Recently, a mathematical proof is obtained in (Liu, Chiu, Xu, 2004) on the so called one-bit-matching conjecture that all the sources can be separated as long as there is an one-to...
We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
Measures of risk appear in two categories: Risk capital measures serve to determine the necessary amount of risk capital in order to avoid ruin if the outcomes of an economic acti...
We study the boundary measures of compact subsets of the d-dimensional Euclidean space, which are closely related to Federer’s curvature measures. We show that they can be comput...
In this paper, we propose a multi-camera video surveillance system with automatic camera selection. A new confidence measure, Quality-Of-View (QOV), is defined to automatically ev...