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FS
2006
13 years 8 months ago
2006
In this paper we investigate portfolio optimization in a Black-Scholes continuoustime setting under quantile based risk measures: value at risk, capital at risk and relative value...
ASPDAC
2001
ACM
14 years 11 days ago
2001
ACM
This paper presents a much improved, highly accurate yet efficient crosstalk noise model, the 2-
GECCO
2009
Springer
13 years 6 months ago
2009
Springer
Cooperative approaches have proved to be very useful in evolutionary computation due to their ability to solve efficiently high-dimensional complex problems through the cooperatio...
DCC
2005
IEEE
14 years 8 months ago
2005
IEEE
We analyze the technique for reducing the complexity of entropy coding consisting in the a priori grouping of the source alphabet symbols, and in dividing the coding process in tw...
CEC
2008
IEEE
14 years 3 months ago
2008
IEEE
—As more and more real-world optimization problems become increasingly complex, algorithms with more capable optimizations are also increasing in demand. For solving large scale ...