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SIAMFM
2011
75views more  SIAMFM 2011»
14 years 7 months ago
Dynamic Hedging of Portfolio Credit Derivatives
As shown by the recent turmoil in credit markets, much remains to be done for the proper risk management of credit derivatives. In particular, the static copula-based models commo...
Rama Cont, Yu Hang Kan
ACII
2011
Springer
14 years 4 months ago
The Relationship between Carelessness and Affect in a Cognitive Tutor
We study the relationship between student carelessness and affect among high-school students using a Cognitive Tutor for Scatterplots, using a machine-learned detector of carelessn...
Maria Ofelia Clarissa Z. San Pedro, Ma. Mercedes T...
CCS
2011
ACM
14 years 4 months ago
Automatically optimizing secure computation
On the one hand, compilers for secure computation protocols, such as FairPlay or FairPlayMP, have significantly simplified the development of such protocols. On the other hand, ...
Florian Kerschbaum
CHES
2011
Springer
254views Cryptology» more  CHES 2011»
14 years 4 months ago
Extractors against Side-Channel Attacks: Weak or Strong?
Randomness extractors are important tools in cryptography. Their goal is to compress a high-entropy source into a more uniform output. Beyond their theoretical interest, they have ...
Marcel Medwed, François-Xavier Standaert
CIKM
2011
Springer
14 years 4 months ago
SIMD-based decoding of posting lists
Powerful SIMD instructions in modern processors offer an opportunity for greater search performance. In this paper, we apply these instructions to decoding search engine posting ...
Alexander A. Stepanov, Anil R. Gangolli, Daniel E....
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