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...
Stoyan V. Stoyanov, Borjana Racheva-Iotova, Svetlo...
Service oriented computing is an accepted architectural style for developing large, distributed software systems. A particular promise of such architectures is service orchestrati...
Philip Mayer, Andreas Schroeder, Sebastian S. Baue...
Abstract. We compare various computational complexity classes defined within the framework of membrane systems, a distributed parallel computing device which is inspired from the f...
Antonio E. Porreca, Giancarlo Mauri, Claudio Zandr...
In classical two-stage stochastic programming the expected value of the total costs is minimized. Recently, mean-risk models - studied in mathematical finance for several decades -...
Abstract. We introduce a fibre tractography framework based on a particle filter which estimates a local geometrical model of the underlying white matter tract, formulated as a ...
Peter Savadjiev, Yogesh Rathi, James G. Malcolm, M...