170 search results - page 13 / 34 » Finance |
CEC
2005
IEEE
15 years 3 months ago
2005
IEEE
In recent years the complexity of numerical computations in computational financial applications has been increased enormously. Monte Carlo algorithm is one of main tools in comput...
GECCO
2006
Springer
15 years 1 months ago
2006
Springer
We present a new mechanism for preserving phenotypic behavioural diversity in a Genetic Programming application for hedge fund portfolio optimization, and provide experimental res...
79
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WSC
2008
14 years 12 months ago
2008
Point processes with stochastic intensities are ubiquitous in many application areas, including finance, insurance, reliability and queuing. They can be simulated from standard Po...
IADIS
2004
14 years 11 months ago
2004
Internet traffic exhibits a rich autocorrelation behavior, responsible for curving the Energy/Averaging function. We show that the traffic exhibits variations of its details in ma...
102
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NIPS
2004
14 years 11 months ago
2004
We examine the problem of approximating, in the Frobenius-norm sense, a positive, semidefinite symmetric matrix by a rank-one matrix, with an upper bound on the cardinality of its...