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SIAMJO
2010
155views more  SIAMJO 2010»
14 years 4 months ago
Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters
When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...
Somayeh Moazeni, Thomas F. Coleman, Yuying Li
69
Voted
GECCO
2004
Springer
101views Optimization» more  GECCO 2004»
15 years 3 months ago
A Novel Multi-objective Orthogonal Simulated Annealing Algorithm for Solving Multi-objective Optimization Problems with a Large
In this paper, a novel multi-objective orthogonal simulated annealing algorithm MOOSA using a generalized Pareto-based scale-independent fitness function and multi-objective intell...
Li-Sun Shu, Shinn-Jang Ho, Shinn-Ying Ho, Jian-Hun...
SIGMOD
2003
ACM
136views Database» more  SIGMOD 2003»
15 years 9 months ago
A Characterization of the Sensitivity of Query Optimization to Storage Access Cost Parameters
Most relational query optimizers make use of information about the costs of accessing tuples and data structures on various storage devices. This information can at times be off b...
Frederick Reiss, Tapas Kanungo
ICIP
2007
IEEE
15 years 11 months ago
Encoding Parameter Estimation for RDTC Optimized Compression and Streaming of Image-Based Scene Representations
Remote navigation in image-based scene representations requires random access to parts of the compressed reference image data to compose virtual views. The degree of dependencies ...
Ingo Bauermann, Eckehard G. Steinbach
PPSN
1998
Springer
15 years 1 months ago
A Decoder-Based Evolutionary Algorithm for Constrained Parameter Optimization Problems
Several methods have been proposed for handling nonlinear constraints by evolutionary algorithms for numerical optimization problems; a survey paper [7] provides an overview of var...
Slawomir Koziel, Zbigniew Michalewicz