The necessity of network traffic monitoring and analysis is growing dramatically with increasing network usage demands from individual users as well as business communities. Most ...
It is difficult to find an existing single model which is able to simultaneously model exceedances over thresholds in multivariate financial time series. A new modeling approach, ...
Public-key cryptography can uniquely enable trust within distributed settings. Employing it usually requires deploying a set of tools and services collectively known as a public k...
This paper formulates and studies a general continuous-time behavioral portfolio selection model under Kahneman and Tversky's (cumulative) prospect theory, featuring S-shaped...
The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...