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MANSCI
2007
86views more  MANSCI 2007»
15 years 3 months ago
Proper Conditioning for Coherent VaR in Portfolio Management
Value at Risk (VaR) is a central concept in risk management. As stressed by Artzner et al. (1999), VaR may not possess the subadditivity property required to be a coherent measure...
René Garcia, Éric Renault, Georges T...
ADVIS
2004
Springer
15 years 9 months ago
Incremental Association Rule Mining Using Materialized Data Mining Views
Data mining is an interactive and iterative process. Users issue series of similar queries until they receive satisfying results, yet currently available data mining systems do not...
Mikolaj Morzy, Tadeusz Morzy, Zbyszko Króli...
GECCO
2007
Springer
173views Optimization» more  GECCO 2007»
15 years 10 months ago
UCSpv: principled voting in UCS rule populations
Credit assignment is a fundamental issue for the Learning Classifier Systems literature. We engage in a detailed investigation of credit assignment in one recent system called UC...
Gavin Brown, Tim Kovacs, James A. R. Marshall
CHI
2008
ACM
16 years 4 months ago
Access control by testing for shared knowledge
Controlling the privacy of online content is difficult and often confusing. We present a social access control where users devise simple questions of shared knowledge instead of c...
Michael Toomim, Xianhang Zhang, James Fogarty, Jam...
SASO
2008
IEEE
15 years 10 months ago
An Emergent System for Self-Aligning and Self-Organizing Shape Primitives
Motivated by the natural phenomenon of living cells selforganizing into specific shapes and structures, we present an emergent system that utilizes evolutionary computing methods...
Linge Bai, Manolya Eyiyurekli, David E. Breen