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EOR
2008
200views more  EOR 2008»
15 years 1 months ago
A dynamic stochastic programming model for international portfolio management
We develop a multi-stage stochastic programming model for international portfolio management in a dynamic setting. We model uncertainty in asset prices and exchange rates in terms...
Nikolas Topaloglou, Hercules Vladimirou, Stavros A...
CCGRID
2010
IEEE
15 years 2 months ago
A Capabilities-Aware Programming Model for Asymmetric High-End Systems
In this research, we investigate and address the challenges of asymmetry in High-End Computing (HEC) systems comprising heterogeneous architectures with varying I/O and computation...
M. Mustafa Rafique
ENDM
2010
126views more  ENDM 2010»
15 years 1 months ago
A 0/1 Integer Programming Model for the Office Space Allocation Problem
We propose a 0/1 integer programming model to tackle the office space allocation (OSA) problem which refers to assigning room space to a set of entities (people, machines, roles, ...
Özgür Ülker, Dario Landa-Silva
SACI
2009
IEEE
15 years 8 months ago
Experiments on a grid layer prototype for shared data programming model
—In the grid context, there is little support for programming paradigms such as shared data or associative programming. We have previously proposed an original idea to attack sha...
Dacian Tudor, Georgiana Macariu, Wolfgang Schreine...
GECCO
2010
Springer
182views Optimization» more  GECCO 2010»
15 years 6 months ago
Model selection in genetic programming
Abstract. We discuss the problem of model selection in Genetic Programming using the framework provided by Statistical Learning Theory, i.e. Vapnik-Chervonenkis theory (VC). We pre...
Cruz E. Borges, César Luis Alonso, Jos&eacu...