90 search results - page 5 / 18 » Simulation of Coherent Risk Measures |
WSC
2007
15 years 1 months ago
2007
We develop and evaluate a two-level simulation procedure that produces a confidence interval for tail conditional expectation, otherwise known as conditional tail expectation. Th...
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FPL
2007
Springer
15 years 3 months ago
2007
Springer
Recently, there is a surge of interests in using FPGAs for computer architecture research including applications from emulating and analyzing a new platform to accelerating microa...
HCI
2007
15 years 23 days ago
2007
Advances in sensor technology, embedded processing power, and modeling and reasoning software, have created the possibility for everyday products to sense the environment and pro-a...
WSC
2004
15 years 21 days ago
2004
The distribution of possible future losses for a portfolio of credit risky corporate assets, such as bonds or loans, shows strongly asymmetric behavior and a fat tail as the conse...
WPES
2004
ACM
15 years 4 months ago
2004
ACM
In this paper, we introduce a general framework for microdata and three disclosure risk measures (minimal, maximal and weighted). We classify the attributes from a given microdata...