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WSC
2008
15 years 2 months ago
Optimizing portfolio tail measures: Asymptotics and efficient simulation optimization
We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
Sandeep Juneja
106
Voted
GECCO
2010
Springer
189views Optimization» more  GECCO 2010»
14 years 9 months ago
Multiobjective evolutionary algorithm for software project portfolio optimization
Large software companies have to plan their project portfolio to maximize potential portfolio return and strategic alignment, while balancing various preferences, and considering ...
Thomas Kremmel, Jirí Kubalík, Stefan...
MVA
2007
142views Computer Vision» more  MVA 2007»
14 years 11 months ago
Shadow based texture registration for 3D modeling of outdoor scenes
This paper presents a novel method for the registration of texture images with a 3D model of outdoor scenes. We pose image registration as an optimization problem that uses knowled...
Alejandro Troccoli, Peter K. Allen
ICDIM
2007
IEEE
15 years 6 months ago
A novel Variable Neighborhood Particle Swarm Optimization for multi-objective Flexible Job-Shop Scheduling Problems
This paper introduces a hybrid metaheuristic, the Variable Neighborhood Particle Swarm Optimization (VNPSO), consisting of a combination of the Variable Neighborhood Search (VNS) ...
Hongbo Liu, Ajith Abraham, Crina Grosan
INFOCOM
2012
IEEE
13 years 2 months ago
Reverse-engineering BitTorrent: A Markov approximation perspective
Abstract—BitTorrent has been the most popular P2P (Peer-toPeer) paradigm during recent years. Built upon great intuition, the piece-selection and neighbor-selection modules roote...
Ziyu Shao, Hao Zhang, Minghua Chen, Kannan Ramchan...