205 search results - page 2 / 41 » Efficient Algorithms for Universal Portfolios |
FLAIRS
2001
14 years 11 months ago
2001
Discrete optimization problemsarise throughout many real world domainsincluding planning, decision making, and search. NP-hardin general, these problems require novel approachesto...
COLT
2006
Springer
15 years 1 months ago
2006
Springer
In an online convex optimization problem a decision-maker makes a sequence of decisions, i.e., chooses a sequence of points in Euclidean space, from a fixed feasible set. After ea...
EOR
2010
14 years 9 months ago
2010
We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...
ECAI
2008
Springer
14 years 11 months ago
2008
Springer
The results of the last MaxSAT Evaluations suggest there is no universal best algorithm for solving MaxSAT, as the fastest solver often depends on the type of instance. Having an ...
WSC
2007
14 years 11 months ago
2007
We discuss efficient Monte Carlo (MC) methods for the estimation of convex risk measures within the portfolio credit risk model CreditMetrics. Our focus lies on the Utilitybased ...