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MANSCI
2007
86views more  MANSCI 2007»
13 years 9 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...
BMCBI
2006
114views more  BMCBI 2006»
13 years 9 months ago
Evaluation and comparison of mammalian subcellular localization prediction methods
Background: Determination of the subcellular location of a protein is essential to understanding its biochemical function. This information can provide insight into the function o...
Josefine Sprenger, J. Lynn Fink, Rohan D. Teasdale
ICC
2009
IEEE
123views Communications» more  ICC 2009»
14 years 3 months ago
Combining Hidden Markov Models for Improved Anomaly Detection
—In host-based intrusion detection systems (HIDS), anomaly detection involves monitoring for significant deviations from normal system behavior. Hidden Markov Models (HMMs) have...
Wael Khreich, Eric Granger, Robert Sabourin, Ali M...
KDD
2009
ACM
196views Data Mining» more  KDD 2009»
14 years 3 months ago
WhereNext: a location predictor on trajectory pattern mining
The pervasiveness of mobile devices and location based services is leading to an increasing volume of mobility data. This side effect provides the opportunity for innovative meth...
Anna Monreale, Fabio Pinelli, Roberto Trasarti, Fo...
EDBT
2006
ACM
266views Database» more  EDBT 2006»
14 years 9 months ago
From Analysis to Interactive Exploration: Building Visual Hierarchies from OLAP Cubes
We present a novel framework for comprehensive exploration of OLAP data by means of user-defined dynamic hierarchical visualizations. The multidimensional data model behind the OLA...
Svetlana Vinnik, Florian Mansmann