341 search results - page 16 / 69 » Maturity-independent risk measures |
ACISP
2009
Springer
14 years 1 months ago
2009
Springer
Client-side attacks have become an increasing problem on the Internet today. Malicious web pages launch so-called drive-by-download attacks that are capable to gain complete contro...
MAGS
2010
13 years 3 months ago
2010
Designing efficient bidding strategies for sequential auctions remains an important, open problem area in agent-mediated electronic markets. In existing literature, a variety of bi...
CEC
2005
IEEE
14 years 2 months ago
2005
IEEE
—A principal challenge in modern computational finance is efficient portfolio design – portfolio optimization followed by decision-making. Optimization based on even the widely...
WSC
2004
13 years 10 months ago
2004
The distribution of possible future losses for a portfolio of credit risky corporate assets, such as bonds or loans, shows strongly asymmetric behavior and a fat tail as the conse...
TASE
2009
IEEE
14 years 3 months ago
2009
IEEE
Testing is inherently incomplete; no test suite will ever be able to test all possible usage scenarios of a system. It is therefore vital to assess the implication of a system pas...