41 search results - page 5 / 9 » Model and distribution uncertainty in multivariate GARCH est... |
ICASSP
2011
IEEE
13 years 8 days ago
2011
IEEE
This paper investigates a Bayesian model and a Markov chain Monte Carlo (MCMC) algorithm for gene factor analysis. Each sample in the dataset is decomposed as a linear combination...
FTEDA
2006
13 years 8 months ago
2006
As IC technologies scale to finer feature sizes, it becomes increasingly difficult to control the relative process variations. The increasing fluctuations in manufacturing process...
PAMI
2007
13 years 8 months ago
2007
—Time-Correlated Single Photon Counting and Burst Illumination Laser data can be used for range profiling and target classification. In general, the problem is to analyze the res...
EOR
2010
13 years 8 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...
SAC
2002
ACM
13 years 8 months ago
2002
ACM
The theoretical price of a financial option is given by the expectation of its discounted expiry time payoff. The computation of this expectation depends on the density of the val...