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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
141

Profit Optimization under Risk in Cognitive Radio Networks

Yu, Junqi Jr. 31 December 2010 (has links)
Radio spectrum is scarce in wireless communication. While there is an increasing demand for spectrum due to the substantial growth of wireless communication systems, extensive measurements observe that conventional static spectrum allocation policies introduce significant inefficiency in spectrum utilization. To achieve higher spectrum efficiency, cognitive radio networks have emerged as a revolutionary technology by allowing unlicensed (secondary) users to utilize licensed bands opportunistically without harming licensed (primary) users. In this thesis, we seek to design a new framework that addresses three important issues in cognitive radio networks simultaneously: protection of primary users, incentives for primary networks to share their spectrum and the performance guarantee for secondary users. Leveraging the idea of Value at Risk from economics, in our solution, primary networks maximize their profits by charging secondary users for opportunistic spectrum access, while in the meantime secondary users impose utility constraints to manage the risks and guarantee performance probabilistically.
142

Profit Optimization under Risk in Cognitive Radio Networks

Yu, Junqi Jr. 31 December 2010 (has links)
Radio spectrum is scarce in wireless communication. While there is an increasing demand for spectrum due to the substantial growth of wireless communication systems, extensive measurements observe that conventional static spectrum allocation policies introduce significant inefficiency in spectrum utilization. To achieve higher spectrum efficiency, cognitive radio networks have emerged as a revolutionary technology by allowing unlicensed (secondary) users to utilize licensed bands opportunistically without harming licensed (primary) users. In this thesis, we seek to design a new framework that addresses three important issues in cognitive radio networks simultaneously: protection of primary users, incentives for primary networks to share their spectrum and the performance guarantee for secondary users. Leveraging the idea of Value at Risk from economics, in our solution, primary networks maximize their profits by charging secondary users for opportunistic spectrum access, while in the meantime secondary users impose utility constraints to manage the risks and guarantee performance probabilistically.
143

Risikomessung mit dem Conditional Value-at-Risk Implikationen für das Entscheidungsverhalten

Hanisch, Jendrik January 2004 (has links)
Zugl.: Jena, Univ., Diss., 2004
144

Mehrperiodige ALM-Modelle mit CVaR-Minimierung für Schweizer Pensionskassen /

Künzi-Bay, Alexandra, January 2007 (has links)
Zürich, Univ., Diss., 2007.
145

Corporate Risk Management : Cash Flow at Risk und Value at Risk /

Hager, Peter. January 2004 (has links) (PDF)
Univ., Diss.--Siegen, 2004. / Literaturverz. S. 293 - 303.
146

Portfolio credit risk modelling with heavy-tailed risk factors

Kostadinov, Krassimir Kolev. Unknown Date (has links)
Techn. University, Diss., 2006--München.
147

Genauigkeit versus Rechenaufwand : ein Vergleich Monte-Carlo-basierter Value-at-Risk-Methoden /

Tuor, Roman. January 2003 (has links) (PDF)
Diss. Nr. 2834 Wirtschaftswiss. St. Gallen. / Literaturverz.
148

Robustness Issues in the Statistical Analysis of GARCH Processes with Applications to Finance

Boerlin, Christoph. January 2007 (has links) (PDF)
Master-Arbeit Univ. St. Gallen, 2007.
149

Consideration of Asymmetry in Different Approaches to Financial Risk Measurement

Polin, Yevgen. January 2007 (has links) (PDF)
Master-Arbeit Univ. St. Gallen, 2007.
150

Risk Estimation in Portfolio Theory

Baur, Cordula. January 2007 (has links) (PDF)
Master-Arbeit Univ. St. Gallen, 2007.

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