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» Dependability in Aggregation by Averaging
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WSC
2004
14 years 11 months ago
Calibrating Credit Portfolio Loss Distributions
Determination of credit portfolio loss distributions is essential for the valuation and risk management of multiname credit derivatives such as CDOs. The default time model has re...
Menghui Cao, William J. Morokoff
UAI
2003
14 years 11 months ago
Approximate Decomposition: A Method for Bounding and Estimating Probabilistic and Deterministic Queries
In this paper, we introduce a method for approximating the solution to inference and optimization tasks in uncertain and deterministic reasoning. Such tasks are in general intract...
David Larkin
UAI
1998
14 years 11 months ago
Large Deviation Methods for Approximate Probabilistic Inference
We study two-layer belief networks of binary random variables in which the conditional probabilities Pr childjparents depend monotonically on weighted sums of the parents. In larg...
Michael J. Kearns, Lawrence K. Saul
ICASSP
2010
IEEE
14 years 10 months ago
Optimal gain control for single-carrier communications with uniform quantization at the receiver
The achievable rate of digital communications systems can strongly depend on the analog-to-digital conversion at the receiver. It is hence important to adjust the gain control at ...
Stefan Krone, Gerhard Fettweis
AMC
2007
123views more  AMC 2007»
14 years 10 months ago
Accurate pricing formulas for Asian options
Asian options have payoffs that depend on the average price of the underlying asset such as stocks, commodities, or financial indices. As exact closed-form formulas do not exist...
Kuan-Wen Chen, Yuh-Dauh Lyuu