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EOR
2008
150views more  EOR 2008»
13 years 7 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
PERVASIVE
2008
Springer
13 years 7 months ago
Microsearch: When Search Engines Meet Small Devices
Abstract. In this paper, we present Microsearch, a search system suitable for small devices used in ubiquitous computing environments. Akin to a desktop search engine, Microsearch ...
Chiu Chiang Tan, Bo Sheng, Haodong Wang, Qun Li
INFOCOM
2010
IEEE
13 years 5 months ago
When Watchdog Meets Coding
Abstract—In this paper, we study the problem of misbehavior detection in wireless networks . A commonly adopted approach is to utilize the broadcast nature of the wireless medium...
Guanfeng Liang, Rachit Agarwal, Nitin Vaidya
EVOW
2011
Springer
12 years 11 months ago
When Novelty Is Not Enough
Abstract. The idea of evolving novel rather than fit solutions has recently been offered as a way to automatically discover the kind of complex solutions that exhibit truly intel...
Giuseppe Cuccu, Faustino J. Gomez
INFOCOM
2012
IEEE
11 years 9 months ago
Maximizing throughput when achieving time fairness in multi-rate wireless LANs
Abstract—This paper focuses on designing a distributed medium access control algorithm that aims at achieving time fairness among contending stations and throughput maximization ...
Yuan Le, Liran Ma, Wei Cheng, Xiuzhen Cheng, Biao ...