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CI
2007
130views more  CI 2007»
14 years 9 months ago
Price Dynamics, Informational Efficiency, and Wealth Distribution in Continuous Double-Auction Markets
This paper studies the properties of the continuous double auction trading mechanishm using an artificial market populated by heterogeneous computational agents. In particular, we...
Javier Gil-Bazo, David Moreno, Mikel Tapia
JUCS
2008
144views more  JUCS 2008»
14 years 9 months ago
Embedded Software Revitalization through Component Mining and Software Product Line Techniques
: The mining of generic software components from legacy systems can be used as an auxiliary technique to revitalize systems. This paper presents a software maintenance approach tha...
Marcelo A. Ramos, Rosângela Dellosso Pentead...
WCE
2007
14 years 11 months ago
Comparing Risk Neutral Density Estimation Methods using Simulated Option Data
Abstract—In this paper I use Monte Carlo simulated option data to investigate the empirical power of six Risk Neutral Density (RND) estimation techniques. Three alternative appro...
Amine Bouden
GECCO
2009
Springer
121views Optimization» more  GECCO 2009»
15 years 2 months ago
Using memetic algorithms to improve portfolio performance in static and dynamic trading scenarios
The Portfolio Optimization problem consists of the selection of a group of assets to a long-term fund in order to minimize the risk and maximize the return of the investment. This...
Claus de Castro Aranha, Hitoshi Iba
PAKM
1998
14 years 11 months ago
Helping Clients Harness Knowledge to Drive Innovation
By assembling information in such a way that it becomes an intellectual asset, an organization can link structured and unstructured information to allow people to exploit the info...
David Connor, Matthias Gutknecht