693 search results - page 72 / 139 » Consistent normal interpolation |
117
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EOR
2010
15 years 2 months ago
2010
We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...
111
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COMPUTING
2006
15 years 2 months ago
2006
The idea of containment sets (csets) is due to Walster and Hansen, and the theory is mainly due to the first author. Now that floating point computation with infinities is widely a...
116
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IOR
2010
14 years 11 months ago
2010
Reliable risk measurement is a key problem for financial institutions and regulatory authorities. The current industry standard Value-at-Risk has several deficiencies. Improved ri...
100
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JMLR
2010
14 years 9 months ago
2010
We present a new estimation principle for parameterized statistical models. The idea is to perform nonlinear logistic regression to discriminate between the observed data and some...
213
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HPCA
2011
IEEE
14 years 6 months ago
2011
IEEE
The ever increasing size and complexity of Operating System (OS) kernel code bring an inevitable increase in the number of security vulnerabilities that can be exploited by attack...