1511 search results - page 2 / 303 » Active Risk Estimation |
PVLDB
2008
13 years 4 months ago
2008
We identify privacy risks associated with releasing network data sets and provide an algorithm that mitigates those risks. A network consists of entities connected by links repres...
ICDM
2009
IEEE
13 years 12 months ago
2009
IEEE
—A large body of work has been devoted to address corporate-scale privacy concerns related to social networks. The main focus was on how to share social networks owned by organiz...
IOR
2010
13 years 2 months ago
2010
Reliable risk measurement is a key problem for financial institutions and regulatory authorities. The current industry standard Value-at-Risk has several deficiencies. Improved ri...
ANOR
2010
13 years 5 months ago
2010
Abstract The problem of portfolio risk estimation in volatile markets requires employing fat-tailed models for financial instrument returns combined with copula functions to captur...
WSC
2007
13 years 7 months ago
2007
We discuss efficient Monte Carlo (MC) methods for the estimation of convex risk measures within the portfolio credit risk model CreditMetrics. Our focus lies on the Utilitybased ...