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CSDA
2006
84views more  CSDA 2006»
13 years 7 months ago
Extremal financial risk models and portfolio evaluation
It is difficult to find an existing single model which is able to simultaneously model exceedances over thresholds in multivariate financial time series. A new modeling approach, ...
Zhengjun Zhang, James Huang
WSC
2007
13 years 9 months ago
Hierarchical planning and multi-level scheduling for simulation-based probabilistic risk assessment
Simulation of dynamic complex systems—specifically, those comprised of large numbers of components with stochastic behaviors—for the purpose of probabilistic risk assessment f...
Hamed Nejad, Dongfeng Zhu, Ali Mosleh
CODES
2007
IEEE
14 years 1 months ago
Probabilistic performance risk analysis at system-level
We present a novel hybrid approach for performance analysis of a system design. Unlike other approaches in this area, in this paper we do not focus on the determination of pessimi...
Alexander Viehl, Markus Schwarz, Oliver Bringmann,...
ICPR
2006
IEEE
14 years 8 months ago
A New Structural Constraint and its Application in Wide Baseline Matching
We introduce a new structural constraint that can be used for matching points in image pairs taken from a wide baseline. No assumption is made about the geometry of the 3?D points...
Roberto Manduchi, Xiaoye Lu
NIPS
1998
13 years 8 months ago
Risk Sensitive Reinforcement Learning
In this paper, we consider Markov Decision Processes (MDPs) with error states. Error states are those states entering which is undesirable or dangerous. We define the risk with re...
Ralph Neuneier, Oliver Mihatsch