Quick Reads: Slow-Cooker Questions in a Microwave World

2012 ◽  
Vol 18 (2) ◽  
pp. 76-79
Author(s):  
Darin Beigie

Although technology places a premium on quick and efficient ways to answer questions, the author discusses extended-time, or “slow-cooker,” questions, as illustrated by a task on the Triangle Inequality theorem.

1982 ◽  
Vol 89 (2) ◽  
pp. 123-154 ◽  
Author(s):  
Amos Tversky ◽  
Itamar Gati
Keyword(s):  

2014 ◽  
Vol 13 (1) ◽  
pp. 4127-4145
Author(s):  
Madhushi Verma ◽  
Mukul Gupta ◽  
Bijeeta Pal ◽  
Prof. K. K. Shukla

Orienteering problem (OP) is an NP-Hard graph problem. The nodes of the graph are associated with scores or rewards and the edges with time delays. The goal is to obtain a Hamiltonian path connecting the two necessary check points, i.e. the source and the target along with a set of control points such that the total collected score is maximized within a specified time limit. OP finds application in several fields like logistics, transportation networks, tourism industry, etc. Most of the existing algorithms for OP can only be applied on complete graphs that satisfy the triangle inequality. Real-life scenario does not guarantee that there exists a direct link between all control point pairs or the triangle inequality is satisfied. To provide a more practical solution, we propose a stochastic greedy algorithm (RWS_OP) that uses the roulette wheel selectionmethod, does not require that the triangle inequality condition is satisfied and is capable of handling both complete as well as incomplete graphs. Based on several experiments on standard benchmark data we show that RWS_OP is faster, more efficient in terms of time budget utilization and achieves a better performance in terms of the total collected score ascompared to a recently reported algorithm for incomplete graphs.


2021 ◽  
pp. 231971452110230
Author(s):  
Simarjeet Singh ◽  
Nidhi Walia ◽  
Pradiptarathi Panda ◽  
Sanjay Gupta

Relative momentum strategies yield large and substantial profits in the Indian Stock Market. Nevertheless, relative momentum profits are negatively skewed and prone to occasional severe losses. By taking into consideration 450 stocks listed on the Bombay Stock Exchange, the present study predicts the timing of these huge momentum losses and proposes a simple risk-managed momentum approach to avoid these losses. The proposed risk-managed momentum approach not only doubles the adjusted Sharpe ratio but also results in significant improvements in downside risks. In contrast to relative momentum payoffs, risk-managed momentum payoffs remain substantial even in extended time frames. The study’s findings are particularly relevant for asset management companies, fund houses and financial academicians working in the area of asset anomalies.


2020 ◽  
Vol 70 (4) ◽  
pp. 849-862
Author(s):  
Shagun Banga ◽  
S. Sivaprasad Kumar

AbstractIn this paper, we use the novel idea of incorporating the recently derived formula for the fourth coefficient of Carathéodory functions, in place of the routine triangle inequality to achieve the sharp bounds of the Hankel determinants H3(1) and H2(3) for the well known class 𝓢𝓛* of starlike functions associated with the right lemniscate of Bernoulli. Apart from that the sharp bound of the Zalcman functional: $\begin{array}{} |a_3^2-a_5| \end{array}$ for the class 𝓢𝓛* is also estimated. Further, a couple of interesting results of 𝓢𝓛* are also discussed.


2017 ◽  
Vol 657 ◽  
pp. 111-126 ◽  
Author(s):  
Usha Mohan ◽  
Sivaramakrishnan Ramani ◽  
Sounaka Mishra

1995 ◽  
Vol 75 (1) ◽  
pp. 180-183 ◽  
Author(s):  
Ken Sekimoto ◽  
Katsuhisa Tawada

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