Centrum Wiskunde & Informatica

Multi-period mean–variance portfolio optimization based on Monte-Carlo simulation Article

Journal of Economic Dynamics and Control, 23-38.

F. Cong (Fei) and C.W. Oosterlee (Kees)

January 2016
Run-time checking multi-threaded java programs In Proceedings

F.S. de Boer (Frank) and C.P.T. de Gouw (Stijn)

January 2016
Functional central limit theorems for Markov-modulated infinite-server systems Tech Report

J.G. Blom (Joke), K. de Turck (Koen) and M.R.H. Mandjes (Michel)

January 2016
Composing constraint automata, state-by-state In Proceedings

S.-S.T.Q. Jongmans (Sung), T.W.J. Kappé (Tobias) and F. Arbab (Farhad)

January 2016
Domain decomposition in shallow lake modelling for operational forecasting of flooding In Proceedings

M. Genseberger (Menno), E.J. Spee (Edwin) and L. Voort (Lykle)

January 2016
Multigrid method for nonlinear poroelasticity equations Article

Computing and Visualization in Science, 255-265.

P. Luo (Peiyao), C. Rodrigo (Carmen), F.J. Gaspar (Francisco) and C.W. Oosterlee (Kees)

January 2016
Supervisory controller synthesis for product lines using CIF 3 In Proceedings

M.H. ter Beek (Maurice), M.A. Reniers (Michel) and E.P. de Vink (Erik)

January 2016
Random performance differences between online recommender system algorithms In Proceedings

G.G. Gebremeskel (Gebre) and A.P. de Vries (Arjen)

January 2016

Previous

Next