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COR
2008
116views more  COR 2008»
14 years 11 months ago
Robust multiperiod portfolio management in the presence of transaction costs
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...
Dimitris Bertsimas, Dessislava Pachamanova
MICRO
2008
IEEE
109views Hardware» more  MICRO 2008»
15 years 6 months ago
Dependence-aware transactional memory for increased concurrency
—Transactional memory (TM) is a promising paradigm for helping programmers take advantage of emerging multicore platforms. Though they perform well under low contention, hardware...
Hany E. Ramadan, Christopher J. Rossbach, Emmett W...
SIGMOD
2002
ACM
106views Database» more  SIGMOD 2002»
14 years 11 months ago
A Study on the Management of Semantic Transaction for Efficient Data Retrieval
Mobile computing technology is developing rapidly due to the advantages of information access through mobile devices and the need to retrieve information at remote locations. Howe...
Shi-Ming Huang, Irene S. Y. Kwan, Chih-He Li
INFOSCALE
2007
ACM
15 years 1 months ago
A dubiety-determining based model for database cumulated anomaly intrusion
— The concept of Cumulated Anomaly (CA), which describes a new type of database anomalies, is addressed. A typical CA intrusion is that when a user who is authorized to modify da...
Gang Lu, Junkai Yi, Kevin Lü
CORR
2010
Springer
140views Education» more  CORR 2010»
14 years 11 months ago
Window-Based Greedy Contention Management for Transactional Memory
r of Abstraction (invited lecture) . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 Barbara Liskov Fast Asynchronous Consensus with Optimal Resilience. . . . . . . . . . . ....
Gokarna Sharma, Brett Estrade, Costas Busch