341 search results - page 31 / 69 » Maturity-independent risk measures |
159
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MANSCI
2007
15 years 6 months ago
2007
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...
164
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CIKM
2009
Springer
16 years 23 days ago
2009
Springer
Ranking is a key problem in many information retrieval (IR) applications, such as document retrieval and collaborative filtering. In this paper, we address the issue of learning ...
160
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EOR
2010
15 years 6 months ago
2010
We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...
122
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ICASSP
2008
IEEE
16 years 19 days ago
2008
IEEE
Owing to the lack of resolution of the measurement and the randomness inherent in the signal and the measuring devices, the measurement noise is often signal-dependent. Although t...
103
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ICMENS
2005
IEEE
15 years 11 months ago
2005
IEEE
Inertial displacement sensors employing currently available high performance micromachined accelerometers and gyroscopes measure position and attitude with sub-micron accuracy for ...