mostly intended for intera...
Benoit Claudel, Guillaume Huard, Olivier Richard