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FC
2005
Springer
143views Cryptology» more  FC 2005»
14 years 1 months ago
Risk Assurance for Hedge Funds Using Zero Knowledge Proofs
Abstract. This work introduces a new tool for a fund manager to verifiably communicate portfolio risk characteristics to an investor. We address the classic dilemma: How can an in...
Michael Szydlo
JORS
2010
134views more  JORS 2010»
13 years 2 months ago
An overview and framework for PD backtesting and benchmarking
In order to manage model risk, financial institutions need to set up validation processes so as to monitor the quality of the models on an ongoing basis. Validation can be conside...
G. Castermans, David Martens, Tony Van Gestel, B. ...
AINA
2009
IEEE
14 years 2 months ago
A SOA-Based Collaborative Environment for Clinical Trials on Neglected Diseases
—The WebInVivo project aims at providing automated support for clinical research on neglected diseases. It includes mechanisms for (a) sharing and reusing clinical trial assets, ...
Maria Beatriz Felgar de Toledo, Olga Nabuco, Marco...
CORR
2010
Springer
96views Education» more  CORR 2010»
13 years 7 months ago
Examining Requirements Change Rework Effort: A Study
Although software managers are generally good at new project estimation, their experience of scheduling rework tends to be poor. Inconsistent or incorrect effort estimation can in...
Bee Bee Chua, June M. Verner
ISIPTA
2005
IEEE
165views Mathematics» more  ISIPTA 2005»
14 years 1 months ago
Electric Company Portfolio Optimization Under Interval Stochastic Dominance Constraints
This paper addresses the problem of market risk management for a company in the electricity industry. When dealing with corporate volumetric exposure, there is a need for a method...
Daniel Berleant, Mathieu Dancre, Jean-Philippe Arg...