In this paper, we use exact simulation to price CDO under a new dynamic model, the Conditional Survival (CS) model, which provided excellent calibration to both iTraxx tranches an...
Probabilistic AI planning methods that minimize expected execution cost have a neutral attitude towards risk. We demonstrate how one can transform planning problems for risk-sensi...
Mechanisms that underlie the inductive reasoning process in risk contexts are investigated. Experimental results indicate that people rate the same inductive reasoning argument dif...
In this paper, we present a novel approach, named RS2D, to risk driven semantic service query routing in unstructured, so called pure P2P networks. Following the RS2D protocol, ea...
We develop and analyze M-estimation methods for divergence functionals and the likelihood ratios of two probability distributions. Our method is based on a non-asymptotic variatio...
XuanLong Nguyen, Martin J. Wainwright, Michael I. ...