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FS
2010
110views more  FS 2010»
13 years 9 months ago
A generalization of Panjer's recursion and numerically stable risk aggregation
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...
Stefan Gerhold, Uwe Schmock, Richard Warnung
FS
2010
124views more  FS 2010»
13 years 9 months ago
Comparison results for stochastic volatility models via coupling
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...
David Hobson
ISPDC
2006
IEEE
14 years 4 months ago
MojaveFS: Providing Sequential Consistency in a Distributed Objects System
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...
ECML
2006
Springer
14 years 2 months ago
Evaluating Feature Selection for SVMs in High Dimensions
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...
Roland Nilsson, José M. Peña, Johan ...
IJCNN
2006
IEEE
14 years 4 months ago
C2FS: An Algorithm for Feature Selection in Cascade Neural Networks
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...
Lars Backstrom, Rich Caruana