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MANSCI
2007
86views more  MANSCI 2007»
13 years 7 months ago
Proper Conditioning for Coherent VaR in Portfolio Management
Value at Risk (VaR) is a central concept in risk management. As stressed by Artzner et al. (1999), VaR may not possess the subadditivity property required to be a coherent measure...
René Garcia, Éric Renault, Georges T...
CCR
2005
103views more  CCR 2005»
13 years 7 months ago
Part III: routers with very small buffers
Internet routers require buffers to hold packets during times of congestion. The buffers need to be fast, and so ideally they should be small enough to use fast memory technologie...
Mihaela Enachescu, Yashar Ganjali, Ashish Goel, Ni...
ECCV
2002
Springer
14 years 9 months ago
What Can Be Known about the Radiometric Response from Images?
Abstract. Brightness values of pixels in an image are related to image irradiance by a non-linear function, called the radiometric response function. Recovery of this function is i...
Michael D. Grossberg, Shree K. Nayar
ISCA
2005
IEEE
134views Hardware» more  ISCA 2005»
14 years 1 months ago
A High Throughput String Matching Architecture for Intrusion Detection and Prevention
Network Intrusion Detection and Prevention Systems have emerged as one of the most effective ways of providing security to those connected to the network, and at the heart of alm...
Lin Tan, Timothy Sherwood
PLDI
2010
ACM
14 years 20 days ago
Mixing type checking and symbolic execution
Static analysis designers must carefully balance precision and efficiency. In our experience, many static analysis tools are built around an elegant, core algorithm, but that alg...
Yit Phang Khoo, Bor-Yuh Evan Chang, Jeffrey S. Fos...