113 search results - page 14 / 23 » Financial Optimization |
SIAMCO
2008
14 years 10 months ago
2008
We consider stochastic impulse control problems where the process is driven by one-dimensional diffusions. Impulse control problems are widely applied to financial engineering and...
HICSS
2008
IEEE
15 years 4 months ago
2008
IEEE
“Don’t put all your eggs in one basket” is common wisdom with respect to financial portfolio theory. The configuration of customer portfolios with regard to appropriate risk...
HICSS
2007
IEEE
15 years 4 months ago
2007
IEEE
Business intelligence (BI) technology and research is maturing. In evidence, some practitioners have indicated a shift in the nature of their data warehousing challenges from bein...
KES
2006
Springer
14 years 10 months ago
2006
Springer
Forecasting exchange rates is an important financial problem that is receiving increasing attention especially because of its difficulty and practical applications. This paper prop...
DA
2010
14 years 10 months ago
2010
In competitive wholesale electricity markets, regulated load serving entities (LSEs) and marketers with default service contracts have obligations to serve fluctuating load at pre...