MATHICSE Technical Report : Multilevel Monte Carlo approximation of functions
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We investigate the problem of automatic tuning of a deconvolution algorithm for three-dimensional (3D) fluorescence microscopy; specifically, the selection of the regularization parameter lambda. For this, we consider a realistic noise model for data obtai ...
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We investigate the problem of automatic tuning of a deconvolution algorithm for three-dimensional (3D) fluorescence microscopy; specifically, the selection of the regularization parameter λ. For this, we consider a realistic noise model for data obtained ...
We formulate the service composition problem as a multi-objective stochastic program which simultaneously optimizes the following quality of service (QoS) parameters: workflow duration, service invocation costs, availability, and reliability. All of these ...
This thesis is a contribution to financial statistics. One of the principal concerns of investors is the evaluation of portfolio risk. The notion of risk is vague, but in finance it is always linked to possible losses. In this thesis, we present some measu ...
Can the usage of a risky numeraire with a greater than risk free expected return reduce the capital requirements in a solvency test? I will show that this is not the case. In fact, under a reasonable technical condition, there exists no optimal numeraire w ...
The objective of this article is to present a benchmarking of financial indicators implemented in hydroelectric stochastic risk management models. We present three model formulations using a tree approach for hydroelectric optimization using three procedur ...
Ieee Service Center, 445 Hoes Lane, Po Box 1331, Piscataway, Nj 08855-1331 Usa2007
A new class of risk measures called cash sub-additive risk measures is introduced to assess the risk of future financial, non financial and insurance positions. The debated cash additive axiom is relaxed into the cash sub-additive axiom to preserve the ori ...
This paper provides some useful results for convex risk measures. In fact, we consider convex functions on a locally convex vector space E which are monotone with respect to the preference relation implied by some convex cone and invariant with respect to ...
An accurate knowledge of the directional optical properties of advanced fenestration materials is necessary for them to be adequately integrated in buildings. These properties are expressed by the Bidirectional Transmission (or Reflection) Distribution Fun ...
In this paper, we present outage probability and symbol error rate (SER) performance analyses of a dual-hop transmission using fixed-gain amplify-and-forward relaying in flat Nakagami-m fading channels. The system under consideration is equipped with multi ...
