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» Maturity-independent risk measures
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IJUFKS
2006
64views more  IJUFKS 2006»
14 years 9 months ago
Cautious Analysis of Project Risks by Interval-Valued Initial Data
One of the most common performance measures in selection and management of projects is the Net Present Value (NPV). In the paper, we study a case when initial data about the NPV p...
Lev V. Utkin
66
Voted
ISBI
2004
IEEE
15 years 10 months ago
Qualitative Asymmetry Measure for Melanoma Detection
Size Functions and Support Vector Machines are used to implement a new automatic classifier of melanocytic lesions. This is mainly based on a qualitative assessment of asymmetry. ...
Michele d'Amico, Massimo Ferri, Ignazio Stanganell...
90
Voted
MANSCI
2008
122views more  MANSCI 2008»
14 years 9 months ago
Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization
Value-at-Risk (VaR) is one of the most widely accepted risk measures in the financial and insurance industries, yet efficient optimization of VaR remains a very difficult problem....
Karthik Natarajan, Dessislava Pachamanova, Melvyn ...
MOR
2008
81views more  MOR 2008»
14 years 9 months ago
Risk Tuning with Generalized Linear Regression
A framework is set up in which linear regression, as a way of approximating a random variable by other random variables, can be carried out in a variety of ways, which moreover ca...
R. Tyrrell Rockafellar, Stan Uryasev, Michael Zaba...
ISBI
2008
IEEE
15 years 10 months ago
Deconvolution of 3D fluorescence micrographs with automatic risk minimization
We investigate the problem of automatic tuning of a deconvolution algorithm for three-dimensional (3D) fluorescence microscopy; specifically, the selection of the regularization p...
Sathish Ramani, Cédric Vonesch, Michael Uns...