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
A hybrid version of swan for fast and efficient practical wave modelling Tech Report

M. Genseberger (Menno) and J. Donners

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
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
Run-time checking multi-threaded java programs In Proceedings

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

January 2016
Quantum homomorphic encryption for polynomial-sized circuits In Proceedings

Y.M. Dulek (Yfke), C. Schaffner (Christian) and F. Speelman (Florian)

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
The BlackGEM array in search of black hole mergers: integrated performance modelling In Proceedings

P.R. Roelfsema (Pieter), Klein Wolt, M. (Marc), Bloemen, S. (Steven), Groot, P. (Paul), Bettonvil, F. (Felix), Balster, H. (Harry), Dolron, P. (Peter), Van Elteren, A. (Arjen), Engels, A. (Arno), De Haan, M. (Menno), et al. Sybilski, P. (Piotr)

January 2016

Previous

Next