This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...
Federated identity management allows a user to efficiently authenticate and use identity information from data distributed across multiple domains. The sharing of data across domai...
: Bremen, Federal State of Germany, is planning to set up a headquarter for GMES - Global Monitoring of Environment and Security. One goal of the Institute of Shipping Economics an...
Abstract. This work introduces a new tool for a fund manager to verifiably communicate portfolio risk characteristics to an investor. We address the classic dilemma: How can an in...
In this paper we present the architecture and framework for a benchmark suite that has been developed as part of the DeSiDeRaTa project. The proposed benchmark suite is representat...
Behrooz Shirazi, Lonnie R. Welch, Binoy Ravindran,...