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» Maturity-independent risk measures
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ESWA
2008
223views more  ESWA 2008»
13 years 8 months ago
Credit risk assessment with a multistage neural network ensemble learning approach
In this study, a multistage neural network ensemble learning model is proposed to evaluate credit risk at the measurement level. The proposed model consists of six stages. In the ...
Lean Yu, Shouyang Wang, Kin Keung Lai
CCS
2006
ACM
14 years 15 days ago
Is risk a good security metric?
Why measuring security? To make good decisions about how to design security countermeasures, to choose between alternative security architectures, and to improve security during d...
O. Sami Saydjari
IOR
2011
152views more  IOR 2011»
13 years 3 months ago
Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition
We formulate a risk-averse two-stage stochastic linear programming problem in which unresolved uncertainty remains after the second stage. The objective function is formulated as ...
Naomi Miller, Andrzej Ruszczynski
BMCBI
2007
182views more  BMCBI 2007»
13 years 9 months ago
Additive risk survival model with microarray data
Background: Microarray techniques survey gene expressions on a global scale. Extensive biomedical studies have been designed to discover subsets of genes that are associated with ...
Shuangge Ma, Jian Huang
AUTOMATICA
2007
68views more  AUTOMATICA 2007»
13 years 9 months ago
A risk adjusted approach to robust simultaneous fault detection and isolation
: In this paper we address the problem of detecting and isolating faults from noisy input/output measurements of a MIMO uncertain–system, subject to structured dynamic uncertaint...
Wenjing Ma, Mario Sznaier, Constantino M. Lagoa