相关论文: A portfolio-based analysis method for competition …

In Web retrieval, there are many cases of competition between authors of Web documents: their incentive is to have their documents highly ranked for queries of interest. As such, the Web is a prominent example of a competitive search…

The gap between theory and practice in mathematics education, particularly in primary-teacher education, necessitates innovative teaching methodologies. This paper explores the implementation of academic portfolios as a teaching innovation…

A competing market model with a polyvariant profit function that assumes "zeitnot" stock behavior of clients is formulated within the banking portfolio medium and then analyzed from the perspective of devising optimal strategies. An…

Cloud computing as a fairly new commercial paradigm, widely investigated by different researchers, already has a great range of challenges. Pricing is a major problem in Cloud computing marketplace; as providers are competing to attract…

The most successful parallel SAT and MaxSAT solvers follow a portfolio approach, where each thread applies a different algorithm (or the same algorithm configured differently) to solve a given problem instance. The main goal of building a…

Imbalanced data poses a significant challenge in classification as model performance is affected by insufficient learning from minority classes. Balancing methods are often used to address this problem. However, such techniques can lead to…

We consider the problem of choosing a portfolio that maximizes the cumulative prospect theory (CPT) utility on an empirical distribution of asset returns. We show that while CPT utility is not a concave function of the portfolio weights, it…

This article investigates the influence of luck and strategic considerations on performance of teams participating in the M6 investment challenge. We find that there is insufficient evidence to suggest that the extreme Sharpe ratios…

This paper introduces a new functional optimization approach to portfolio optimization problems by treating the unknown weight vector as a function of past values instead of treating them as fixed unknown coefficients in the majority of…

This article is about a measurement analysis based approach to help software practitioners in managing the additional level complexities and variabilities in software product line applications. The architecture of the proposed approach i.e.…

This paper studies some unconventional utility maximization problems when the ratio type relative portfolio performance is periodically evaluated over an infinite horizon. Meanwhile, the agent is prohibited from short-selling stocks. Our…

Many multiobjective real-world problems, such as facility location and bus routing, become more complex when optimizing the priorities of multiple stakeholders. These are often modeled using infinite classes of objectives, e.g., $L_p$ norms…

We introduce a generic solver for dynamic portfolio allocation problems when the market exhibits return predictability, price impact and partial observability. We assume that the price modeling can be encoded into a linear state-space and…

This paper examines the implementation of a statistical arbitrage trading strategy based on co-integration relationships where we discover candidate portfolios using multiple factors rather than just price data. The portfolio selection…

We present an empirical study aimed at analysing the use of viewpoints in an industrial Concurrent Engineering context. Our focus is on the viewpoints expressed in the argumentative process taking place in evaluation meetings. Our results…

Students enrolled in software engineering degrees are generally required to undertake a research project in their final year through which they demonstrate the ability to conduct research, communicate outcomes, and build in-depth expertise…

Fuzzing has become one of the most popular techniques to identify bugs in software. To improve the fuzzing process, a plethora of techniques have recently appeared in academic literature. However, evaluating and comparing these techniques…

We study the relationship between firms' performance and their technological portfolios using tools borrowed from the complexity science. In particular, we ask whether the accumulation of knowledge and capabilities related to a coherent set…

In the portfolio multiobjective optimization framework, we propose to compare and choose, among all feasible asset portfolios of a given market, the one that maximizes the product of the distances between its values of risk and gain and…

Many set selection and ranking algorithms have recently been enhanced with diversity constraints that aim to explicitly increase representation of historically disadvantaged populations, or to improve the overall representativeness of the…