We discuss efficient Monte Carlo (MC) methods for the estimation of convex risk measures within the portfolio credit risk model CreditMetrics. Our focus lies on the Utilitybased ...
This paper studies the following problem: given a pair of business process models, determine which elements in one model are related to which elements in the other model. This prob...
Remco M. Dijkman, Marlon Dumas, Luciano Garc&iacut...
In this paper we propose a computational model for human-agent and agent-agent conversation. This model has two fundamental characteristics: (1) it takes into account the implicit ...
A robust VAR-based (vector autoregressive) model is introduced for motion prediction in 3D hand tracking. This dynamic VAR motion model is learned in an online manner. The kinemat...
The systems biology community is building increasingly complex models and simulations of cells and other biological entities. This community is beginning to look at alternatives t...