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EOR
2010
125views more  EOR 2010»
15 years 6 months ago
Efficient estimation of large portfolio loss probabilities in t-copula models
We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...
Joshua C. C. Chan, Dirk P. Kroese
INFOCOM
2010
IEEE
15 years 5 months ago
Interactions, Competition and Innovation in a Service-Oriented Internet: An Economic Model
—This paper presents a new economic approach for studying competition and innovation in a complex and highly interactive system of network providers, users, and suppliers of digi...
Zhi-Li Zhang, Papak Nabipay, Andrew M. Odlyzko, Ro...
ICPR
2010
IEEE
15 years 11 months ago
Maximum Likelihood Estimation of Gaussian Mixture Models Using Particle Swarm Optimization
—We present solutions to two problems that prevent the effective use of population-based algorithms in clustering problems. The first solution presents a new representation for ...
Caglar Ari, Selim Aksoy
ICNC
2010
Springer
15 years 5 months ago
A hybrid intelligent early warning system for predicting economic crises: The case of China
—This paper combines artificial neural networks (ANN), fuzzy optimization and time-series econometric models in one unified framework to form a hybrid intelligent early warning...
Dongwei Su, Xingxing He
186
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ENTCS
2007
99views more  ENTCS 2007»
15 years 6 months ago
Extending Symmetry Reduction Techniques to a Realistic Model of Computation
Much of the literature on symmetry reductions for model checking assumes a simple model of computation where the local state of each component in a concurrent system can be repres...
Alastair F. Donaldson, Alice Miller