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EOR
2010
125views more  EOR 2010»
13 years 8 months ago
Efficient estimation of large portfolio loss probabilities in t-copula models
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...
Joshua C. C. Chan, Dirk P. Kroese
NIPS
2001
13 years 10 months ago
Entropy and Inference, Revisited
We study properties of popular near
Ilya Nemenman, F. Shafee, William Bialek
ACL
2006
13 years 10 months ago
Exploring the Potential of Intractable Parsers
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...
Mark Hopkins, Jonas Kuhn
DCC
2008
IEEE
14 years 8 months ago
Improved versions of Tardos' fingerprinting scheme
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...
Oded Blayer, Tamir Tassa
FORMATS
2007
Springer
14 years 2 months ago
Quantitative Model Checking Revisited: Neither Decidable Nor Approximable
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...
Sergio Giro, Pedro R. D'Argenio