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...
We revisit the idea of history-based parsing, and present a history-based parsing framework that strives to be simple, general, and flexible. We also provide a decoder for this pr...
We study the Tardos' probabilistic fingerprinting scheme and show that its codeword length may be shortened by a factor of approximately 4. We achieve this by retracing Tardo...
Abstract. Quantitative model checking computes the probability values of a given property quantifying over all possible schedulers. It turns out that maximum and minimum probabilit...