Portfolio credit risk models as well as models for operational risk can often be treated analogously to the collective risk model coming from insurance. Applying the classical Panj...
The aim of this paper is to investigate the properties of stochastic volatility models, and to discuss to what extent, and with regard to which models, properties of the classical...
This paper presents MojaveFS, a distributed file system with support for sequential consistency. It provides location transparency and makes use of replication for reliability an...
Cristian Tapus, David A. Noblet, Vlad Grama, Jason...
We perform a systematic evaluation of feature selection (FS) methods for support vector machines (SVMs) using simulated high-dimensional data (up to 5000 dimensions). Several findi...
Wrapper-based feature selection is attractive because wrapper methods are able to optimize the features they select to the specific learning algorithm. Unfortunately, wrapper met...