Reliable risk measurement is a key problem for financial institutions and regulatory authorities. The current industry standard Value-at-Risk has several deficiencies. Improved ri...
—Although policy compliance testing is generally treated as a binary decision problem, the evidence gathered during the trust management process can actually be used to examine t...
The Resource Oriented Authorization Manager (ROAM) was created to provide a simple but flexible authorization system for the National Fusion Grid (FusionGrid). This system builds ...
Ideas by Statistical Mechanics (ISM) is a generic program to model evolution and propagation of ideas/patterns throughout populations subjected to endogenous and exogenous interac...
: In this paper, we develop a framework for the modeling, analysis, and computation of solutions to multitiered financial network problems with intermediaries in which both the sou...