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WSC
2004
15 years 5 months ago
Portfolio Credit Risk Analysis Involving CDO Tranches
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...
Menghui Cao, William J. Morokoff
NIPS
2000
15 years 5 months ago
Occam's Razor
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...
Carl Edward Rasmussen, Zoubin Ghahramani
CORR
2008
Springer
80views Education» more  CORR 2008»
15 years 4 months ago
A Dual Polynomial for OR
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 ...
Robert Spalek
CAGD
2006
90views more  CAGD 2006»
15 years 4 months ago
Local hybrid approximation for scattered data fitting with bivariate splines
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...
Oleg Davydov, Rossana Morandi, Alessandra Sestini
SIGOPS
2008
162views more  SIGOPS 2008»
15 years 4 months ago
CUBIC: a new TCP-friendly high-speed TCP variant
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...
Sangtae Ha, Injong Rhee, Lisong Xu