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WSC
2008
15 years 6 months ago
Optimizing portfolio tail measures: Asymptotics and efficient simulation optimization
We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
Sandeep Juneja
ACMICEC
2008
ACM
276views ECommerce» more  ACMICEC 2008»
15 years 6 months ago
A Bayesian network for IT governance performance prediction
The goal of IT governance is not only to achieve internal efficiency in an IT organization, but also to support IT's role as a business enabler. The latter is here denoted IT...
Mårten Simonsson, Robert Lagerström, Po...
ATAL
2008
Springer
15 years 6 months ago
Physical parameter optimization in swarms of ultra-low complexity agents
Physical agents (such as wheeled vehicles, UAVs, hovercraft, etc.) with simple control systems are often sensitive to changes in their physical design and control parameters. As s...
Ryan Connaughton, Paul W. Schermerhorn, Matthias S...
ATAL
2008
Springer
15 years 6 months ago
Max-sum decentralised coordination for sensor systems
A key challenge for the successful deployment of systems consisting of multiple autonomous networked sensors is the development of decentralised mechanisms to coordinate the activ...
W. T. Luke Teacy, Alessandro Farinelli, N. J. Grab...
ICSAP
2010
15 years 6 months ago
Tamper Proofing 3D Models
- This paper describes a novel algorithm designed for tamper proofing of 3D models. Fragile watermarking is a known technique for detecting location of tamper in the artwork. Howev...
Mukesh C. Motwani, Balaji Sridharan, Rakhi C. Motw...
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