2008 International Conference on Risk Managementâ€¦

2008

Based on the maximum entropy theory, this paper presents a new model for solving the large scale portfolio problem. Unlike Markowitzpsilas model, this new model is not based upon any probabilisticâ€¦ (More)

Smoothing method for minimizing the sum of the r largest functions Shaohua Pan a , Suyan He b & Xingsi Li c a Department of Applied Mathematics , South China University of Technology , Guangzhou,â€¦ (More)

Consider the problem of computing the smallest enclosing ball of a set of m balls in R. This problem arises in many applications such as location analysis, military operations, and patternâ€¦ (More)

In this paper, the zeroâ€“one constrained extremum problem is reformulated as an equivalent smooth mathematical program with complementarity constraints (MPCC), and then as a smooth ordinary nonlinearâ€¦ (More)

This note describes a framework for IPv4/IPv6 translation. This is in the context of replacing Network Address Translation Protocol Translation (NAT-PT), which was deprecated by RFC 4966, and toâ€¦ (More)

This note describes a framework for IPv4/IPv6 translation. This is in the context of replacing Network Address Translation Protocol Translation (NAT-PT), which was deprecated by RFC 4966, and toâ€¦ (More)