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MANSCI
2007
86views more  MANSCI 2007»
13 years 8 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...
POS
1990
Springer
14 years 19 days ago
Cache Coherency and Storage Management in a Persistent Object System
Bett Koch, Tracy Schunke, Alan Dearle, Francis Vau...
COCOA
2009
Springer
14 years 1 months ago
Linear Coherent Bi-cluster Discovery via Line Detection and Sample Majority Voting
Discovering groups of genes that share common expression profiles is an important problem in DNA microarray analysis. Unfortunately, standard bi-clustering algorithms often fail t...
Yi Shi, Zhipeng Cai, Guohui Lin, Dale Schuurmans
ACISP
2005
Springer
14 years 2 months ago
Group Signature Where Group Manager, Members and Open Authority Are Identity-Based
We present the first group signature scheme with provable security and signature size O(λ) bits where the group manager, the group members, and the Open Authority (OA) are all id...
Victor K. Wei, Tsz Hon Yuen, Fangguo Zhang
JSS
2002
96views more  JSS 2002»
13 years 8 months ago
A group signature scheme with strong separability
Group signatures, introduced by Chaum and van Heijst, allow members of a group to sign messages anonymously on behalf of the group. Only a designated group manager is able to iden...
Shundong Xia, Jinyuan You