We identify privacy risks associated with releasing network data sets and provide an algorithm that mitigates those risks. A network consists of entities connected by links repres...
Michael Hay, Gerome Miklau, David Jensen, Donald F...
—A large body of work has been devoted to address corporate-scale privacy concerns related to social networks. The main focus was on how to share social networks owned by organiz...
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...
Abstract The problem of portfolio risk estimation in volatile markets requires employing fat-tailed models for financial instrument returns combined with copula functions to captur...
Stoyan V. Stoyanov, Borjana Racheva-Iotova, Svetlo...
We discuss efficient Monte Carlo (MC) methods for the estimation of convex risk measures within the portfolio credit risk model CreditMetrics. Our focus lies on the Utilitybased ...