These notes cover several topics such as Mean-Variance Frontier, Index Models, Risk Measures, CAPM, Utility-Based Portfolio Choice, CAPM Extensions
Investment for the Long Run, Te...
Abstract. We introduce a general notion of miniaturization of a problem that comprises the different miniaturizations of concrete problems considered so far. We develop parts of t...
Accurate identification of misuse is a key factor in determining appropriate ways to protect systems. Modern intrusion detection systems often use alerts from different sources su...
We present a model that enables us to analyze the running time of an algorithm on a computer with a memory hierarchy with limited associativity, in terms of various cache parameter...
This paper proposes initial steps towards a conceptual framework for context-aware systems. It is an attempt towards a general context model to aid thinking and describing context...