90 search results - page 5 / 18 » Simulation of Coherent Risk Measures |
WSC
2007
13 years 9 months ago
2007
We develop and evaluate a two-level simulation procedure that produces a confidence interval for tail conditional expectation, otherwise known as conditional tail expectation. Th...
FPL
2007
Springer
13 years 11 months ago
2007
Springer
Recently, there is a surge of interests in using FPGAs for computer architecture research including applications from emulating and analyzing a new platform to accelerating microa...
HCI
2007
13 years 8 months ago
2007
Advances in sensor technology, embedded processing power, and modeling and reasoning software, have created the possibility for everyday products to sense the environment and pro-a...
WSC
2004
13 years 8 months ago
2004
The distribution of possible future losses for a portfolio of credit risky corporate assets, such as bonds or loans, shows strongly asymmetric behavior and a fat tail as the conse...
WPES
2004
ACM
14 years 13 days ago
2004
ACM
In this paper, we introduce a general framework for microdata and three disclosure risk measures (minimal, maximal and weighted). We classify the attributes from a given microdata...