205 search results - page 4 / 41 » Efficient Algorithms for Universal Portfolios |
WSC
2008
14 years 11 months ago
2008
Our focus is on efficient estimation of tail probabilities of sums of correlated lognormals. This problem is motivated by the tail analysis of portfolios of assets driven by corre...
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BMCBI
2002
14 years 9 months ago
2002
Background: Recently, Almeida and Vinga offered a new approach for the representation of arbitrary discrete sequences, referred to as Universal Sequence Maps (USM), and discussed ...
ALGOSENSORS
2007
Springer
15 years 3 months ago
2007
Springer
e for abstract modeling, algorithmic design and analysis to achieve provably efficient, scalable and fault-tolerant realizations of such huge, highly-dynamic, complex, non-conventi...
ALGORITHMICA
2010
14 years 9 months ago
2010
We present a universal algorithm for the classical online problem of caching or demand paging. We consider the caching problem when the page request sequence is drawn from an unkn...
ISCAS
2007
IEEE
15 years 3 months ago
2007
IEEE
—Simplified order-16 Integer Cosine Transform (ICT) has been proved to be an efficient coding tool especially for High-Definition (HD) video coding and is much simpler than ICT a...