A semi-analytical method for VaR and credit exposure analysis.
Ben De PriscoIan IscoeAlexander Y. KreininAhmed NagiPublished in: Ann. Oper. Res. (2007)
Keyphrases
- computational cost
- similarity measure
- significant improvement
- evaluation method
- clustering method
- experimental evaluation
- optimization method
- classification accuracy
- synthetic data
- detection method
- optimization algorithm
- high accuracy
- fully automatic
- high precision
- support vector machine svm
- genetic algorithm
- objective function
- detection algorithm
- pairwise
- statistical analysis
- model selection
- medical images
- edge detection
- computational complexity
- data analysis