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CSDA
2006
84views more  CSDA 2006»
15 years 6 months ago
Extremal financial risk models and portfolio evaluation
It is difficult to find an existing single model which is able to simultaneously model exceedances over thresholds in multivariate financial time series. A new modeling approach, ...
Zhengjun Zhang, James Huang
CSDA
2006
90views more  CSDA 2006»
15 years 6 months ago
Comparing two binary diagnostic tests in the presence of verification bias
The comparison of the accuracy of two binary diagnostic tests has traditionally required knowledge of the real state of the disease in all of the patients in the sample via the ap...
José Antonio Roldán Nofuentes, Juan ...
CSDA
2006
108views more  CSDA 2006»
15 years 6 months ago
Repeated median and hybrid filters
Standard median filters preserve abrupt shifts (edges) and remove impulsive noise (outliers) from a constant signal but they deteriorate in trend periods. Finite impulse response ...
Roland Fried, Thorsten Bernholt, Ursula Gather
IJIPT
2008
81views more  IJIPT 2008»
15 years 6 months ago
Towards seamless source mobility in SSM: design and evaluation of the Tree Morphing protocol
: Multimedia networking in the near future is expected to be dominated by group applications such as IPTV, MMORPGs, and video conferencing. Hand in hand with new service offers, th...
Olaf Christ, Thomas C. Schmidt, Matthias Wähl...
GRID
2006
Springer
15 years 6 months ago
YA: Fast and Scalable Discovery of Idle CPUs in a P2P network
Discovery of large amounts of idle CPUs in fully distributed and shared Grid systems is needed in relevant applications and is still a challenging problem. In this paper we present...
Javier Celaya, Unai Arronategui