Extreme losses of portfolios with heavy-tailed components are studied in the framework of multivariate regular variation. Asymptotic distributions of extreme portfolio losses are ...
We present an algorithm to generate samples from probability distributions on the space of curves. Traditional curve evolution methods use gradient descent to find a local minimum...
Ayres C. Fan, John W. Fisher III, Jonathan Kane, A...
Marques and Almeida [9] recently proposed a nonlinear data seperation technique based on the maximum entropy principle of Bell and Sejnowsky. The idea behind is a pattern repulsion...
Fabian J. Theis, Christoph Bauer, Carlos Garc&iacu...
We propose lazy propagation as a technique for flow- and context-sensitive interprocedural analysis of programs with objects and first-class functions where transfer functions ma...
Similarity search and data mining often rely on distance or similarity functions in order to provide meaningful results and semantically meaningful patterns. However, standard dist...
Tobias Emrich, Franz Graf, Hans-Peter Kriegel, Mat...