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IOR
2008
103views more  IOR 2008»
13 years 9 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
ICML
2010
IEEE
13 years 10 months ago
Large Scale Max-Margin Multi-Label Classification with Priors
We propose a max-margin formulation for the multi-label classification problem where the goal is to tag a data point with a set of pre-specified labels. Given a set of L labels, a...
Bharath Hariharan, Lihi Zelnik-Manor, S. V. N. Vis...
AINA
2009
IEEE
14 years 4 months ago
Quantitative Evaluation of Software Quality Metrics in Open-Source Projects
The validation of software quality metrics lacks statistical significance. One reason for this is that the data collection requires quite some effort. To help solve this problem,...
Henrike Barkmann, Rüdiger Lincke, Welf Lö...
INFOCOM
2011
IEEE
13 years 1 months ago
A comparative study of two network-based anomaly detection methods
—Modern networks are complex and hence, network operators often rely on automation to assist in assuring the security, availability, and performance of these networks. At the cor...
Kaustubh Nyalkalkar, Sushant Sinha, Michael Bailey...
KDD
2004
ACM
134views Data Mining» more  KDD 2004»
14 years 10 months ago
Exploiting a support-based upper bound of Pearson's correlation coefficient for efficiently identifying strongly correlated pair
Given a user-specified minimum correlation threshold and a market basket database with N items and T transactions, an all-strong-pairs correlation query finds all item pairs with...
Hui Xiong, Shashi Shekhar, Pang-Ning Tan, Vipin Ku...