The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
Linear Discriminant Analysis (LDA) is a popular statistical approach for dimensionality reduction. LDA captures the global geometric structure of the data by simultaneously maximi...
We address the combinatorial optimization problem of finding the most influential nodes on a large-scale social network for two widely-used fundamental stochastic diffusion models...
Motivation: Genome maps are fundamental to the study of an organism and essential in the process of genome sequencing which in turn provides the ultimate map of the genome. The in...
Thomas Faraut, Simon de Givry, Patrick Chabrier, T...
Background: In order to interpret the results obtained from a microarray experiment, researchers often shift focus from analysis of individual differentially expressed genes to an...