164 search results - page 2 / 33 » A Linear Belief Function Approach to Portfolio Evaluation |
WSC
2008
13 years 7 months ago
2008
We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
JCC
2002
13 years 5 months ago
2002
: The evaluation of the electron density based similarity function scales quadratically with respect to the size of the molecules for simplified, atomic shell densities. Due to the...
CVPR
2007
IEEE
14 years 7 months ago
2007
IEEE
Belief propagation over pairwise connected Markov Random Fields has become a widely used approach, and has been successfully applied to several important computer vision problems....
EOR
2006
13 years 5 months ago
2006
One of the most important, common and critical management issues lies in determining the "best" project portfolio out of a given set of investment proposals. As this dec...
CORR
2008
Springer
13 years 5 months ago
2008
Springer
The seabed characterization from sonar images is a very hard task because of the produced data and the unknown environment, even for an human expert. In this work we propose an ori...