507 search results - page 11 / 102 » Two fuzzy probability measures |
TNN
1998
13 years 7 months ago
1998
— This paper proposes two hierarchical schemes for learning, one for clustering and the other for classification problems. Both schemes can be implemented on a fuzzy lattice neu...
WSC
2007
13 years 9 months ago
2007
We study an approximation for the zero-variance change of measure to estimate the probability of a rare event in a continuous-time Markov chain. The rare event occurs when the cha...
EOR
2010
13 years 7 months ago
2010
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...
EUSFLAT
2001
13 years 8 months ago
2001
Standard financial techniques neglect extreme situations and regards large market shifts as too unlikely to matter. Such approach accounts for what occurs most of the time in the ...
EUSFLAT
2009
13 years 5 months ago
2009
This paper proposes to analyze two flow line systems in which we include possibilistic data -the priority-discipline is possibilistic instead of probabilistic- and measure the perf...