Credit risk analysis for portfolios containing CDO tranches is a challenging task for risk managers. We propose here a basis function approach for CDO tranche valuation and portfo...
Language model (LM) adaptation is often achieved by combining a generic LM with a topic-specific model that is more relevant to the target document. Unlike previous work on unsup...
A tailored model of a system is the prerequisite for various analysis tasks, such as anomaly detection, fault identification, or quality assurance. This paper deals with the algo...
Oliver Niggemann, Benno Stein, Asmir Vodencarevic,...
Simulation modeling methodology research and simulation analysis methodology research have evolved into two nearly separate fields. In this paper, ways are shown how simulation mi...
Abstract. Since the first emergence of protein-protein interaction networks, more than a decade ago, they have been viewed as static scaffolds of the signaling-regulatory events ...