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ICCS
2004
Springer
15 years 3 months ago
A Dynamic Stochastic Programming Model for Bond Portfolio Management
In this paper we develop a dynamic stochastic programming model for bond portfolio management. A new risk measurement-shortfall cost is put forward. It allows more tangible express...
Liyong Yu, Shouyang Wang, Yue Wu, Kin Keung Lai
MDM
2004
Springer
197views Communications» more  MDM 2004»
15 years 3 months ago
MobiVoD: A Video-on-Demand System Design for Mobile Ad Hoc Networks
— We present a design for a system that provides video-on-demand (VOD) services to mobile ad hoc clients. Such a system allows the clients to access video information anytime any...
Duc A. Tran, Minh Le, Kien A. Hua
SPIN
2004
Springer
15 years 3 months ago
Black-Box Conformance Testing for Real-Time Systems
We propose a new framework for black-box conformance testing of real-time systems, where specifications are modeled as nondeterministic and partially-observable timed automata. We...
Moez Krichen, Stavros Tripakis
DATE
2003
IEEE
87views Hardware» more  DATE 2003»
15 years 3 months ago
A Proposal for Transaction-Level Verification with Component Wrapper Language
We propose a new approach to accelerate transaction level verification by raising the productivity of the verification suites including test patterns, protocol checker, and simula...
Koji Ara, Kei Suzuki
ICDAR
2003
IEEE
15 years 3 months ago
Directional Wavelet Approach to Remove Document Image Interference
In this paper, we propose a directional wavelet approach to remove images of interfering strokes coming from the back of a historical handwritten document due to seeping of ink du...
Qian Wang, Tao Xia, Chew Lim Tan, Lida Li