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MANSCI
2007
86views more  MANSCI 2007»
15 years 1 months ago
Proper Conditioning for Coherent VaR in Portfolio Management
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...
René Garcia, Éric Renault, Georges T...
123
Voted
OOPSLA
2010
Springer
14 years 12 months ago
Ownership and immutability in generic Java
The Java language lacks the important notions of ownership (an object owns its representation to prevent unwanted aliasing) and immutability (the division into mutable, immutable,...
Yoav Zibin, Alex Potanin, Paley Li, Mahmood Ali, M...
SP
2010
IEEE
190views Security Privacy» more  SP 2010»
14 years 11 months ago
Noninterference through Secure Multi-execution
A program is defined to be noninterferent if its outputs cannot be influenced by inputs at a higher security level than their own. Various researchers have demonstrated how this pr...
Dominique Devriese, Frank Piessens
ECCC
2010
83views more  ECCC 2010»
14 years 11 months ago
Symmetric LDPC codes are not necessarily locally testable
Locally testable codes, i.e., codes where membership in the code is testable with a constant number of queries, have played a central role in complexity theory. It is well known t...
Eli Ben-Sasson, Ghid Maatouk, Amir Shpilka, Madhu ...
IR
2010
14 years 10 months ago
Statistical query expansion for sentence retrieval and its effects on weak and strong queries
The retrieval of sentences that are relevant to a given information need is a challenging passage retrieval task. In this context, the well-known vocabulary mismatch problem arises...
David E. Losada