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99
Voted
EOR
2008
150views more  EOR 2008»
15 years 2 months ago
Portfolio optimization when asset returns have the Gaussian mixture distribution
Abstract. Portfolios of assets whose returns have the Gaussian mixture distribution are optimized in the static setting to find portfolio weights and efficient frontiers using the ...
Ian Buckley, David Saunders, Luis Seco
109
Voted
JNW
2006
98views more  JNW 2006»
15 years 2 months ago
Efficient Distributed Algorithm for RWA Using Path Protection
A number of Integer Linear Program (ILP) formulations for both static and dynamic lightpath allocation have been proposed, for the design of survivable WDM networks. However, such ...
Arunita Jaekel, Ying Chen
125
Voted
CDC
2010
IEEE
118views Control Systems» more  CDC 2010»
14 years 9 months ago
Distributed scheduling for air traffic throughput maximization during the terminal phase of flight
FAA's NextGen program aims at increasing the capacity of the national airspace, while ensuring the safety of aircraft. This paper provides a distributed merging and spacing al...
Rahul Chipalkatty, Philip Twu, Amir Rahmani, Magnu...
115
Voted
ICIP
2003
IEEE
16 years 4 months ago
Removal of video line jitter using a dynamic programming approach
Analog video digitized from noisy sources can suffer of line registration problems due to bad synchronization pulses. The effect is that the image lines are randomly shiftedwith r...
Louis Laborelli
PPOPP
2010
ACM
15 years 12 months ago
Continuous speculative program parallelization in software
This paper addresses the problem of extracting coarse-grained parallelism from large sequential code. It builds on BOP, a system for software speculative parallelization. BOP lets...
Chao Zhang, Chen Ding, Xiaoming Gu, Kirk Kelsey, T...