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EOR
2010
125views more  EOR 2010»
15 years 2 months ago
Efficient estimation of large portfolio loss probabilities in t-copula models
We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...
Joshua C. C. Chan, Dirk P. Kroese
CN
2006
66views more  CN 2006»
15 years 2 months ago
Secure acknowledgment aggregation and multisignatures with limited robustness
In certain reliable group-oriented and multicast applications, a source needs to securely verify whether all (and if not all, which) intended receivers have received a message. How...
Claude Castelluccia, Stanislaw Jarecki, Jihye Kim,...
117
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CORR
2006
Springer
104views Education» more  CORR 2006»
15 years 2 months ago
Turning Cluster Management into Data Management: A System Overview
This paper introduces the CondorJ2 cluster management system. Traditionally, cluster management systems such as Condor employ a process-oriented approach with little or no use of ...
Eric Robinson, David J. DeWitt
DSS
2006
132views more  DSS 2006»
15 years 2 months ago
Agents with shared mental models for enhancing team decision makings
Proactive information sharing is a challenging issue faced by intelligence agencies in effectively making critical decisions under time pressure in areas related to homeland secur...
John Yen, Xiaocong Fan, Shuang Sun, Timothy Hanrat...
106
Voted
EOR
2006
104views more  EOR 2006»
15 years 2 months ago
Link function selection in stochastic multicriteria decision making models
A stochastic formulation of the Analytic Hierarchy Process (AHP) using an approach based on Bayesian categorical data models has been developed. However, in categorical data model...
Eugene D. Hahn
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