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...
At present, likelihood ratios for two-level models are determined with the use of a normal kernel estimation procedure when the between-group distribution is thought to be non-nor...
C. G. G. Aitken, Qiang Shen, Richard Jensen, B. Ha...
Background: Phyloinformatic analyses involve large amounts of data and metadata of complex structure. Collecting, processing, analyzing, visualizing and summarizing these data and...
Rutger A. Vos, Jason Caravas, Klaas Hartmann, Mark...
We present an original initialization procedure for the parameters of feedforward wavelet networks, prior to training by gradient-based techniques. It takes advantage of wavelet f...
This paper presents the experiences of using a symbolic model checker to check the safety properties of a servoloop control system. Symbolic model checking has been shown to be be...