In order to manage model risk, financial institutions need to set up validation processes so as to monitor the quality of the models on an ongoing basis. Validation can be conside...
G. Castermans, David Martens, Tony Van Gestel, B. ...
The portfolio optimization problem is modeled as a mean-risk bicriteria optimization problem where the expected return is maximized and some (scalar) risk measure is minimized. In ...
Abstract. We show that several previously proposed passage-based document ranking principles, along with some new ones, can be derived from the same probabilistic model. We use lan...
In this paper we present a new compressed sensing model and reconstruction method for multi-detector signal acquisition. We extend the concept of the famous single-pixel camera to...
Torsten Edeler, Kevin Ohliger, Stephan Hussmann, A...
Probability distributions are useful for expressing the meanings of probabilistic languages, which support formal modeling of and reasoning about uncertainty. Probability distribu...