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» Maturity-independent risk measures
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IJUFKS
2006
64views more  IJUFKS 2006»
13 years 8 months ago
Cautious Analysis of Project Risks by Interval-Valued Initial Data
One of the most common performance measures in selection and management of projects is the Net Present Value (NPV). In the paper, we study a case when initial data about the NPV p...
Lev V. Utkin
ISBI
2004
IEEE
14 years 9 months ago
Qualitative Asymmetry Measure for Melanoma Detection
Size Functions and Support Vector Machines are used to implement a new automatic classifier of melanocytic lesions. This is mainly based on a qualitative assessment of asymmetry. ...
Michele d'Amico, Massimo Ferri, Ignazio Stanganell...
MANSCI
2008
122views more  MANSCI 2008»
13 years 8 months ago
Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization
Value-at-Risk (VaR) is one of the most widely accepted risk measures in the financial and insurance industries, yet efficient optimization of VaR remains a very difficult problem....
Karthik Natarajan, Dessislava Pachamanova, Melvyn ...
MOR
2008
81views more  MOR 2008»
13 years 8 months ago
Risk Tuning with Generalized Linear Regression
A framework is set up in which linear regression, as a way of approximating a random variable by other random variables, can be carried out in a variety of ways, which moreover ca...
R. Tyrrell Rockafellar, Stan Uryasev, Michael Zaba...
ISBI
2008
IEEE
14 years 9 months ago
Deconvolution of 3D fluorescence micrographs with automatic risk minimization
We investigate the problem of automatic tuning of a deconvolution algorithm for three-dimensional (3D) fluorescence microscopy; specifically, the selection of the regularization p...
Sathish Ramani, Cédric Vonesch, Michael Uns...