Sciweavers

1511 search results - page 12 / 303
» Active Risk Estimation
Sort
View
ADVCS
2010
73views more  ADVCS 2010»
13 years 8 months ago
Instability of Portfolio Optimization under Coherent Risk Measures
It is shown that the axioms for coherent risk measures imply that whenever there is a pair of portfolios such that one of them dominates the other one in a given sample (which hap...
Imre Kondor, István Varga-Haszonits
ICRA
2010
IEEE
122views Robotics» more  ICRA 2010»
13 years 6 months ago
Probabilistic collision state checker for crowded environments
Abstract— For path planning algorithms of robots it is important that the robot does not reach a state of inevitable collision. In crowded environments with many humans or robots...
Daniel Althoff, Matthias Althoff, Dirk Wollherr, M...
TIT
2008
102views more  TIT 2008»
13 years 7 months ago
State Estimation With Initial State Uncertainty
Abstract--The problem of state estimation with initial state uncertainty is approached from a statistical decision theory point of view. The initial state is regarded as determinis...
Yoav Levinbook, Tan F. Wong
EUSFLAT
2007
154views Fuzzy Logic» more  EUSFLAT 2007»
13 years 9 months ago
Bounds for Value at Risk for Asymptotically Dependent Assets - the Copula Approach
The theory of copulas provides a useful tool for modeling dependence in risk management. In insurance and finance, as well as in other applications, dependence of extreme events ...
Piotr Jaworski
ICSE
2000
IEEE-ACM
13 years 11 months ago
Software metrics: roadmap
Software metrics as a subject area is over 30 years old, but it has barely penetrated into mainstream software engineering. A key reason for this is that most software metrics act...
Norman E. Fenton, Martin Neil