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» Portfolio selection with probabilistic utility
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MANSCI
2007
70views more  MANSCI 2007»
13 years 5 months ago
Optimal Risk Taking with Flexible Income
We study the portfolio selection problem of an investor who can optimally exert costly effort for more income. The possibility of generating more income, if necessary, increases ...
Jaksa Cvitanic, Levon Goukasian, Fernando Zapatero
AAAI
2010
13 years 7 months ago
Collaborative Expert Portfolio Management
We consider the task of assigning experts from a portfolio of specialists in order to solve a set of tasks. We apply a Bayesian model which combines collaborative filtering with a...
David H. Stern, Horst Samulowitz, Ralf Herbrich, T...
IPPS
2006
IEEE
13 years 11 months ago
Oblivious parallel probabilistic channel utilization without control channels
The research interest in sensor nets is still growing because they simplify data acquisition in many applications. If hardware resources are very sparse, routing algorithms cannot...
Christian Schindelhauer
ICSOC
2010
Springer
13 years 3 months ago
Efficient QoS-Aware Service Composition with a Probabilistic Service Selection Policy
Service-Oriented Architecture enables the composition of loosely coupled services provided with varying Quality of Service (QoS) levels. Given a composition, finding the set of ser...
Adrian Klein, Fuyuki Ishikawa, Shinichi Honiden
ISNN
2007
Springer
13 years 12 months ago
A Probabilistic Approach to Feature Selection for Multi-class Text Categorization
Abstract. In this paper, we propose a probabilistic approach to feature selection for multi-class text categorization. Specifically, we regard document class and occurrence of eac...
Ke Wu, Bao-Liang Lu, Masao Uchiyama, Hitoshi Isaha...