Extreme losses of portfolios with heavy-tailed components are studied in the framework of multivariate regular variation. Asymptotic distributions of extreme portfolio losses are ...
It is shown that binary low-density generator matrix codes can achieve the rate-distortion bound of discrete memoryless sources with general distortion measure via multilevel quant...
Zhibin Sun, Mingkai Shao, Jun Chen, Kon Max Wong, ...
This paper proposes a set of new software test-diversity measures based on control oscillations of test suites. Oscillation Diversity uses conversion, inversion, and phase transfo...
This paper addresses the problem of extending an adaptive information filtering system to make decisions about the novelty and redundancy of relevant documents. It argues that rel...
The problem of inductive supervised learning is discussed in this paper within the context of multi-objective (MOBJ) optimization. The smoothness-based apparent (effective) comple...