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WSC
2000
13 years 9 months ago
Variance reduction techniques for value-at-risk with heavy-tailed risk factors
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
ICDCS
2010
IEEE
13 years 11 months ago
LT Network Codes
This paper proposes LTNC, a new recoding algorithm to build low complexity network codes. At the core of LTNC is a decentralized version of LT codes that allows the use of fast be...
Mary-Luc Champel, Kévin Huguenin, Anne-Mari...
IJCNN
2007
IEEE
14 years 2 months ago
Symmetric Kernel Detector for Multiple-Antenna Aided Beamforming Systems
— We propose a powerful symmetric kernel classifier for nonlinear detection in challenging rank-deficient multipleantenna aided communication systems. By exploiting the inheren...
Sheng Chen, Andreas Wolfgang, Chris J. Harris, Laj...
TNN
2008
98views more  TNN 2008»
13 years 7 months ago
Symmetric RBF Classifier for Nonlinear Detection in Multiple-Antenna-Aided Systems
In this paper, we propose a powerful symmetric radial basis function (RBF) classifier for nonlinear detection in the so-called "overloaded" multiple-antenna-aided communi...
Sheng Chen, Andreas Wolfgang, Chris J. Harris, Laj...
CAD
2008
Springer
13 years 7 months ago
Improved Binary Space Partition merging
This paper presents a new method for evaluating boolean set operations between Binary Space Partition (BSP) trees. Our algorithm has many desirable features including both numeric...
Mikola Lysenko, Roshan D'Souza, Ching-Kuan Shene