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The large-scale adoption of the Web 2.0 paradigm has revolutionized the way we interact with the Web today. End-users, so far mainly passive consumers of information are now becoming active information producers, creating, uploading, and commenting on all ...
The last three decades have seen computers invading our society: computers are now present at work to improve productivity and at home to enlarge the scope of our hobbies and to communicate. Furthermore, computers have been involved in many critical system ...
On-line services are making increasing use of dynamically generated Web content. Serving dynamic content is more complex than serving static content. Besides a Web server, it typically involves a server-side application and a database to generate and store ...
Asset pricing theory hypothesizes that investors are only interested in portfolios; individual securities are evaluated only in terms of their contribution to portfolio risk and return. Yet, standard financial market design is that of parallel, unconnected ...
Recent neurophysiological studies reveal that risk and reward are separately encoded in the human brain, and that the encodings display different timing patterns. Therefore, we hypothesized that sensitivity of trading decisions to risk and reward parameter ...
We design and deploy a trading strategy that mirrors the Exchange Traded Fund (ETF) arbitrage technique for sector trading. Artificial Neural Networks (ANNs) are used to capture pricing relationships within a sector using intra-day trade data. The fair pric ...
Airlines schedules are built such as to maximize expected profit. Such schedules turn out to be more sensitive to delays and are hence unstable. The trend has thus evolved towards robust schedules, trading off between sensitivity with respect to disruption ...
Speculators buy an asset hoping to sell it later to investors with higher private valuations. If agents are uncertain about the distribution of private valuations and about the beliefs of others about this distribution, a beauty contest with an infinite hi ...
With technological advances, the sources of available information have become more and more diverse. Recently, a new source of information has gained growing importance: sensor data. Sensors are devices sensing their environment in various ways and reporti ...
Caching is an effective means for reducing load on web servers, especially for those that dynamically generate web documents in J2EE applications. While adding caching to the application server can greatly reduce response times for requests, the logic to e ...
