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...
Reliable risk measurement is a key problem for financial institutions and regulatory authorities. The current industry standard Value-at-Risk has several deficiencies. Improved ri...
Standard approaches to evaluating and comparing information retrieval systems compute simple averages of performance statistics across individual topics to measure the overall sys...
We investigate the use of distributed measurements for estimating and updating the performance of a cellular system. Specifically, we discuss the number and placement of sensors in...
Liang Xiao, Larry J. Greenstein, Narayan B. Manday...
The mean shift algorithm has achieved considerable success in object tracking due to its simplicity and robustness. It finds local minima of a similarity measure between the color...
Changjiang Yang, Ramani Duraiswami, Larry S. Davis