Abstract. As competition on global markets increases the vision of utility computing gains more and more interest. To attract more providers it is crucial to improve the performanc...
We develop a multi-stage stochastic programming model for international portfolio management in a dynamic setting. We model uncertainty in asset prices and exchange rates in terms...
In the context of auctions for digital goods, an interesting Random Sampling Optimal Price auction (RSOP) has been proposed by Goldberg, Hartline and Wright; this leads to a truth...
The existing telecommunications infrastructure in most of the world is adequate to deliver voice and text applications, but demand for broadband services such as streaming video an...
Yann d'Halluin, Peter A. Forsyth, Kenneth R. Vetza...
Abstract-- Successful investment management relies on allocating assets so as to beat the stock market. Asset classes are affected by different market dynamics or latent trends. Th...
Ruairi de Frein, Konstantinos Drakakis, Scott Rick...