63 search results - page 4 / 13 » Calibration of the default probability model |
WSC
2008
13 years 9 months ago
2008
In this paper, we use exact simulation to price CDO under a new dynamic model, the Conditional Survival (CS) model, which provided excellent calibration to both iTraxx tranches an...
3DIM
2005
IEEE
13 years 9 months ago
2005
IEEE
Camera calibration methods, whether implicit or explicit, are a critical part of most 3D vision systems. These methods involve estimation of a model for the camera that produced t...
SIAMFM
2011
12 years 10 months ago
2011
As shown by the recent turmoil in credit markets, much remains to be done for the proper risk management of credit derivatives. In particular, the static copula-based models commo...
BMCBI
2007
13 years 7 months ago
2007
Background: Profile Hidden Markov Models (HMM) are statistical representations of protein families derived from patterns of sequence conservation in multiple alignments and have b...
ECCV
2006
Springer
14 years 9 months ago
2006
Springer
This paper presents a scalable solution to the problem of tracking objects across spatially separated, uncalibrated, non-overlapping cameras. Unlike other approaches this technique...