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WSC
2008
15 years 7 days ago
Optimizing portfolio tail measures: Asymptotics and efficient simulation optimization
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...
Sandeep Juneja
UAI
2004
14 years 11 months ago
Dependent Dirichlet Priors and Optimal Linear Estimators for Belief Net Parameters
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...
Peter Hooper
CVPR
2008
IEEE
15 years 12 months ago
Robust null space representation and sampling for view-invariant motion trajectory analysis
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 ...
Xu Chen, Dan Schonfeld, Ashfaq A. Khokhar
WSC
2000
14 years 11 months ago
Optimizing production work flow using OpEMCSS
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...
John R. Clymer
SPATIALCOGNITION
2010
Springer
14 years 8 months ago
Implicit Spatial Length Modulates Time Estimates, But Not Vice Versa
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...
Roberto Bottini, Daniel Casasanto