63 search results - page 6 / 13 » Calibration of the default probability model |
PRIMA
2007
Springer
14 years 1 months ago
2007
Springer
Multiagent Partially Observable Markov Decision Processes are a popular model of multiagent systems with uncertainty. Since the computational cost for finding an optimal joint pol...
WSC
2004
13 years 8 months ago
2004
The distribution of possible future losses for a portfolio of credit risky corporate assets, such as bonds or loans, shows strongly asymmetric behavior and a fat tail as the conse...
CVPR
2011
IEEE
12 years 11 months ago
2011
IEEE
Existing eye gaze tracking systems typically require an explicit personal calibration process in order to estimate certain person-specific eye parameters. For natural human compu...
EUROPAR
2009
Springer
13 years 12 months ago
2009
Springer
Multicore architectures featuring specialized accelerators are getting an increasing amount of attention, and this success will probably influence the design of future High Perfor...
WSC
2007
13 years 9 months ago
2007
A credit derivative is a path dependent contingent claim on the aggregate loss in a portfolio of credit sensitive securities. We estimate the value of a credit derivative by Monte...