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COCOON
2008
Springer
14 years 12 months ago
Average-Case Competitive Analyses for One-Way Trading
Consider a trader who exchanges one dollar into yen and assume that the exchange rate fluctuates within the interval [m, M]. The game ends without advance notice, then the trader ...
Hiroshi Fujiwara, Kazuo Iwama, Yoshiyuki Sekiguchi
ANOR
2006
133views more  ANOR 2006»
14 years 10 months ago
Horizon and stages in applications of stochastic programming in finance
To solve a decision problem under uncertainty via stochastic programming means to choose or to build a suitable stochastic programming model taking into account the nature of the r...
Marida Bertocchi, Vittorio Moriggia, Jitka Dupacov...
ATAL
2006
Springer
15 years 1 months ago
Evolutionary Stability of Behavioural Types in the Continuous Double Auction
In this paper, we investigate the effectiveness of different types of bidding behaviour for trading agents in the Continuous Double Auction (CDA). Specifically, we consider behavi...
Perukrishnen Vytelingum, Dave Cliff, Nicholas R. J...
ECCC
2000
140views more  ECCC 2000»
14 years 10 months ago
Randomized Approximation Schemes for Scheduling Unrelated Parallel Machines
We consider the problem of Scheduling n Independent Jobs on m Unrelated Parallel Machines, when the number of machines m is xed. We address the standard problem of minimizing the ...
Pavlos Efraimidis, Paul G. Spirakis
CCE
2010
14 years 7 months ago
Green process design, green energy, and sustainability: A systems analysis perspective
This paper presents a systems analysis perspective that extends the traditional process design framework to green process design, green energy and industrial ecology leading to su...
Urmila M. Diwekar, Yogendra N. Shastri