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EOR
2010
125views more  EOR 2010»
13 years 7 months ago
Efficient estimation of large portfolio loss probabilities in t-copula models
We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...
Joshua C. C. Chan, Dirk P. Kroese
WWW
2004
ACM
14 years 8 months ago
Interpreting distributed ontologies
Semantic Web is challenged by the URI meaning issues arising from putting ontologies in open and distributed environments. As a try to clarify some of the meaning issues, this pap...
Yuzhong Qu, Zhiqiang Gao
TCS
2002
13 years 7 months ago
Automatic verification of real-time systems with discrete probability distributions
We consider the timed automata model of [3], which allows the analysis of realtime systems expressed in terms of quantitative timing constraints. Traditional approaches to real-ti...
Marta Z. Kwiatkowska, Gethin Norman, Roberto Segal...
AIMSA
2008
Springer
14 years 2 months ago
Mapping Properties of Heterogeneous Ontologies
Abstract. State of the art formalisms for distributed ontology integration provide ways to express semantic relations between concepts belonging to different ontologies. However, t...
Chiara Ghidini, Luciano Serafini
CADE
2009
Springer
14 years 2 months ago
SPASS Version 3.5
SPASS is an automated theorem prover for full first-order logic with equality and a number of non-classical logics. This system description provides an overview of our recent deve...
Christoph Weidenbach, Dilyana Dimova, Arnaud Fietz...