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EUSFLAT
2007
154views Fuzzy Logic» more  EUSFLAT 2007»
13 years 10 months ago
Bounds for Value at Risk for Asymptotically Dependent Assets - the Copula Approach
The theory of copulas provides a useful tool for modeling dependence in risk management. In insurance and finance, as well as in other applications, dependence of extreme events ...
Piotr Jaworski
FS
2006
102views more  FS 2006»
13 years 8 months ago
Bounds for Functions of Dependent Risks
Abstract The problem of finding the best-possible lower bound on the distribution of a non-decreasing function of n dependent risks is solved when n = 2 and a lower bound on the co...
Paul Embrechts, Giovanni Puccetti
IADIS
2004
13 years 10 months ago
Discovering data dependencies in Web content mining
Web content mining opens up the possibility to use data presented in web pages for the discovery of interesting and useful patterns. Our web mining tool, FBL (Filtered Bayesian Le...
José Carlos Cortizo, J. Ignacio Girá...
P2P
2002
IEEE
14 years 1 months ago
Dependability Properties of P2P Architectures
There is an increasing interest in using P2P as a basis for software systems. However, by their very nature, achieving dependability within a P2P system can be difficult. This pap...
James Walkerdine, Lee Melville, Ian Sommerville
CVPR
2003
IEEE
14 years 10 months ago
Degeneracies, Dependencies and their Implications in Multi-body and Multi-Sequence Factorizations
The body of work on multi-body factorization separates between objects whose motions are independent. In this work we show that in many cases objects moving with different 3D moti...
Lihi Zelnik-Manor, Michal Irani