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This paper presents how the most recent improvements made on covariance matrix estimation and model order selection can be applied to the portfolio optimisation problem. The particular case of the Maximum Variety Portfolio is treated but…

Applications · Statistics 2018-04-03 Emmanuelle Jay , Eugénie Terreaux , Jean-Philippe Ovarlez , Frédéric Pascal

Solving large-scale robust portfolio optimization problems is challenging due to the high computational demands associated with an increasing number of assets, the amount of data considered, and market uncertainty. To address this issue, we…

Computational Finance · Quantitative Finance 2024-08-16 Chung-Han Hsieh , Jie-Ling Lu

This paper addresses the challenge of deadline-aware online scheduling for jobs in hybrid cloud environments, where jobs may run on either cost-effective but unreliable spot instances or more expensive on-demand instances, under hard…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-01-22 Neelkamal Bhuyan , Randeep Bhatia , Murali Kodialam , TV Lakshman

We consider portfolio optimization in futures markets. We model the entire futures price curve at once as a solution of a stochastic partial differential equation. The agents objective is to maximize her utility from the final wealth when…

Portfolio Management · Quantitative Finance 2012-04-13 Fred Espen Benth , Jukka Lempa

There is a rapidly growing interest in the use of cloud computing for automotive vehicles to facilitate computation and data intensive tasks. Efficient utilization of on-demand cloud resources holds a significant potential to improve future…

Systems and Control · Computer Science 2017-01-18 Zhaojian Li , Tianshu Chu , Ilya V. Kolmanovsky , Xiang Yin , Xunyuan Yin

Bin packing is a well studied problem involved in many applications. The classical bin packing problem is about minimising the number of bins and ignores how the bins are utilised. We focus in this paper, on a variant of bin packing that is…

Data Structures and Algorithms · Computer Science 2015-09-23 Hadrien Cambazard , Deepak Mehta , Barry O'Sullivan , Helmut Simonis

Cloud computing is an emerging technology in distributed computing which facilitates pay per model as per user demand and requirement.Cloud consist of a collection of virtual machine which includes both computational and storage facility.…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-04-09 Dr. Amit Agarwal , Saloni Jain

Optimizing resource allocation for analytical workloads is vital for reducing costs of cloud-data services. At the same time, it is incredibly hard for users to allocate resources per query in serverless processing systems, and they…

Efficient virtual machine load balancing scheduling is crucial in cloud computing to optimize resource utilization and system performance. To address this issue, several load balancing scheduling algorithms have been proposed, including…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-02-25 Priyank Vaidya , Abhinav Sharma , Murli Patel

In recent years, cloud providers have introduced novel approaches for trading virtual machines. For example, Virtustream introduced so-called muVMs to charge cloud computing resources while other providers such as Google, Microsoft, or…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-08-21 Benedikt Pittl , Werner Mach , Erich Schikuta

This paper explores a prevailing trend in the industry: migrating data-intensive analytics applications from on-premises to cloud-native environments. We find that the unique cost models associated with cloud-based storage necessitate a…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-11-02 Chunxu Tang , Yi Wang , Bin Fan , Beinan Wang , Shouwei Chen , Ziyue Qiu , Chen Liang , Jing Zhao , Yu Zhu , Mingmin Chen , Zhongting Hu

Cloud computing infrastructures increasingly rely on geographically distributed data centers to meet the growing demand for low latency, high availability, and cost-efficient service delivery. In this context, load balancing plays a…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-02-12 Saeid Aghasoleymani Najafabadi , Elaheh Nabavi Nia

We study online resource allocation in a cloud computing platform, through a posted pricing mechanism: The cloud provider publishes a unit price for each resource type, which may vary over time; upon arrival at the cloud system, a cloud…

Networking and Internet Architecture · Computer Science 2017-04-20 Zijun Zhang , Zongpeng Li , Chuan Wu

The pay-as-you-go model supported by existing cloud infrastructure providers is appealing to most application service providers to deliver their applications in the cloud. Within this context, elasticity of applications has become one of…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-11-17 Rui Han

The problem of Cloud resource provisioning for component-based applications consists in the allocation of virtual machines (VMs) offers from various Cloud Providers to a set of applications such that the constraints induced by the…

Logic in Computer Science · Computer Science 2020-06-11 Madalina Erascu , Flavia Micota , Daniela Zaharie

Modern organizations manage their data with a wide variety of specialized cloud database engines (e.g., Aurora, BigQuery, etc.). However, designing and managing such infrastructures is hard. Developers must consider many possible designs…

Databases · Computer Science 2024-07-31 Geoffrey X. Yu , Ziniu Wu , Ferdi Kossmann , Tianyu Li , Markos Markakis , Amadou Ngom , Samuel Madden , Tim Kraska

This thesis investigates the use of problem-specific knowledge to enhance a genetic algorithm approach to multiple-choice optimisation problems.It shows that such information can significantly enhance performance, but that the choice of…

Neural and Evolutionary Computing · Computer Science 2010-07-05 Uwe Aickelin

Multi-cloud computing has become increasingly popular with enterprises looking to avoid vendor lock-in. While most cloud providers offer similar functionality, they may differ significantly in terms of performance and/or cost. A customer…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-04-21 Małgorzata Łazuka , Thomas Parnell , Andreea Anghel , Haralampos Pozidis

Today's Cloud applications are dominated by composite applications comprising multiple computing and data components with strong communication correlations among them. Although Cloud providers are deploying large number of computing and…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-06-20 Md Hasanul Ferdaus , Manzur Murshed , Rodrigo N. Calheiros , Rajkumar Buyya

The evolution and advances made in the field of Cloud engineering influence the constant changes in software application development cycle and practices. Software architecture has evolved along with other domains and capabilities of…

Software Engineering · Computer Science 2024-08-14 Kalyani V N S Pendyala , Rajkumar Buyya