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A branch-and-cut algorithm for solving the non-preemptive capacitated swapping problem
(Elsevier, 2010-08-06)
This paper models and solves a capacitated version of the Non-Preemptive Swapping Problem. This problem is defined on a complete digraph , at every vertex of which there may be one unit of supply of an item, one unit of ...
Investigation of stochastic pairs trading strategies under different volatility regimes
(Blackwell, 2010-09)
We investigate several market-neutral trading strategies and find empirical evidence that market-neutral equity trading outperforms in 2008, the first full year of the global financial meltdown. In our experiments we use ...
Performance analysis of cooperative diversity networks with imperfect channel estimation
(IEEE, 2010)
In this paper, we investigate the effect of channel estimation error on the error rate performance of a multi-relay system with amplify-and-forward relaying. We consider orthogonal relaying and study both conventional ...
Redundancy estimation and adaptive density control inwireless sensor networks
(Old City Publishing, 2010)
While dense random deployment satisfies coverage and sensing requirements, constructing dense networks of sensor nodes poses the problems of obtaining node location information.We provide an analytical framework for ...
Diffusion-based approach to deploying wireless sensor networks
(Inderscience, 2010)
An important objective of Wireless Sensor Networks (WSNs) is to reliably sense data about the environment in which they are deployed. Reliability in WSNs has been widely studied in terms of providing reliable routing ...
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