Credit risk analysis for portfolios containing CDO tranches is a challenging task for risk managers. We propose here a basis function approach for CDO tranche valuation and portfo...
In software development, resources for quality assurance are limited by time and by cost. In order to allocate resources effectively, managers need to rely on their experience bac...
In this paper we report on using a relational state space in multi-agent reinforcement learning. There is growing evidence in the Reinforcement Learning research community that a r...
Tom Croonenborghs, Karl Tuyls, Jan Ramon, Maurice ...
An algorithm is presented for the visualisation of multidimensional abstract data, building on a hybrid model introduced at InfoVis 2002. The most computationally complex stage of...
In conventional video coding, the complexity of an encoder is generally much higher than that of a decoder because of operations such as motion estimation consume significant com...
Min Wu, Anthony Vetro, Jonathan S. Yedidia, Huifan...