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...
Ranking is a key problem in many information retrieval (IR) applications, such as document retrieval and collaborative filtering. In this paper, we address the issue of learning ...
We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...
Owing to the lack of resolution of the measurement and the randomness inherent in the signal and the measuring devices, the measurement noise is often signal-dependent. Although t...
Inertial displacement sensors employing currently available high performance micromachined accelerometers and gyroscopes measure position and attitude with sub-micron accuracy for ...