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» Simulation of Coherent Risk Measures
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WSC
1998
13 years 8 months ago
Sequential Allocations that Reduce Risk for Multiple Comparisons
We consider how to efficiently allocate computing resources in order to infer the best of a finite set of simulated systems, where best means that the system has the maximal expec...
Stephen E. Chick, Koichiro Inoue
IMCSIT
2010
13 years 5 months ago
Efficient Portfolio Optimization with Conditional Value at Risk
The portfolio optimization problem is modeled as a mean-risk bicriteria optimization problem where the expected return is maximized and some (scalar) risk measure is minimized. In ...
Wlodzimierz Ogryczak, Tomasz Sliwinski
ISBI
2008
IEEE
14 years 7 months ago
Deconvolution of 3D fluorescence micrographs with automatic risk minimization
We investigate the problem of automatic tuning of a deconvolution algorithm for three-dimensional (3D) fluorescence microscopy; specifically, the selection of the regularization p...
Sathish Ramani, Cédric Vonesch, Michael Uns...
TPDS
2010
125views more  TPDS 2010»
13 years 1 months ago
Dealing with Transient Faults in the Interconnection Network of CMPs at the Cache Coherence Level
The importance of transient faults is predicted to grow due to current technology trends of increased scale of integration. One of the components that will be significantly affecte...
Ricardo Fernández Pascual, José M. G...
BMCBI
2010
86views more  BMCBI 2010»
13 years 7 months ago
A novel approach to simulate gene-environment interactions in complex diseases
Background: Complex diseases are multifactorial traits caused by both genetic and environmental factors. They represent the major part of human diseases and include those with lar...
Roberto Amato, Michele Pinelli, Daniel D'Andrea, G...