Portfolio optimization methods suffer from a catalogue of known problems, mainly due to the facts that pair correlations asset returns are unstable, and extremal risk measures such as maximum drawdown difficult predict non-Gaussianity portfolio returns. \\ In order look at optimal portfolios for arbitrary penalty functions, we construct shapes where is proportional moment $p>2$. The resulting c...

Video-conferencing over IP networks is rapidly becoming a popular application. Currently, there are two standards for signaling that are used in such applications. H.323 is the signaling standard from ITU-T (used by most commercial video-conferencing system) and SIP, which is an IETF approved standard for voice and video communications. In this paper, we present federated security mechanisms as...

In the fuzzy set theory, information  measures play a paramount role in several areas such as decision making, pattern recognition etc. In this paper, similarity measure based on cosine function and entropy measures based on logarithmic function for IFSs are proposed. Comparisons of proposed similarity and entropy measures with the existing ones are listed. Numerical results limpidly betoken th...

As video conferencing plays an increasingly critical role in many business environments, there is a need to ensure highly reliable operation of the conferencing infrastructure. We present a scheme for adding fault tolerance to an existing video conferencing server. The scheme is client-transparent so that it can be used by the installed base of clients. While the scheme is based on replication,...

In this document we describe the technique used to configure the sequential portfolios submitted to the 2013 SAT Competition. We have submitted eight portfolios to the core solvers and sequential (SAT and SAT+UNSAT) tracks and one to the open track accounting for nine different portfolios in total.

This paper reexamines the profitability of loser, winner and contrarian portfolios in the Chinese stock market using monthly data of all stocks traded on the Shanghai Stock Exchange and Shenzhen Stock Exchange covering the period from January 1997 to December 2012. We find evidence of short-term and long-term contrarian profitability in the whole sample period when the estimation and holding ho...