341 search results - page 31 / 69 » Maturity-independent risk measures |
MANSCI
2007
13 years 8 months ago
2007
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...
CIKM
2009
Springer
14 years 3 months ago
2009
Springer
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 ...
EOR
2010
13 years 9 months ago
2010
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...
ICASSP
2008
IEEE
14 years 3 months ago
2008
IEEE
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...
ICMENS
2005
IEEE
14 years 2 months ago
2005
IEEE
Inertial displacement sensors employing currently available high performance micromachined accelerometers and gyroscopes measure position and attitude with sub-micron accuracy for ...