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SIAMJO
2008
93views more  SIAMJO 2008»
13 years 4 months ago
Multivariable Utility Functions
Abstract. Utility functions of several variables are ubiquitous in economics. Their maximization requires inversion of the gradient map. Using convex analysis tools, we provide a r...
Maria B. Chiarolla, Ulrich G. Haussmann
EOR
2006
97views more  EOR 2006»
13 years 4 months ago
Bayesian portfolio selection with multi-variate random variance models
We consider multi-period portfolio selection problems for a decision maker with a specified utility function when the variance of security returns is described by a discrete time ...
Refik Soyer, Kadir Tanyeri
WSC
1998
13 years 6 months ago
Scalable Means More Than More: a Unifying Definition of Simulation Scalability
The word "scalability" is used in a variety of ways by different simulation communities. This paper describes some of the more common usages and presents a general, unif...
Darren R. Law
ISSAC
2001
Springer
87views Mathematics» more  ISSAC 2001»
13 years 9 months ago
Unirational fields of transcendence degree one and functional decomposition
In this paper we present an algorithm to compute all unirational fields of transcendence degree one containing a given finite set of multivariate rational functions. In particul...
Jaime Gutierrez, Rosario Rubio San Miguel, David S...
BMCBI
2006
115views more  BMCBI 2006»
13 years 5 months ago
Multivariate curve resolution of time course microarray data
Background: Modeling of gene expression data from time course experiments often involves the use of linear models such as those obtained from principal component analysis (PCA), i...
Peter D. Wentzell, Tobias K. Karakach, Sushmita Ro...