Dynamic allocation strategy based on pre-allocation and agent to implement Ada95's distributed computing

2003 ◽  
Vol 8 (4) ◽  
pp. 1061-1064
Author(s):  
Zhu Fu-xi ◽  
Fu Jian-ming ◽  
Wu Chan-le ◽  
Cao Zheng
Keyword(s):  
Distributed Computing ◽  
Dynamic Allocation ◽  
Allocation Strategy

scholarly journals Gestão de carteiras sob múltiplos regimes: Performance fora da amostra

2020 ◽  
Vol 18 (3) ◽  
pp. 52
Author(s):  
Marcelo Lewin ◽  
Carlos Heitor Campani
Keyword(s):  
Comparative Analysis ◽  
Approximate Analytical Solution ◽  
Portfolio Allocation ◽  
Dynamic Allocation ◽  
Allocation Strategy ◽  
Confidence Levels ◽  
Average Return ◽  
Multiple Regimes ◽  
Out Of Sample ◽  
Asset Classes

<p>We propose a dynamic allocation strategy for an investor which considers three unobservable economic regimes, which we estimate using returns on five Brazilian asset classes. The strategy is based on an approximate analytical solution of a realistic configuration of the economy. The out-of-sample performance exceeds those of every benchmark we consider in 6 out of 10 years, with a weekly average return significantly higher than any benchmark at the usual confidence levels. From 2010 to 2019, our strategy achieves an average return of 21.6% per annum against, for example, 9.8% p.a. of the CDI and 4.7% p.a. of the Ibovespa. In particular, a comparative analysis makes clear how important it is to include multiple regimes in portfolio allocation.</p>

Dynamic allocation strategy of VM resources with fuzzy transfer learning method

2020 ◽  
Vol 13 (6) ◽  
pp. 2201-2213 ◽  
Author(s):  
Xiang Wu ◽  
Huanhuan Wang ◽  
Wei Tan ◽  
Dashun Wei ◽  
Minyu Shi
Keyword(s):  
Transfer Learning ◽  
Learning Method ◽  
Dynamic Allocation ◽  
Allocation Strategy

scholarly journals Research on Dynamic Allocation Strategy of KU Satellite Spectrum Based on Cognitive Radio Technology

2020 ◽  
Vol 1575 ◽  
pp. 012031
Author(s):  
Xinsheng Zhou ◽  
Lili Zhao ◽  
Pengpeng Yu ◽  
Qicai Dong ◽  
Juan Yang ◽  
...  
Keyword(s):  
Cognitive Radio ◽  
Dynamic Allocation ◽  
Allocation Strategy ◽  
Satellite Spectrum ◽  
Radio Technology ◽  
Cognitive Radio Technology
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