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EOR
2006
94views more  EOR 2006»
14 years 11 months ago
Portfolio rebalancing model with transaction costs based on fuzzy decision theory
The fuzzy set is one of the powerful tools used to describe an uncertain environment. As well as quantifying any potential return and risk, portfolio liquidity is taken into accou...
Yong Fang, K. K. Lai, Shouyang Wang
ISLPED
1997
ACM
104views Hardware» more  ISLPED 1997»
15 years 3 months ago
Composite sequence compaction for finite-state machines using block entropy and high-order Markov models
- The objective of this paper is to provide an effective technique for accurate modeling of the external input sequences that affect the behavior of Finite State Machines (FSMs). B...
Radu Marculescu, Diana Marculescu, Massoud Pedram
CORR
2004
Springer
85views Education» more  CORR 2004»
14 years 11 months ago
A dynamical model of a GRID market
We discuss potential market mechanisms for the GRID. A complete dynamical model of a GRID market is defined with three types of agents. Providers, middlemen and users exchange uni...
Uli Harder, Peter G. Harrison, Maya Paczuski, Teja...
AISB
2008
Springer
15 years 1 months ago
A Modelling Framework for Functional Imagination
Imagination is generally regarded as a very powerful and advanced cognitive ability. In this paper we propose a modelling framework for what we call functional imagination: the ab...
Hugo Gravato Marques, Owen Holland, Richard Newcom...
IEE
2008
115views more  IEE 2008»
14 years 12 months ago
Faithful mapping of model classes to mathematical structures
ion techniques are indispensable for the specification and verification of functional behavior of programs. In object-oriented ation languages like JML, a powerful abstraction tec...
Ádám Darvas, Peter Müller