Search

Search Results

1. Interactive Genetic Algorithm with fitness modeling for the development of a color simulation system based on customer’s preference

   Customers preferences are difficult to predict automatically because they are subjective and relative to human likeness patterns which are different...

   Ladys Rodriguez, Luis Diago, Ichiro Hagiwara in Japan Journal of Industrial and Applied Mathematics

   Article 01 March 2011

2. The opportunity process for optimal consumption and investment with power utility

   We study the utility maximization problem for power utility random fields in a semimartingale financial market, with and without intermediate...

   Marcel Nutz in Mathematics and Financial Economics

   Article 17 June 2010

3. Correspondence between lifetime minimum wealth and utility of consumption

   We establish when the two problems of minimizing a function of lifetime minimum wealth and of maximizing utility of lifetime consumption result in...

   Erhan Bayraktar, Virginia R. Young in Finance and Stochastics

   Article 09 February 2007

4. The financial value of a weak information on a financial market

   The results of [4] are extended under weaker assumptions to d -dimensional and possibly discontinuous processes and applied to the modelling of weak ...

   Fabrice Baudoin, Laurent Nguyen-Ngoc in Finance and Stochastics

   Article 01 August 2004

5. Optimal location and design of a competitive facility

   A single facility has to be located in competition with fixed existing facilities of similar type. Demand is supposed to be concentrated at a finite...

   Frank Plastria, Emilio Carrizosa in Mathematical Programming

   Article 30 September 2003