SACMAT
2011
ACM
13 years 2 months ago
2011
ACM
Information leakage via the networks formed by subjects (e.g., Facebook, Twitter) and objects (e.g., blogosphere) − some of whom may be controlled by malicious insiders − ofte...
ANOR
2010
13 years 11 months ago
2010
Abstract The problem of portfolio risk estimation in volatile markets requires employing fat-tailed models for financial instrument returns combined with copula functions to captur...