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IOR
2008
103views more  IOR 2008»
15 years 5 months ago
Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation
We consider the risk of a portfolio comprised of loans, bonds, and financial instruments that are subject to possible default. In particular, we are interested in performance meas...
Achal Bassamboo, Sandeep Juneja, Assaf J. Zeevi
PE
2002
Springer
137views Optimization» more  PE 2002»
15 years 4 months ago
Analysis of two competing TCP/IP connections
Many mathematical models exist for describing the behavior of TCP/IP (TCP: transmission control protocol) under an exogenous loss process that does not depend on the window size. ...
Eitan Altman, Tania Jiménez, R. Nú&n...
IEICET
2010
80views more  IEICET 2010»
15 years 3 months ago
Theoretical Analysis of Density Ratio Estimation
Density ratio estimation has gathered a great deal of attention recently since it can be used for various data processing tasks. In this paper, we consider three methods of densit...
Takafumi Kanamori, Taiji Suzuki, Masashi Sugiyama
BIOCOMP
2009
15 years 2 months ago
Gene Expression Analysis Using Communications, Coding and Information Theory Based Models
- Identification and annotation of all the functional elements in the genome, including genes and regulatory sequences, is a fundamental challenge in genomics and computational bio...
Mohammad Al Bataineh, Lun Huang, Ismaeel Muhamed, ...
JDCTA
2010
172views more  JDCTA 2010»
14 years 12 months ago
A Method of Bearing Fault Feature Extraction Based on Improved Wavelet Packet and Hilbert Analysis
In order to supply a gap of current resonance vibration and STFT demodulation method applied to rolling bearing fault feature extraction of city rail vehicle, a fault diagnosis me...
Jian-wei Yang, De-chen Yao, Guo-qiang Cai, Hai-bo ...