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ANOR
2007
81views more  ANOR 2007»
15 years 6 months ago
A conditional-SGT-VaR approach with alternative GARCH models
This paper proposes a conditional technique for the estimation of VaR and expected shortfall measures based on the skewed generalized t (SGT) distribution. The estimation of the co...
Turan G. Bali, Panayiotis Theodossiou
ATAL
2009
Springer
16 years 1 months ago
Computing optimal randomized resource allocations for massive security games
Predictable allocations of security resources such as police officers, canine units, or checkpoints are vulnerable to exploitation by attackers. Recent work has applied game-theo...
Christopher Kiekintveld, Manish Jain, Jason Tsai, ...
PACT
1997
Springer
15 years 10 months ago
Control-Driven Coordination Programming in Shared Dataspace
This paper argues for an alternative way of designing coordination models for parallel and distributed environments based on a complete symmetry between and decoupling of producers...
George A. Papadopoulos, Farhad Arbab
HPDC
2010
IEEE
15 years 7 months ago
ParaText: scalable text modeling and analysis
Automated analysis of unstructured text documents (e.g., web pages, newswire articles, research publications, business reports) is a key capability for solving important problems ...
Daniel M. Dunlavy, Timothy M. Shead, Eric T. Stant...
SPAA
2003
ACM
15 years 11 months ago
Quantifying instruction criticality for shared memory multiprocessors
Recent research on processor microarchitecture suggests using instruction criticality as a metric to guide hardware control policies. Fields et al. [3, 4] have proposed a directed...
Tong Li, Alvin R. Lebeck, Daniel J. Sorin