This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...
Document representation and indexing is a key problem for document analysis and processing, such as clustering, classification and retrieval. Conventionally, Latent Semantic Index...
Discovering rare categories and classifying new instances of them is
an important data mining issue in many fields, but fully supervised
learning of a rare class classifier is pr...
This paper proposes a method for detecting instances of shape classes that exhibit variable structure. The term "variable structure" is used to characterize shape classes...
Vassilis Athitsos, Jingbin Wang, Stan Sclaroff, Ma...
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...