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ADVCS
2010
73views more  ADVCS 2010»
14 years 9 months ago
Instability of Portfolio Optimization under Coherent Risk Measures
It is shown that the axioms for coherent risk measures imply that whenever there is a pair of portfolios such that one of them dominates the other one in a given sample (which hap...
Imre Kondor, István Varga-Haszonits
ICRA
2010
IEEE
122views Robotics» more  ICRA 2010»
14 years 8 months ago
Probabilistic collision state checker for crowded environments
Abstract— For path planning algorithms of robots it is important that the robot does not reach a state of inevitable collision. In crowded environments with many humans or robots...
Daniel Althoff, Matthias Althoff, Dirk Wollherr, M...
63
Voted
TIT
2008
102views more  TIT 2008»
14 years 9 months ago
State Estimation With Initial State Uncertainty
Abstract--The problem of state estimation with initial state uncertainty is approached from a statistical decision theory point of view. The initial state is regarded as determinis...
Yoav Levinbook, Tan F. Wong
EUSFLAT
2007
154views Fuzzy Logic» more  EUSFLAT 2007»
14 years 11 months ago
Bounds for Value at Risk for Asymptotically Dependent Assets - the Copula Approach
The theory of copulas provides a useful tool for modeling dependence in risk management. In insurance and finance, as well as in other applications, dependence of extreme events ...
Piotr Jaworski
ICSE
2000
IEEE-ACM
15 years 1 months ago
Software metrics: roadmap
Software metrics as a subject area is over 30 years old, but it has barely penetrated into mainstream software engineering. A key reason for this is that most software metrics act...
Norman E. Fenton, Martin Neil