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IAT
2006
IEEE
15 years 5 months ago
A Market-Based Adaptation for Resolving Competing Needs for Scarce Resources
The dynamic nature of many real-world domains (e.g., military, emergency first response and hurricane relief, etc) requires adaptive resource allocation to respond to changes in t...
Rui Wang, Tracy Mullen, Viswanath Avasarala, John ...
PERCOM
2010
ACM
15 years 3 months ago
Sell your experiences: a market mechanism based incentive for participatory sensing
—This paper studies economic models of user participation incentive in participatory sensing applications. User participation is the most important element in participatory sensi...
Juong-Sik Lee, Baik Hoh
CSDA
2008
77views more  CSDA 2008»
14 years 12 months ago
Maximizing equity market sector predictability in a Bayesian time-varying parameter model
A large body of evidence has emerged in recent studies confirming that macroeconomic factors play an important role in determining investor risk premia and the ultimate path of eq...
Lorne D. Johnson, Georgios Sakoulis
CDC
2010
IEEE
102views Control Systems» more  CDC 2010»
14 years 6 months ago
Stock market trading via stochastic network optimization
We consider the problem of dynamic buying and selling of shares from a collection of N stocks with random price fluctuations. To limit investment risk, we place an upper bound on t...
Michael J. Neely
EVOW
2010
Springer
15 years 4 months ago
Evolving Dynamic Trade Execution Strategies Using Grammatical Evolution
Abstract. Although there is a plentiful literature on the use of evolutionary methodologies for the trading of financial assets, little attention has been paid to potential use of...
Wei Cui, Anthony Brabazon, Michael O'Neill