The distribution of possible future losses for a portfolio of credit risky corporate assets, such as bonds or loans, shows strongly asymmetric behavior and a fat tail as the conse...
Confidence intervals for the median of estimators or other quantiles were proposed as a substitute for usual confidence intervals in terminating and steady-state simulation. This ...
The Vicinal Risk Minimization principle establishes a bridge between generative models and methods derived from the Structural Risk Minimization Principle such as Support Vector M...
This paper proposes an integration test-bed system for supply chain management, which forms the foundation for the construction of a valued manufacturing chain. The core system of...
In this paper, the Quantum-inspired Genetic Algorithms with the population of a single individual are formalized by a Markov chain model using a single and the stored best individ...