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...
This paper investigates methods for clock skew minimization using buffer and wire sizing. First, a technique that significantly improves solution quality and stability of sequent...
Matthew R. Guthaus, Dennis Sylvester, Richard B. B...
Abstract—We propose PRoPHET+, a routing scheme for opportunistic networks designed to maximize successful data delivery rate and minimize transmission delay. PRoPHET+ computes a ...
The aim of this paper is to apply the concept of robust optimization introduced by Bel-Tal and Nemirovski to the portfolio selection problems based on multi-stage scenario trees. ...
Abstract—In this letter, we propose an extension of the probabilistic tree pruning sphere decoding (PTP-SD) algorithm that provides further improvement of the computational compl...