18 search results - page 3 / 4 » Modeling the Dynamics of Credit Spreads with Stochastic Vola... |
WSC
2008
13 years 8 months ago
2008
In this paper, we use exact simulation to price CDO under a new dynamic model, the Conditional Survival (CS) model, which provided excellent calibration to both iTraxx tranches an...
CSREASAM
2009
13 years 6 months ago
2009
Security defense tools like firewalls and antivirus softwares are not sufficient to defend against dynamic threats to database systems. Successful attacks could not only seriously ...
IJCAI
2007
13 years 7 months ago
2007
Motivated by applications such as the spread of epidemics and the propagation of influence in social networks, we propose a formal model for analyzing the dynamics of such networ...
SIGECOM
2006
ACM
13 years 11 months ago
2006
ACM
We present an analysis of a person-to-person recommendation network, consisting of 4 million people who made 16 million recommendations on half a million products. We observe the ...
ICPR
2008
IEEE
14 years 6 days ago
2008
IEEE
The problem of finding the most appropriate subset of features or regressors is the generic challenge of Machine Learning problems like regression estimation or pattern recognitio...