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ICCS
2004
Springer
15 years 9 months ago
A Dynamic Stochastic Programming Model for Bond Portfolio Management
In this paper we develop a dynamic stochastic programming model for bond portfolio management. A new risk measurement-shortfall cost is put forward. It allows more tangible express...
Liyong Yu, Shouyang Wang, Yue Wu, Kin Keung Lai
PPDP
2004
Springer
15 years 9 months ago
A semantics for tracing declarative multi-paradigm programs
We introduce the theoretical basis for tracing lazy functional logic computations in a declarative multi-paradigm language like Curry. Tracing computations is a difficult task due...
Bernd Brassel, Michael Hanus, Frank Huch, Germ&aac...
IEEEPACT
2003
IEEE
15 years 9 months ago
Miss Rate Prediction across All Program Inputs
Improving cache performance requires understanding cache behavior. However, measuring cache performance for one or two data input sets provides little insight into how cache behav...
Yutao Zhong, Steve Dropsho, Chen Ding
ENTCS
2008
139views more  ENTCS 2008»
15 years 4 months ago
Pervasive Compiler Verification - From Verified Programs to Verified Systems
We report in this paper on the formal verification of a simple compiler for the C-like programming language C0. The compiler correctness proof meets the special requirements of pe...
Dirk Leinenbach, Elena Petrova
MP
2006
105views more  MP 2006»
15 years 4 months ago
Two-stage integer programs with stochastic right-hand sides: a superadditive dual approach
We consider two-stage pure integer programs with discretely distributed stochastic right-hand sides. We present an equivalent superadditive dual formulation that uses the value fun...
Nan Kong, Andrew J. Schaefer, Brady Hunsaker