603 search results - page 23 / 121 » Quantile Sensitivity Estimation |
NIPS
2001
13 years 9 months ago
2001
We propose a new particle filter that incorporates a model of costs when generating particles. The approach is motivated by the observation that the costs of accidentally not trac...
TSP
2008
13 years 7 months ago
2008
Risk-sensitive filters (RSF) put a penalty to higher-order moments of the estimation error compared to conventional filters as the Kalman filter minimizing the mean square error. ...
SIAMJO
2010
13 years 2 months ago
2010
When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...
VLSID
2006
IEEE
14 years 8 months ago
2006
IEEE
With device size shrinking and fast rising frequency ranges, effect of cosmic radiations and alpha particles known as Single-Event-Upset (SEU), Single-Eventtransients (SET), is a ...
BIB
2007
13 years 8 months ago
2007
Gene expression signatures from microarray experiments promise to provide important prognostic tools for predicting disease outcome or response to treatment. A number of microarra...