Algorithms in the W-Hierarchy

We show new upper bounds for problems in the W-hierarchy of fixed-parameter complexity. A crucial ingredient of our proofs is an extension to the W-RAM model, which permits more-powerful operations but remains equivalent to the original. We use the extended model to give new upper bounds for Subsetsum, Maximum Irredundant Set, and various problems concerning intersection of finite-state machines.     

Polynomial-Space Decidable Membership Problems for Recurrent Systems over Sets of Natural Numbers

A finite recurrent system over sets of natural numbers of dimension n is a pair composed of n n-ary functions over sets of natural numbers and an n-tuple of singleton sets of natural numbers. Every function is applied to the entries of the tuple and computes a set of natural numbers, that may also be empty. The results are composed into another tuple, and the process is started anew. Thus, a finite recurrent system defines an infinite sequence of n-tuples containing sets of natural numbers. The last entry of a generated n-tuple is called the output of a step, and the union of the output sets of all steps is the set defined by the finite recurrent system. Membership problems ask whether a given number is in a specified output set or in some output set. We study membership problems for special finite recurrent systems, whose functions are built from the set operations union, intersection and complementation and the arithmetical operations addition and multiplication. Sum and product of two sets of natural numbers are defined elementwise. We restrict the set of operations from which functions are built and determine the impact on the complexity of the membership problems. We focus on PSPACE-decidable membership problems and show completeness results for the complexity classes NL, NP and PSPACE.     

Dynamic Complexity Theory Revisited

Dynamic complexity investigates the required effort to maintain knowledge about a property of a structure under changing operations. This article introduces a refined notion of dynamic problems which takes the initial structure into account. It develops the basic structural complexity notions accordingly. It also shows that the dynamic version of the LOGCFL-complete problem D₂LREACH(acyclic) can be maintained with first-order updates.     

Truthful Approximation Mechanisms for Scheduling Selfish Related Machines

We consider the problem of scheduling jobs on related machines owned by selfish agents. We provide a 5-approximation deterministic truthful mechanism, the first deterministic truthful result for the problem. Previously, Archer and Tardos showed a 2-approximation randomized mechanism which is truthful in expectation only (a weaker notion of truthfulness). In case the number of machines is constant, we provide a deterministic Fully Polynomial-Time Approximation Scheme (FPTAS) and a suitable payment scheme that yields a truthful mechanism for the problem. This result, which is based on converting FPTAS to monotone FPTAS, improves a previous result of Auletta et al., who showed a (4 + ε)-approximation truthful mechanism.     

An approach to efficient business intelligent system for financial prediction

A concept of business intelligent system for financial prediction is considered in this paper. It provides data needed for fast, precise and good business decision support to all levels of management. The aim of the project is the development of a new online analytical processing oriented on case-based reasoning (CBR) where a previous experience for every new problem is taken into account. Methodological aspects have been tested in practice as a part of the management information system development project of “Novi Sad Fair”. A case study of an improved application of CBR in prediction of future payments is discussed in the paper. This paper is originally presented at The International Conference on Hybrid Information Technology 2006, at the special session on “Intelligent Information Systems for Financial Engineering”, November 2006 in Cheju Island, Korea.     

Computing Minimal Multi-Homogeneous Bezout Numbers Is Hard

The multi-homogeneous Bezout number is a bound for the number of solutions of a system of multi-homogeneous polynomial equations, in a suitable product of projective spaces. Given an arbitrary, not necessarily multi-homogeneous, system, one can ask for the optimal multi-homogenization that would minimize the Bezout number. In this paper it is proved that the problem of computing, or even estimating, the optimal multi-homogeneous Bezout number is actually NP-hard. In terms of approximation theory for combinatorial optimization, the problem of computing the best multi-homogeneous structure does not belong to APX, unless P = NP. Moreover, polynomial-time algorithms for estimating the minimal multi-homogeneous Bezout number up to a fixed factor cannot exist even in a randomized setting, unless BPP ⫆ NP.     

AssetCollector: a system for managing collections of cultural assets

In this paper, AssetCollector is presented, which is a system for managing collections of cultural assets. AssetCollector covers the needs of collection curators towards defining, populating and searching a collection in a flexible way, while supporting them in generating reports based on the collection’s assets and reusing them in order to build web sites and CD-ROMs. In order to support the above functionality, the system provides the content structuring subsystem, the content input subsystem, the search subsystem and the report subsystem. The use of the subsystems is straightforward and requires no technical skills from the curators. AssetCollector has been successfully applied for organizing various collections of cultural assets in Greece, such as archaeological sites, museums and published books. In the future, an evaluation procedure is planned in order to further refine the use of the system according to the targeted users’ needs. Furthermore, more import and export facilities will be provided, which will make the system compliant with widely accepted standards.     

VaR and ES for linear portfolios with mixture of elliptic distributions risk factors

In this paper, we generalize the Linear VaR method from portfolios with normally distributed risk factors to portfolios with mixture of elliptically distributed ones. We treat both the Expected Shortfall and the Value-at-Risk of such portfolios. Special attention is given to the particular case of a mixture of multivariate t-distributions. This is a part of J. SADEFO-KAMDEM PhD Thesis[12] of the Université de Reims, France . It has been presented at the workshop on modelling and computation in Financial Engineering at Bad Herrenalb, Germany May 6-8, 2003. The author is an associate professor at the Department of mathematics, université d’Evry Val d’Essonne.