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IOR
2008
126views more  IOR 2008»
14 years 10 months ago
Fast Simulation of Multifactor Portfolio Credit Risk
This paper develops rare event simulation methods for the estimation of portfolio credit risk -- the risk of losses to a portfolio resulting from defaults of assets in the portfol...
Paul Glasserman, Wanmo Kang, Perwez Shahabuddin
IUI
2006
ACM
15 years 4 months ago
A cognitively based approach to affect sensing from text
Studying the relationship between natural language and affective information as well as assessing the underpinned affective qualities of natural language are becoming crucial for ...
Shaikh Mostafa Al Masum, Helmut Prendinger, Mitsur...
CI
2005
106views more  CI 2005»
14 years 10 months ago
Incremental Learning of Procedural Planning Knowledge in Challenging Environments
Autonomous agents that learn about their environment can be divided into two broad classes. One class of existing learners, reinforcement learners, typically employ weak learning ...
Douglas J. Pearson, John E. Laird
STOC
2007
ACM
101views Algorithms» more  STOC 2007»
15 years 10 months ago
The price of privacy and the limits of LP decoding
This work is at the intersection of two lines of research. One line, initiated by Dinur and Nissim, investigates the price, in accuracy, of protecting privacy in a statistical dat...
Cynthia Dwork, Frank McSherry, Kunal Talwar
ATAL
2009
Springer
15 years 4 months ago
Easy and hard coalition resource game formation problems: a parameterized complexity analysis
Coalition formation is a key topic in multi–agent systems (mas). Coalitions enable agents to achieve goals that they may not have been able to achieve independently, and encoura...
Tammar Shrot, Yonatan Aumann, Sarit Kraus