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Title
Portfolio Selection and Risk Management with Markov Chains
Author
Arturo Leccadito, Sergio Ortobelli Lozza, Emilio Russo
Vol. 7 No. 6 pp. 115-123
Keywords
Markov chain, Portfolio theory, VaR and CVaR models
Hybrid an Improvement Water Flow-like Algorithm with Single Based Metaheuristic for CVRP
Zulaiha Ali Othman, Mokhtar Massoud Kerwad, Suhaila Zainudin
Vol. 19 No. 9 pp. 40-48
Water- flow like algorithm, CVRP, Great Deluge, Hybrid metaheuristic
Modeling of a Software Vulnerability Identification Method
Diako Doffou jerome, Behou G?rard N'Guessan, ACHIEPO Odilon Yapo M
Vol. 21 No. 9 pp. 354-357
ACM, Unsupervised learning, Vulnerabilities, Cvss, Kmeans
Effective Methods for Heart Disease Detection via ECG Analyses
Andrii Yavorsky and Taras Panchenko
Vol. 22 No. 5 pp. 127-134
ECG, Machine learning, Computer simulation, CVD..