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FS
2010
163views more  FS 2010»
15 years 3 months ago
On optimal portfolio diversification with respect to extreme risks
Extreme losses of portfolios with heavy-tailed components are studied in the framework of multivariate regular variation. Asymptotic distributions of extreme portfolio losses are ...
Georg Mainik, Ludger Rüschendorf
WWW
2005
ACM
16 years 7 months ago
A convenient method for securely managing passwords
Computer users are asked to generate, keep secret, and recall an increasing number of passwords for uses including host accounts, email servers, e-commerce sites, and online finan...
J. Alex Halderman, Brent Waters, Edward W. Felten
KDD
2008
ACM
119views Data Mining» more  KDD 2008»
16 years 7 months ago
SAIL: summation-based incremental learning for information-theoretic clustering
Information-theoretic clustering aims to exploit information theoretic measures as the clustering criteria. A common practice on this topic is so-called INFO-K-means, which perfor...
Junjie Wu, Hui Xiong, Jian Chen
STOC
2010
ACM
189views Algorithms» more  STOC 2010»
16 years 4 months ago
Near-optimal extractors against quantum storage
We give near-optimal constructions of extractors secure against quantum bounded-storage adversaries. One instantiation gives the first such extractor to achieve an output length (...
Anindya De and Thomas Vidick
CISC
2005
Springer
169views Cryptology» more  CISC 2005»
16 years 3 days ago
On Bluetooth Repairing: Key Agreement Based on Symmetric-Key Cryptography
Abstract. Despite many good (secure) key agreement protocols based on publickey cryptography exist, secure associations between two wireless devices are often established using sym...
Serge Vaudenay