In this paper, a new method of composing a multiclass classifier using pairwise classifiers is proposed. A “Resemblance Model” is exploited to calculate a posteriori probabili...
We discuss efficient Monte Carlo (MC) methods for the estimation of convex risk measures within the portfolio credit risk model CreditMetrics. Our focus lies on the Utilitybased ...
Two metaheuristic methods based on Tabu search are introduced to assign judges to individual competitions in a tournament. The complexity of the mathematical formulation accounting...
Preconditioned iterative methods are described for the solution of an elliptic partial differential equation over an unit square region with Robbins boundary conditions. Transform...
We consider the problem of orienting the edges of a graph so that the length of a longest path in the resulting digraph is minimum. As shown by Gallai, Roy and Vitaver, this edge ...