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IOR
2008
126views more  IOR 2008»
15 years 6 months ago
Fast Simulation of Multifactor Portfolio Credit Risk
This paper develops rare event simulation methods for the estimation of portfolio credit risk -- the risk of losses to a portfolio resulting from defaults of assets in the portfol...
Paul Glasserman, Wanmo Kang, Perwez Shahabuddin
CORR
2007
Springer
99views Education» more  CORR 2007»
15 years 6 months ago
Fast Selection of Spectral Variables with B-Spline Compression
The large number of spectral variables in most data sets encountered in spectral chemometrics often renders the prediction of a dependent variable uneasy. The number of variables ...
Fabrice Rossi, Damien François, Vincent Wer...
BMCBI
2005
112views more  BMCBI 2005»
15 years 6 months ago
Vector analysis as a fast and easy method to compare gene expression responses between different experimental backgrounds
Background: Gene expression studies increasingly compare expression responses between different experimental backgrounds (genetic, physiological, or phylogenetic). By focusing on ...
Rainer Breitling, Patrick Armengaud, Anna Amtmann
TCBB
2010
104views more  TCBB 2010»
15 years 5 months ago
Fast Hinge Detection Algorithms for Flexible Protein Structures
— Analysis of conformational changes is one of the keys to the understanding of protein functions and interactions. For the analysis, we often compare two protein structures, tak...
Tetsuo Shibuya
BIBM
2010
IEEE
156views Bioinformatics» more  BIBM 2010»
15 years 4 months ago
Truncation of protein sequences for fast profile alignment with application to subcellular localization
We have recently found that the computation time of homology-based subcellular localization can be substantially reduced by aligning profiles up to the cleavage site positions of s...
Man-Wai Mak, Wei Wang, Sun-Yuan Kung