Credit risk analysis for portfolios containing CDO tranches is a challenging task for risk managers. We propose here a basis function approach for CDO tranche valuation and portfo...
The Bayesian paradigm apparently only sometimes gives rise to Occam's Razor; at other times very large models perform well. We give simple examples of both kinds of behaviour...
We reprove that the approximate degree of the OR function on n bits is ( n). We consider a linear program which is feasible if and only if there is an approximate polynomial for ...
We suggest a local hybrid approximation scheme based on polynomials and radial basis functions, and use it to modify the scattered data fitting algorithm of [7]. Similar to that a...
CUBIC is a congestion control protocol for TCP (transmission control protocol) and the current default TCP algorithm in Linux. The protocol modifies the linear window growth funct...