341 search results - page 36 / 69 » Maturity-independent risk measures |
NIPS
2004
13 years 10 months ago
2004
A new distance measure between probability density functions (pdfs) is introduced, which we refer to as the Laplacian pdf distance. The Laplacian pdf distance exhibits a remarkabl...
ANOR
2007
13 years 9 months ago
2007
This paper proposes a conditional technique for the estimation of VaR and expected shortfall measures based on the skewed generalized t (SGT) distribution. The estimation of the co...
SIGIR
2009
ACM
14 years 3 months ago
2009
ACM
This paper studies document ranking under uncertainty. It is tackled in a general situation where the relevance predictions of individual documents have uncertainty, and are depen...
HICSS
2009
IEEE
14 years 3 months ago
2009
IEEE
Information security continues to evolve in response to disruptive changes with a persistent focus on information-centric controls and a healthy debate about balancing endpoint an...
IPPS
2007
IEEE
14 years 3 months ago
2007
IEEE
In today’s large and complex network scenario vulnerability scanners play a major role from security perspective by proactively identifying the known security problems or vulner...