Makale detayı · 2003
Index tracking with constraint aggregation
YÖKSİS
OpenAlex
SJR Q3
JCR Q4
Atıf 17
- Yıl
- 2003
- ISSN
1350-4851- Tür
- paratext
Veri kaynağı ayrımı
- YÖKSİS YÖKSİS makale kaydı
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Özet
İngilizce (OpenAlex)
A generic index tracking (IT) problem is formulated and solved using a constraint aggregation (CA) technique for the first time. This technique makes the number of constraints independent of the cardinal of the universe of assets and enables the handling of large IT problems with one constraint only.
Konular
- Advanced Database Systems and Queries
- Auction Theory and Applications
- Data Management and Algorithms
Birincil konu Advanced Database Systems and Queries