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CGO
2009
IEEE
15 years 6 months ago
Scenario Based Optimization: A Framework for Statically Enabling Online Optimizations
Abstract—Online optimization allows the continuous restructuring and adaptation of an executing application using live information about its execution environment. The further ad...
Jason Mars, Robert Hundt
WSC
2004
15 years 16 days ago
Towards Adaptive Caching for Parallel and Discrete Event Simulation
We investigate factors that impact the effectiveness of caching to speed up discrete event simulation. Walsh and Sirer have shown that a variant of function caching (staged simula...
Abhishek Chugh, Maria Hybinette
GECCO
2009
Springer
121views Optimization» more  GECCO 2009»
15 years 3 months ago
Using memetic algorithms to improve portfolio performance in static and dynamic trading scenarios
The Portfolio Optimization problem consists of the selection of a group of assets to a long-term fund in order to minimize the risk and maximize the return of the investment. This...
Claus de Castro Aranha, Hitoshi Iba
GECCO
2008
Springer
192views Optimization» more  GECCO 2008»
15 years 7 days ago
Non-linear factor model for asset selection using multi objective genetic programming
Investors vary with respect to their expected return and aversion to associated risk, and hence also vary in their performance expectations of the stock market portfolios they hol...
Ghada Hassan
FS
2006
81views more  FS 2006»
14 years 11 months ago
Utility maximization and risk minimization in life and pension insurance
We study the problem of finding optimal strategies for a life insurance company or pension fund that acts on behalf of an insured so as to maximize the expected utility (in a gene...
Peter Holm Nielsen