Abstract—Online optimization allows the continuous restructuring and adaptation of an executing application using live information about its execution environment. The further ad...
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...
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...
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...
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...