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MANSCI
2007
86views more  MANSCI 2007»
13 years 8 months ago
Proper Conditioning for Coherent VaR in Portfolio Management
Value at Risk (VaR) is a central concept in risk management. As stressed by Artzner et al. (1999), VaR may not possess the subadditivity property required to be a coherent measure...
René Garcia, Éric Renault, Georges T...
ISCAS
2006
IEEE
143views Hardware» more  ISCAS 2006»
14 years 2 months ago
Dynamic computation in a recurrent network of heterogeneous silicon neurons
Abstract—We describe a neuromorphic chip with a twolayer excitatory-inhibitory recurrent network of spiking neurons that exhibits localized clusters of neural activity. Unlike ot...
Paul Merolla, Kwabena Boahen
TRANSCI
1998
78views more  TRANSCI 1998»
13 years 8 months ago
Queue Spillovers in Transportation Networks with a Route Choice
This paper explores some of the traffic phenomena that arise when drivers have to navigate a network in which queues back up past diverge intersections. If a diverge provides two ...
Carlos F. Daganzo
ICRA
2010
IEEE
106views Robotics» more  ICRA 2010»
13 years 7 months ago
Generalized direction changing fall control of humanoid robots among multiple objects
— Humanoid robots are expected to share human environments in the future and it is important to ensure safety of their operation. A serious threat to safety is the fall of a huma...
Umashankar Nagarajan, Ambarish Goswami
TIP
2011
116views more  TIP 2011»
13 years 3 months ago
Interactive Streaming of Stored Multiview Video Using Redundant Frame Structures
—While much of multiview video coding focuses on the rate-distortion performance of compressing all frames of all views for storage or non-interactive video delivery over network...
Gene Cheung, Antonio Ortega, Ngai-Man Cheung