We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
A Bayesian belief network is a model of a joint distribution over a finite set of variables, with a DAG structure representing immediate dependencies among the variables. For each...
In this paper, we propose a novel robust retrieval and classification system for video and motion events based on null space representation. In order to analyze the robustness of ...
A graphical discrete event simulation library is proposed for system simulation that is based on interacting concurrent processes. This library works with EXTEND (Imagine That Inc...
How are space and time represented in the human mind? Here we evaluate two theoretical proposals, one suggesting a symmetric relationship between space and time (ATOM theory) and t...