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2002
Springer
15 years 3 months ago
Sharpe style analysis in the msci sector portfolios: a monte carlo integration approach
We examine a decision-theoretic Bayesian framework for the estimation of Sharpe Style portfolio weights of the MSCI sector returns. Following van Dijk and Kloek (1980) an appropri...
George A. Christodoulakis
IAJIT
2010
166views more  IAJIT 2010»
15 years 2 months ago
Specification and Prototyping of Reactive Distributed Systems with Algebraic Term Nets
: The specification of the dynamic behaviour of reactive distributed systems must exhibit the structures of control and has to imply explicitly the relevant aspects of the distribu...
Faiza Bouchoul, Mohamed Mostefai
CVGIP
2007
88views more  CVGIP 2007»
15 years 3 months ago
Autonomous pedestrians
We address the difficult open problem of emulating the rich complexity of real pedestrians in urban environments. Our artificial life approach integrates motor, perceptual, beha...
Wei Shao, Demetri Terzopoulos
JCP
2006
106views more  JCP 2006»
15 years 3 months ago
Using Firewalls to Enforce Enterprise-wide Policies over Standard Client-Server Interactions
We propose and evaluate a novel framework for enforcing global coordination and control policies over message passing software components in enterprise computing environments. This...
Tuan Phan, Zhijun He, Thu D. Nguyen
PAMI
2006
125views more  PAMI 2006»
15 years 3 months ago
Channel Smoothing: Efficient Robust Smoothing of Low-Level Signal Features
In this paper, we present a new and efficient method to implement robust smoothing of low-level signal features: B-spline channel smoothing. This method consists of three steps: en...
Michael Felsberg, Per-Erik Forssén, Hanno S...