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EOR
2006
97views more  EOR 2006»
15 years 2 months ago
Bayesian portfolio selection with multi-variate random variance models
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 ...
Refik Soyer, Kadir Tanyeri
156
Voted
MP
2011
14 years 9 months ago
A first-order interior-point method for linearly constrained smooth optimization
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...
Paul Tseng, Immanuel M. Bomze, Werner Schachinger
VLDB
2005
ACM
134views Database» more  VLDB 2005»
15 years 7 months ago
MDL Summarization with Holes
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...
Shaofeng Bu, Laks V. S. Lakshmanan, Raymond T. Ng
141
Voted
CATA
2003
15 years 3 months ago
A Restaurant Finder using Belief-Desire-Intention Agent Model and Java Technology
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...
Dongqing Lin, Thomas P. Wiggen, Chang-Hyun Jo
130
Voted
PEPM
2007
ACM
15 years 8 months ago
Lowering: a static optimization technique for transparent functional reactivity
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...