We consider multi-period portfolio selection problems for a decision maker with a specified utility function when the variance of security returns is described by a discrete time ...
Abstract: We propose a first-order interior-point method for linearly constrained smooth optimization that unifies and extends first-order affine-scaling method and replicator d...
Summarization of query results is an important problem for many OLAP applications. The Minimum Description Length principle has been applied in various studies to provide summarie...
It is becoming more important to design systems capable of performing high-level management and control tasks in interactive dynamic environments. At the same time, it is difficul...
Functional Reactive Programming (frp) extends traditional functional programming with dataflow evaluation, making it possible to write interactive programs in a declarative style...
Kimberley Burchett, Gregory H. Cooper, Shriram Kri...