122 search results - page 2 / 25 » Optimal Dynamic Trading Strategies with Risk Limits |
INFOCOM
2010
IEEE
13 years 3 months ago
2010
IEEE
Abstract—When forwarding packets in the Internet, Autonomous Systems (ASes) frequently choose the shortest path in their network to the next-hop AS in the BGP path, a strategy kn...
STOC
2012
ACM
11 years 7 months ago
2012
ACM
Option contracts are a type of financial derivative that allow investors to hedge risk and speculate on the variation of an asset’s future market price. In short, an option has...
HICSS
2007
IEEE
13 years 11 months ago
2007
IEEE
We introduce a stochastic model that describes the quasistatic dynamics of an electric transmission network under perturbations introduced by random load fluctuations, random rem...
GECCO
2009
Springer
13 years 10 months ago
2009
Springer
The Portfolio Optimization problem consists of the selection of a group of assets to a long-term fund in order to minimize the risk and maximize the return of the investment. This...
BIRTHDAY
2011
Springer
12 years 5 months ago
2011
Springer
Abstract. Risk analysis has been used to manage the security of systems for several decades. However, its use has been limited to offline risk computation and manual response. In c...