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» A Prediction Market for Toxic Assets
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AICS
2009
13 years 2 months ago
A Prediction Market for Toxic Assets
We propose the development of a prediction market to provide a form of collective intelligence for forecasting prices for "toxic assets" to be transferred from Irish bank...
Alan Holland
CORR
2007
Springer
147views Education» more  CORR 2007»
13 years 4 months ago
Identifying Small Mean Reverting Portfolios
Given multivariate time series, we study the problem of forming portfolios with maximum mean reversion while constraining the number of assets in these portfolios. We show that it...
Alexandre d'Aspremont
EMSOFT
2006
Springer
13 years 8 months ago
Defining a strategy to introduce a software product line using existing embedded systems
Engine Control Systems (ECS) for automobiles have numerous variants for many manufactures and different markets. To improve development efficiency, exploiting ECS commonalities an...
Kentaro Yoshimura, Dharmalingam Ganesan, Dirk Muth...