نتایج جستجو برای: rebalancing
تعداد نتایج: 1137 فیلتر نتایج به سال:
• Determining an effective rebalancing strategy is a function of the portfolio’s assets: their expected returns, their volatility, and the correlation of their returns. For example, a high correlation among the returns of a portfolio’s assets means that they tend to move together, which will tend to reduce the need for rebalancing. In addition, the investment time horizon affects the rebalancin...
The ╅rebalancing╆ of the British economy has become perhaps the central motif in the public political economy of adjustment to the financial crisis. The paper examines the social construction of the ╅rebalancing╆ imperative and associated policies, arguing that rebalancing discourse has served to circumscribe the parameters of acceptable state intervention in response to the crisis. It is, acco...
Relaxed balancing of search trees was introduced with the aim of speeding up the updates and allowing a high degree of concurrency. In a relaxed version of a search tree the rebalancing operations are uncoupled from the updates and may be delayed. Using local transformations the rebalancing can be performed concurrently with updates and search operations. In this paper we revisit the rebalancin...
We are observing a disruption in the urban transportation worldwide. The number of cities offering shared-use on-demand mobility services is increasing rapidly. They promise sustainable and affordable personal mobility without a burden of owning a vehicle. Despite growing popularity, on-demand services, such as carsharing, remain niche products due to small scale and rebalancing issues. We are ...
Service rebalancing is a method for designing programs that adhere to the cli-ent/server model. Decisions about the division of labor between client and server are made dynamically at runtime rather than at design time. Service rebalancing may improve performance, because the division of eeort is based upon an evaluation of the current environment. Other beneets of service rebalancing include o...
Defect prediction models that are trained on class imbalanced datasets (i.e., the proportion of defective and clean modules is not equally represented) are highly susceptible to produce inaccurate prediction models. Prior research compares the impact of class rebalancing techniques on the performance of defect prediction models. Prior research efforts arrive at contradictory conclusions due to ...
B-trees with relaxed balance have been deened to facilitate fast updating in a concurrent database environment. In that structure, updating and rebalancing are uncoupled such that extensive locking can be avoided in connection with updates. Constraints, weaker than the usual ones, are maintained such that the tree can still be balanced independent of the updating processes. We nd the idea of re...
The idea of relaxed balance is to uncouple the rebalancing in search trees from the updating in order to speed up request processing in main-memory databases. In this paper, we describe a relaxed version of AVL trees. We prove that each update gives rise to at most a logarithmic number of rebalancing operations and that the number of rebalancing operations in the semidynamic case is amortized c...
In PODS’91, Nurmi and Soisalon-Soininen presented a new type of binary search tree for databases, which they call a chromatic tree. The aim is to improve runtime performance by allowing a greater degree of concurrency, which, in turn, is obtained by uncoupling updating from rebalancing. This also allows rebalancing to be postponed completely or partially until after peak working hours. The adva...
This paper analyzes portfolio risk and volatility in the presence of constraints on portfolio rebalancing frequency. This investigation is motivated by the incremental risk charge (IRC) introduced by the Basel Committee on Banking Supervision. In contrast to the standard market risk measure based on a 10-day value-at-risk calculated at 99% confidence, the IRC considers more extreme losses and i...
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