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IOR
2008
103views more  IOR 2008»
15 years 6 months ago
Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation
We consider the risk of a portfolio comprised of loans, bonds, and financial instruments that are subject to possible default. In particular, we are interested in performance meas...
Achal Bassamboo, Sandeep Juneja, Assaf J. Zeevi
IPM
2008
88views more  IPM 2008»
15 years 6 months ago
Remembering William Goffman: Mathematical information science pioneer
This paper reviews the career and legacy of William (Bill) Goffman, who served as a researcher, Professor, Dean and Emeritus at Case Western Reserve University, Cleveland, Ohio, f...
Glynn Harmon
IJON
2006
117views more  IJON 2006»
15 years 6 months ago
EEG classification using generative independent component analysis
We present an application of Independent Component Analysis (ICA) to the discrimination of mental tasks for EEG-based Brain Computer Interface systems. ICA is most commonly used w...
Silvia Chiappa, David Barber
IJON
2006
53views more  IJON 2006»
15 years 6 months ago
Sub-intrapersonal space analysis for face recognition
Bayesian subspace analysis has been successfully applied in face recognition. However, it suffers from its operating on a whole face difference and using one global linear subspac...
Xiaoyang Tan, Jun Liu, Songcan Chen
IJSN
2006
87views more  IJSN 2006»
15 years 6 months ago
Workflow authorisation in mediator-free environments
: WorkFlow Management Systems (WFMS) coordinate and streamline business processes. Acquiring workflow authorisations and managing workflow authorisation constraints is achallenging...
Mohamed Shehab, Elisa Bertino, Arif Ghafoor
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