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EOR
2010
125views more  EOR 2010»
13 years 7 months ago
Efficient estimation of large portfolio loss probabilities in t-copula models
We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...
Joshua C. C. Chan, Dirk P. Kroese
JCM
2008
104views more  JCM 2008»
13 years 7 months ago
An OFDM Symbol Design for Reduced Complexity MMSE Channel Estimation
In this paper we revisit the minimum mean square error (MMSE) pilot-aided channel estimation for broadband orthogonal frequency division multiplexing (OFDM) systems. The careful de...
Carlos Ribeiro, Atílio Gameiro
SAGT
2010
Springer
175views Game Theory» more  SAGT 2010»
13 years 6 months ago
On Learning Algorithms for Nash Equilibria
Can learning algorithms find a Nash equilibrium? This is a natural question for several reasons. Learning algorithms resemble the behavior of players in many naturally arising gam...
Constantinos Daskalakis, Rafael Frongillo, Christo...
TIP
2010
123views more  TIP 2010»
13 years 6 months ago
Optimizing Motion Compensated Prediction for Error Resilient Video Coding
—This paper is concerned with optimization of the motion compensated prediction framework to improve the error resilience of video coding for transmission over lossy networks. Fi...
Hua Yang, Kenneth Rose
TMA
2010
Springer
137views Management» more  TMA 2010»
13 years 5 months ago
K-Dimensional Trees for Continuous Traffic Classification
Abstract. The network measurement community has proposed multiple machine learning (ML) methods for traffic classification during the last years. Although several research works ha...
Valentín Carela-Español, Pere Barlet...