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2002
Springer
15 years 4 months ago
Sharpe style analysis in the msci sector portfolios: a monte carlo integration approach
We examine a decision-theoretic Bayesian framework for the estimation of Sharpe Style portfolio weights of the MSCI sector returns. Following van Dijk and Kloek (1980) an appropri...
George A. Christodoulakis
SIAMJO
2002
89views more  SIAMJO 2002»
15 years 4 months ago
A Probability-One Homotopy Algorithm for Nonsmooth Equations and Mixed Complementarity Problems
A probability-one homotopy algorithm for solving nonsmooth equations is described. This algorithm is able to solve problems involving highly nonlinear equations, where the norm of ...
Stephen C. Billups, Layne T. Watson
125
Voted
TNN
1998
85views more  TNN 1998»
15 years 4 months ago
Fast numerical integration of relaxation oscillator networks based on singular limit solutions
—Relaxation oscillations exhibiting more than one time scale arise naturally from many physical systems. When relaxation oscillators are coupled in a way that resembles chemical ...
P. S. Linsay, DeLiang L. Wang
TCAD
2002
146views more  TCAD 2002»
15 years 4 months ago
Static scheduling of multidomain circuits for fast functional verification
With the advent of system-on-a-chip design, many application specific integrated circuits (ASICs) now require multiple design clocks that operate asynchronously to each other. This...
Murali Kudlugi, Russell Tessier
CORR
2008
Springer
116views Education» more  CORR 2008»
15 years 4 months ago
Polynomial Filtering for Fast Convergence in Distributed Consensus
Abstract--In the past few years, the problem of distributed consensus has received a lot of attention, particularly in the framework of ad hoc sensor networks. Most methods propose...
Effrosini Kokiopoulou, Pascal Frossard