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WSC
2000
14 years 11 months ago
Variance reduction techniques for value-at-risk with heavy-tailed risk factors
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...
CSDA
2007
101views more  CSDA 2007»
14 years 9 months ago
The evaluation of evidence for exponentially distributed data
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...
BMCBI
2011
14 years 4 months ago
Bio: : Phylo - phyloinformatic analysis using Perl
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...
IJON
2000
81views more  IJON 2000»
14 years 9 months ago
Initialization by selection for wavelet network training
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...
Yacine Oussar, Gérard Dreyfus
DSN
2002
IEEE
15 years 2 months ago
Model Checking Safety Properties of Servo-Loop Control Systems
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...
M. Edwin Johnson