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WSC
2000
13 years 6 months ago
Variance reduction techniques for value-at-risk with heavy-tailed risk factors
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...
CVPR
2007
IEEE
14 years 6 months ago
Integrating Global and Local Structures: A Least Squares Framework for Dimensionality Reduction
Linear Discriminant Analysis (LDA) is a popular statistical approach for dimensionality reduction. LDA captures the global geometric structure of the data by simultaneously maximi...
Jianhui Chen, Jieping Ye, Qi Li
DATAMINE
2010
175views more  DATAMINE 2010»
13 years 4 months ago
Extracting influential nodes on a social network for information diffusion
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...
Masahiro Kimura, Kazumi Saito, Ryohei Nakano, Hiro...
BIOINFORMATICS
2007
123views more  BIOINFORMATICS 2007»
13 years 4 months ago
A comparative genome approach to marker ordering
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...
BMCBI
2011
12 years 11 months ago
Investigating the effect of paralogs on microarray gene-set analysis
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...
Andre J. Faure, Cathal Seoighe, Nicola J. Mulder