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IMCSIT
2010
13 years 5 months ago
Efficient Portfolio Optimization with Conditional Value at Risk
The portfolio optimization problem is modeled as a mean-risk bicriteria optimization problem where the expected return is maximized and some (scalar) risk measure is minimized. In ...
Wlodzimierz Ogryczak, Tomasz Sliwinski
CIC
2006
156views Communications» more  CIC 2006»
13 years 9 months ago
The Impact of Clustering in Distributed Topology Control
Abstract-- Topology control is the problem of assigning power levels to the nodes of an ad hoc network so as to maintain a specified network topology while minimizing energy consum...
Liang Zhao, Errol L. Lloyd
ICC
2007
IEEE
183views Communications» more  ICC 2007»
14 years 1 months ago
Most Reliable Routing in WDM Mesh Networks with Arbitrary Risk Distribution
— Assume the reliability of a connection is determined by the number of distinct risks associated with the path. We study the most reliable routing for WDM networks with arbitrar...
Ji Li, Kwan Lawrence Yeung
HPDC
2007
IEEE
14 years 1 months ago
A statistical approach to risk mitigation in computational markets
We study stochastic models to mitigate the risk of poor Quality-of-Service (QoS) in computational markets. Consumers who purchase services expect both price and performance guaran...
Thomas Sandholm, Kevin Lai
SOUPS
2009
ACM
14 years 2 months ago
flyByNight: mitigating the privacy risks of social networking
Social networking websites are enormously popular, but they present a number of privacy risks to their users, one of the foremost of which being that social network service provid...
Matthew M. Lucas, Nikita Borisov