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IOR
2008
126views more  IOR 2008»
15 years 6 months ago
Fast Simulation of Multifactor Portfolio Credit Risk
This paper develops rare event simulation methods for the estimation of portfolio credit risk -- the risk of losses to a portfolio resulting from defaults of assets in the portfol...
Paul Glasserman, Wanmo Kang, Perwez Shahabuddin
JSAC
2008
140views more  JSAC 2008»
15 years 6 months ago
Optimality and Complexity of Pure Nash Equilibria in the Coverage Game
In this paper, we investigate the coverage problem in wireless sensor networks using a game theory method. We assume that nodes are randomly scattered in a sensor field and the goa...
Xin Ai, Vikram Srinivasan, Chen-Khong Tham
JMLR
2006
108views more  JMLR 2006»
15 years 6 months ago
The Interplay of Optimization and Machine Learning Research
The fields of machine learning and mathematical programming are increasingly intertwined. Optimization problems lie at the heart of most machine learning approaches. The Special T...
Kristin P. Bennett, Emilio Parrado-Hernánde...
ISCI
2007
133views more  ISCI 2007»
15 years 6 months ago
Decision making in fuzzy discrete event systems
The primary goal of the study presented in this paper is to develop a novel and comprehensive approach to decision making using fuzzy discrete event systems (FDES) and to apply su...
Feng Lin, Hao Ying, R. D. MacArthur, J. A. Cohn, D...
BMCBI
2005
121views more  BMCBI 2005»
15 years 6 months ago
Evaluation of gene importance in microarray data based upon probability of selection
Background: Microarray devices permit a genome-scale evaluation of gene function. This technology has catalyzed biomedical research and development in recent years. As many import...
Li M. Fu, Casey S. Fu-Liu