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    » Distributed optimisation of a portfolio's Omega
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    PC
    2010
    116views Management» more  PC 2010»
    Distributed optimisation of a portfolio's Omega
    13 years 3 months ago
    Distributed optimisation of a portfolio's Omega
    Download  www.unige.ch
    • ‘Constructing 130/30-Portfolios with the Omega Ratio’, http://ssrn.com/abstract=1464798 (forthcoming, Journal of Asset Management), (with E. Schumann, G. di Tollo, G. Cabej...
    Manfred Gilli, Enrico Schumann
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    ICPADS
    2007
    IEEE
    120views Distributed And Parallel Com...» more  ICPADS 2007»
    A scheduling algorithm for revenue maximisation for cluster-based Internet services
    13 years 11 months ago
    A scheduling algorithm for revenue maximisation for cluster-based Internet services
    Download  www2.warwick.ac.uk
    This paper proposes a new priority scheduling algorithm to maximise site revenue of session-based multi-tier Internet services in a multicluster environment. This research is part...
    James Wen Jun Xue, Ligang He, Stephen A. Jarvis
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