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» Managing a portfolio of overlay paths
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NOSSDAV
2004
Springer
13 years 9 months ago
Managing a portfolio of overlay paths
In recent years, several architectures have been proposed and developed for supporting streaming applications that take advantage of multiple paths through the network simultaneou...
Daria Antonova, Arvind Krishnamurthy, Zheng Ma, Ra...
NSDI
2004
13 years 5 months ago
Structure Management for Scalable Overlay Service Construction
This paper explores the model of providing a common overlay structure management layer to assist the construction of large-scale wide-area Internet services. To this end, we propo...
Kai Shen
JCP
2007
143views more  JCP 2007»
13 years 4 months ago
Noisy K Best-Paths for Approximate Dynamic Programming with Application to Portfolio Optimization
Abstract— We describe a general method to transform a non-Markovian sequential decision problem into a supervised learning problem using a K-bestpaths algorithm. We consider an a...
Nicolas Chapados, Yoshua Bengio
PC
2008
158views Management» more  PC 2008»
13 years 4 months ago
Application of multistage stochastic programs solved in parallel in portfolio management
We present a multistage model for allocation of financial resources to bond indices in different currencies. The model was tested on historical data of interest and exchange rates...
Mária Lucká, Igor Melichercik, Ladis...
CONEXT
2006
ACM
13 years 10 months ago
Shortcuts in a virtual world
We consider the case of a virtual world of peers that are organized in an overlay built by Delaunay Triangulation. Application layer routing is used to determine the path taken in...
Moritz Steiner, Ernst W. Biersack