Sciweavers

42 search results - page 2 / 9
» Natural Selection in Financial Markets: Does It Work
Sort
View
KES
2006
Springer
13 years 5 months ago
The Repository Method for Chance Discovery in Financial Forecasting
Abstract. The aim of this work is to forecast future events in financial data sets, in particular, we focus our attention on situations where positive instances are rare, which fal...
Alma Lilia Garcia-Almanza, Edward P. K. Tsang
HPDC
2007
IEEE
14 years 2 days ago
A statistical approach to risk mitigation in computational markets
We study stochastic models to mitigate the risk of poor Quality-of-Service (QoS) in computational markets. Consumers who purchase services expect both price and performance guaran...
Thomas Sandholm, Kevin Lai
GLOBECOM
2009
IEEE
14 years 15 days ago
A Participation Incentive Market Mechanism for Allocating Heterogeneous Network Services
— This paper studies an auction based allocation of network resources for short-term contracts for heterogeneous network services. The combinatorial winner selection yields the o...
Juong-Sik Lee, Boleslaw K. Szymanski
CCS
2007
ACM
13 years 12 months ago
An inquiry into the nature and causes of the wealth of internet miscreants
This paper studies an active underground economy which specializes in the commoditization of activities such as credit card fraud, identity theft, spamming, phishing, online crede...
Jason Franklin, Adrian Perrig, Vern Paxson, Stefan...
FOCS
2009
IEEE
14 years 15 days ago
Settling the Complexity of Arrow-Debreu Equilibria in Markets with Additively Separable Utilities
We prove that the problem of computing an Arrow-Debreu market equilibrium is PPAD-complete even when all traders use additively separable, piecewise-linear and concave utility fun...
Xi Chen, Decheng Dai, Ye Du, Shang-Hua Teng