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作者：Novomestky, F
摘要：An investor with the ability to assess the prospective return and risk structure of the global capital markets can construct portfolios that, over time, will not only outperform actively or passively managed domestic asset portfolios but will also outperform passively managed global portfolios. A Bayesian approach to dynamic seemingly unrelated regression (DSUR) is a robust and effective means to forecast the one-step ahead, conditional distribution of asset returns. This approach recognizes t...
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作者：Carley, KM; Lin, ZA
作者单位：Hong Kong University of Science & Technology
摘要：How should organizations of intelligent agents be designed so that they exhibit high performance despite information distortion? We present a formal information-based network model of organizational performance given a distributed decision making environment in which agents encounter a radar detection task. Using this model, we examine rite performance of organizations with, various designs in different task environments subject to various types of information distortion, We distinguish five s...
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作者：Cao, BY; Glover, F
作者单位：University of Colorado System; University of Colorado Boulder
摘要：A cardinality-constrained TSP (CC-TSP) problem requires the salesman to visit at. least L and at most U cities, represented toy nodes of a graph. The objective of this problem is to maximize the sum of weights of nodes visited. In this paper we propose a tabu search method based on ejection chain procedures, which have proved effective for many kinds of combinatorial optimization problems. Computational results on a set of randomly generated test problems with various implementations of the al...
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作者：Levinthal, DA
摘要：A simple model is developed to explore the interrelationship between processes of organizational level change and population selection forces. A critical property of the model is that the effect on organizational fitness of the various attributes that constitute an organization's form is interactive. As a result of these interaction effects, the fitness landscape is ''rugged.'' An organization's form at founding has a persistent effect on its future form when there are multiple peaks in the fi...
