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PC
2008
158views Management» more  PC 2008»
14 years 10 months ago
Application of multistage stochastic programs solved in parallel in portfolio management
We present a multistage model for allocation of financial resources to bond indices in different currencies. The model was tested on historical data of interest and exchange rates...
Mária Lucká, Igor Melichercik, Ladis...
PRL
2008
133views more  PRL 2008»
14 years 10 months ago
Better multiclass classification via a margin-optimized single binary problem
We develop a new multiclass classification method that reduces the multiclass problem to a single binary classifier (SBC). Our method constructs the binary problem by embedding sm...
Ran El-Yaniv, Dmitry Pechyony, Elad Yom-Tov
CPHYSICS
2004
92views more  CPHYSICS 2004»
14 years 10 months ago
Ultrahigh resolution simulations of mode converted ion cyclotron waves and lower hybrid waves
Full Wave studies of mode conversion (MC) processes in toroidal plasmas have required prohibitive amount of computer resources in the past because of the disparate spatial scales ...
J. C. Wright, P. T. Bonoli, E. D'Azevedo, M. Bramb...
HEURISTICS
2002
65views more  HEURISTICS 2002»
14 years 10 months ago
Probability Distribution of Solution Time in GRASP: An Experimental Investigation
A GRASP (greedy randomized adaptive search procedure) is a multi-start metaheuristic for combinatorial optimization. We study the probability distributions of solution time to a su...
Renata M. Aiex, Mauricio G. C. Resende, Celso C. R...
INFORMATICALT
2002
147views more  INFORMATICALT 2002»
14 years 9 months ago
Development of Isolated Word Speech Recognition System
The isolated word speech recognition system based on dynamic time warping (DTW) has been developed. Speaker adaptation is performed using speaker recognition techniques. Vector qua...
Antanas Lipeika, Joana Lipeikiene, Laimutis Telksn...