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» On the Value of Correlation
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WSC
2007
15 years 6 days ago
Approximations and control variates for pricing portfolio credit derivatives
Portfolio credit derivatives that depend on default correlation are increasingly widespread in the credit market. Valuing such products often entails Monte Carlo simulation. Howev...
Zhiyong Chen, Paul Glasserman
ISNN
2005
Springer
15 years 3 months ago
Anomaly Internet Network Traffic Detection by Kernel Principle Component Classifier
As a crucial issue in computer network security, anomaly detection is receiving more and more attention from both application and theoretical point of view. In this paper, a novel ...
Hanghang Tong, Chongrong Li, Jingrui He, Jiajian C...
PAMI
2008
109views more  PAMI 2008»
14 years 9 months ago
Likelihood Ratio-Based Biometric Score Fusion
Multibiometric systems fuse information from different sources to compensate for the limitations in performance of individual matchers. We propose a framework for optimal combinati...
Karthik Nandakumar, Yi Chen, Sarat C. Dass, Anil K...
AR
1998
106views more  AR 1998»
14 years 9 months ago
A cognitive robot architecture based on tactile and visual information
In this paper, we propose an architecture for a cognitive robot based on tactile and visual information. Visual information contains various features such as location and area of ...
Kazunori Terada, Takayuki Nakamura, Hideaki Takeda...
CN
2007
108views more  CN 2007»
14 years 10 months ago
On the peninsula phenomenon in web graph and its implications on web search
Web masters usually place certain web pages such as home pages and index pages in front of others. Under such a design, it is necessary to go through some pages to reach the desti...
Tao Meng, Hong-Fei Yan