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Journals and Conferences
Integer variables allow the treatment of some portfolio optimization problems in a more realistic way and introduce the possibility of adding some natural features to the model. We propose an algebraic approach to maximize the expected return under a given admissible level of risk measured by the covariance matrix. To reach an optimal portfolio it is an… (More)
We will give algorithms of computing bases of logarithmic cohomology groups for square-free polynomials in two variables.
We study integral representations of the Gevrey series solutions of irregular hyper-geometric systems. In this paper we consider the case of the systems associated with a one row matrix, for which the integration domains are one dimensional. We prove that any Gevrey series solution along the singular support of the system is the asymptotic expansion of a… (More)