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111
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IOR
2008
103views more  IOR 2008»
15 years 2 months ago
Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation
We consider the risk of a portfolio comprised of loans, bonds, and financial instruments that are subject to possible default. In particular, we are interested in performance meas...
Achal Bassamboo, Sandeep Juneja, Assaf J. Zeevi
TEC
2010
173views more  TEC 2010»
14 years 9 months ago
Analysis of Computational Time of Simple Estimation of Distribution Algorithms
Estimation of distribution algorithms (EDAs) are widely used in stochastic optimization. Impressive experimental results have been reported in the literature. However, little work ...
Tianshi Chen, Ke Tang, Guoliang Chen, Xin Yao
117
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KDD
2004
ACM
160views Data Mining» more  KDD 2004»
16 years 3 months ago
k-TTP: a new privacy model for large-scale distributed environments
Secure multiparty computation allows parties to jointly compute a function of their private inputs without revealing anything but the output. Theoretical results [2] provide a gen...
Bobi Gilburd, Assaf Schuster, Ran Wolff
130
Voted
IJACTAICIT
2010
151views more  IJACTAICIT 2010»
14 years 9 months ago
The Comparative Study of Software Optimal Release Time Based on Burr Distribution
It is great practical interest to decide when to stop testing a software system in development phase and transfer it to the user. This problem is called as the optimal software re...
Hee-Cheul Kim, Hyoung-Keun Park
113
Voted
ICPP
1998
IEEE
15 years 6 months ago
Parallel Algorithms for Airline Crew Planning on Networks of Workstations
The crew planning problem has been successfully solved on a loosely connected network of workstations (NOW) using advanced computational techniques and efficient communication pat...
Christos Goumopoulos, Panayiotis Alefragis, Efthym...