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» A Structured Set of Higher-Order Problems
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FS
2006
81views more  FS 2006»
15 years 4 months ago
Optimal portfolio choice in the bond market
We consider the Merton problem of optimal portfolio choice when the traded instruments are the set of zero-coupon bonds. Working within an infinite-factor Markovian Heath-Jarrow-Mo...
Nathanael Ringer, Michael Tehranchi
JSAC
2008
115views more  JSAC 2008»
15 years 4 months ago
A Game-Theoretical Study of Robust Networked Systems
This paper analyses the robustness of networked systems from a game-theoretical perspective. Networked systems often consist of several subsystems sharing resources interdependentl...
Chi-Kin Chau
KES
2006
Springer
15 years 4 months ago
Stock Index Modeling Using Hierarchical Radial Basis Function Networks
Forecasting exchange rates is an important financial problem that is receiving increasing attention especially because of its difficulty and practical applications. This paper prop...
Yuehui Chen, Lizhi Peng, Ajith Abraham
ESWA
2007
117views more  ESWA 2007»
15 years 4 months ago
An HMM for detecting spam mail
Hidden Markov Models, or HMMs for short, have been recently used in Bioinformatics for the classification of DNA or protein chains, giving rise to what is known as Profile Hidde...
José Gordillo, Eduardo Conde
NETWORKS
2008
15 years 4 months ago
Lower bounds for two-period grooming via linear programming duality
In a problem arising in grooming for two-period optical networks, it is required to decompose the complete graph on n vertices into subgraphs each containing at most C edges, so t...
Charles J. Colbourn, Gaetano Quattrocchi, Violet R...