1434 search results - page 84 / 287 » Stochastic computation |
98
Voted
ICCS
2004
Springer
15 years 9 months ago
2004
Springer
In this paper we develop a dynamic stochastic programming model for bond portfolio management. A new risk measurement-shortfall cost is put forward. It allows more tangible express...
98
Voted
NIPS
2007
15 years 5 months ago
2007
Many perceptual processes and neural computations, such as speech recognition, motor control and learning, depend on the ability to measure and mark the passage of time. However, ...
149
Voted
ORL
2008
15 years 3 months ago
2008
We propose a sample average approximation (SAA) method for stochastic programming problems involving an expected value constraint. Such problems arise, for example, in portfolio s...
115
Voted
STACS
2005
Springer
15 years 9 months ago
2005
Springer
Abstract. In this paper we determine some limit distributions of pattern statistics in rational stochastic models, defined by means of nondeterministic weighted finite automata. ...
127
Voted
IOR
2010
15 years 27 days ago
2010
Reliable risk measurement is a key problem for financial institutions and regulatory authorities. The current industry standard Value-at-Risk has several deficiencies. Improved ri...