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MANSCI
2008
13 years 10 months ago
2008
Value-at-Risk (VaR) is one of the most widely accepted risk measures in the financial and insurance industries, yet efficient optimization of VaR remains a very difficult problem....
MLQ
2007
13 years 10 months ago
2007
Let ω denote the set of natural numbers. For functions f, g : ω → ω, we say that f is dominated by g if f(n) < g(n) for all but finitely many n ∈ ω. We consider the st...
PE
2007
Springer
13 years 10 months ago
2007
Springer
Multicast-based inference has been proposed as a method of estimating average loss rates of internal network links, using end-to-end loss measurements of probes sent over a multic...
PR
2007
13 years 10 months ago
2007
We introduce a new graph cut for clustering which we call the Information Cut. It is derived using Parzen windowing to estimate an information theoretic distance measure between p...
ICMLA
2010
13 years 8 months ago
2010
Quantum systems are promising candidates of future computing and information processing devices. In a large system, information about the quantum states and processes may be incomp...