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» Characteristics of networks in financial markets
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IDEAL
2004
Springer
15 years 3 months ago
Summarizing Time Series: Learning Patterns in 'Volatile' Series
Most financial time series processes are nonstationary and their frequency characteristics are time-dependant. In this paper we present a time series summarization and prediction ...
Saif Ahmad, Tugba Taskaya-Temizel, Khurshid Ahmad
AAMAS
2010
Springer
14 years 9 months ago
Evolutionary mechanism design: a review
Abstract The advent of large-scale distributed systems poses unique engineering challenges. In open systems such as the internet it is not possible to prescribe the behaviour of al...
Steve Phelps, Peter McBurney, Simon Parsons
KNINVI
2005
Springer
15 years 3 months ago
Representational Correspondence as a Basic Principle of Diagram Design
The timeworn claim that a picture is worth a thousand words is generally well-supported by empirical evidence, suggesting that diagrams and other information graphics can enhance h...
Christopher F. Chabris, Stephen M. Kosslyn
EUROSYS
2008
ACM
15 years 6 months ago
Modeling viral economies for digital media
Financial efficiency is the premier performance measure for most systems. Existing economic ecosystems for distribution of multimedia leave a lot to be desired: client-server plat...
Shan He, Renan G. Cattelan, Darko Kirovski
CDC
2010
IEEE
106views Control Systems» more  CDC 2010»
14 years 4 months ago
Optimal cross-layer wireless control policies using TD learning
We present an on-line crosslayer control technique to characterize and approximate optimal policies for wireless networks. Our approach combines network utility maximization and ad...
Sean P. Meyn, Wei Chen, Daniel O'Neill