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ANOR
2011
124views more  ANOR 2011»
14 years 6 months ago
Stochastic dominance of portfolio insurance strategies - OBPI versus CPPI
Abstract The purpose of this article is to analyze and compare two standard portfolio insurance methods: Option-based Portfolio Insurance (OBPI) and Constant Proportion Portfolio I...
Rudi Zagst, Julia Kraus
COGSR
2011
102views more  COGSR 2011»
14 years 6 months ago
Rethinking cognitive architecture via graphical models
Cognitive architectures need to resolve the diversity dilemma – i.e., to blend diversity and simplicity – in order to couple functionality and efficiency with integrability, e...
Paul S. Rosenbloom
JGO
2011
149views more  JGO 2011»
14 years 6 months ago
A logarithmic-quadratic proximal point scalarization method for multiobjective programming
We present a proximal point method to solve multiobjective problems based on the scalarization for maps. We build a family of a convex scalar strict representation of a convex map...
Ronaldo Gregório, Paulo Roberto Oliveira
SIAMNUM
2011
117views more  SIAMNUM 2011»
14 years 6 months ago
Mixed hp-Finite Element Method for Linear Elasticity with Weakly Imposed Symmetry: Stability Analysis
The paper presents a generalization of Arnold-Falk-Winther elements for linear elasticity, to meshes with elements of variable order. The generalization is straightforward but the ...
Weifeng Qiu, Leszek F. Demkowicz
TIT
2011
111views more  TIT 2011»
14 years 6 months ago
Counting Partial Spread Functions in Eight Variables
Abstract. In this note we report the following computational results on partial spread functions in 8 variables: (i) the numbers of equivalence classes of partial spread functions ...
Philippe Langevin, Xiang-dong Hou