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EOR
2008
200views more  EOR 2008»
15 years 3 months ago
A dynamic stochastic programming model for international portfolio management
We develop a multi-stage stochastic programming model for international portfolio management in a dynamic setting. We model uncertainty in asset prices and exchange rates in terms...
Nikolas Topaloglou, Hercules Vladimirou, Stavros A...
CGF
2006
128views more  CGF 2006»
15 years 3 months ago
Computing discrete shape operators on general meshes
Discrete curvature and shape operators, which capture complete information about directional curvatures at a point, are essential in a variety of applications: simulation of defor...
Eitan Grinspun, Yotam I. Gingold, Jason Reisman, D...
COR
2006
95views more  COR 2006»
15 years 3 months ago
Hybrid meta-heuristics algorithms for task assignment in heterogeneous computing systems
In this paper we tackle the task assignment problem (TSAP) in heterogeneous computer systems. The TSAP consists of assigning a given distributed computer program formed by a numbe...
Sancho Salcedo-Sanz, Yong Xu, Xin Yao
CSDA
2006
96views more  CSDA 2006»
15 years 3 months ago
Analysis of new variable selection methods for discriminant analysis
Several methods to select variables that are subsequently used in discriminant analysis are proposed and analysed. The aim is to find from among a set of m variables a smaller sub...
Joaquín A. Pacheco, Silvia Casado, Laura N&...
EOR
2006
93views more  EOR 2006»
15 years 3 months ago
A genetic algorithm for the two-dimensional strip packing problem with rectangular pieces
Given a set of rectangular pieces and a container of fixed width and variable length, the two-dimensional strip packing problem (2D-SPP) consists of orthogonally placing all the p...
Andreas Bortfeldt