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MANSCI
2007
86views more  MANSCI 2007»
15 years 6 months ago
Proper Conditioning for Coherent VaR in Portfolio Management
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...
René Garcia, Éric Renault, Georges T...
EUC
2008
Springer
15 years 7 months ago
A Context Management System for Supporting Context-Aware Applications
This paper presents a context management system for supporting context-aware applications in a smart home. In a ubiquitous computing environment context changes dynamically and th...
Eunhoe Kim, Jaeyoung Choi
IFIPTM
2010
140views Management» more  IFIPTM 2010»
15 years 5 months ago
Shinren: Non-monotonic Trust Management for Distributed Systems
Abstract. The open and dynamic nature of modern distributed systems and pervasive environments presents significant challenges to security management. One solution may be trust ma...
Changyu Dong, Naranker Dulay
CIDR
2011
188views Algorithms» more  CIDR 2011»
14 years 10 months ago
Managing Structured Collections of Community Data
Data management is becoming increasingly social. We observe a new form of information in such collaborative scenarios, where users contribute and reuse information, which resides ...
Wolfgang Gatterbauer, Dan Suciu
DSS
2007
282views more  DSS 2007»
15 years 6 months ago
Strategic decision making and support systems: Comparing American, Japanese and Chinese management
Internationalization creates a need to know how managers in different parts of the world make decisions, and how computerbased information systems (IS) can support decision making...
Maris G. Martinsons, Robert M. Davison