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75
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OR
2002
Springer
15 years 11 days ago
Sharpe style analysis in the msci sector portfolios: a monte carlo integration approach
We examine a decision-theoretic Bayesian framework for the estimation of Sharpe Style portfolio weights of the MSCI sector returns. Following van Dijk and Kloek (1980) an appropri...
George A. Christodoulakis
IPPS
2009
IEEE
15 years 7 months ago
Input-independent, scalable and fast string matching on the Cray XMT
String searching is at the core of many security and network applications like search engines, intrusion detection systems, virus scanners and spam filters. The growing size of o...
Oreste Villa, Daniel G. Chavarría-Miranda, ...
133
Voted
CIKM
2008
Springer
15 years 2 months ago
SNIF TOOL: sniffing for patterns in continuous streams
Continuous time-series sequence matching, specifically, matching a numeric live stream against a set of predefined pattern sequences, is critical for domains ranging from fire spr...
Abhishek Mukherji, Elke A. Rundensteiner, David C....
137
Voted
CAAN
2004
Springer
15 years 6 months ago
Congestion Games, Load Balancing, and Price of Anarchy
Imagine a set of self-interested clients, each of whom must choose a server from a permissible set. A server’s latency is inversely proportional to its speed, but it grows linear...
Anshul Kothari, Subhash Suri, Csaba D. Tóth...
DGCI
2000
Springer
15 years 4 months ago
An Efficient Shape-Based Approach to Image Retrieval
We consider the problem of finding the best match for a given query shape among candidate shapes stored in a shape base. This is central to a wide range of applications, such as, d...
Ioannis Fudos, Leonidas Palios