We give an approximate and often extremely fast method of building a particular kind of portfolio in finance, here called a portfolio design (PD), with applications in the credit ...
Pierre Flener, Justin Pearson, Luis G. Reyna, Olof...
Value at Risk (VaR) is a central concept in risk management. As stressed by Artzner et al. (1999), VaR may not possess the subadditivity property required to be a coherent measure...
Variability modelling with feature models is one key technique for specifying the problem space of software product lines (SPLs). To allow for the automatic derivation of a concre...
The modeling of high level semantic events from low level sensor signals is important in order to understand distributed phenomena. For such content-modeling purposes, transformat...
Abstract. Because of its critical importance underlying all other software, lowlevel system software is among the most important targets for formal verification. Low-level systems...