In this paper, we use exact simulation to price CDO under a new dynamic model, the Conditional Survival (CS) model, which provided excellent calibration to both iTraxx tranches an...
Security defense tools like firewalls and antivirus softwares are not sufficient to defend against dynamic threats to database systems. Successful attacks could not only seriously ...
Motivated by applications such as the spread of epidemics and the propagation of influence in social networks, we propose a formal model for analyzing the dynamics of such networ...
Christopher L. Barrett, Harry B. Hunt III, Madhav ...
We present an analysis of a person-to-person recommendation network, consisting of 4 million people who made 16 million recommendations on half a million products. We observe the ...
Jure Leskovec, Lada A. Adamic, Bernardo A. Huberma...
The problem of finding the most appropriate subset of features or regressors is the generic challenge of Machine Learning problems like regression estimation or pattern recognitio...