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Coherent measures of risk

by Philippe Artzner, Freddy Delbaen, JEAN-MARC EBER, David Heath , 1999
"... In this paper we study both market risks and nonmarket risks, without complete markets assumption, and discuss methods of measurement of these risks. We present and justify a set of four desirable properties for measures of risk, and call the measures satisfying these properties “coherent.” We exami ..."
Abstract - Cited by 921 (4 self) - Add to MetaCart
examine the measures of risk provided and the related actions required by SPAN, by the SEC/NASD rules, and by quantile-based methods. We demonstrate the universality of scenario-based methods for providing coherent measures. We offer suggestions concerning the SEC method. We also suggest a method

The Transferable Belief Model

by Philippe Smets, Robert Kennes - ARTIFICIAL INTELLIGENCE , 1994
"... We describe the transferable belief model, a model for representing quantified beliefs based on belief functions. Beliefs can be held at two levels: (1) a credal level where beliefs are entertained and quantified by belief functions, (2) a pignistic level where beliefs can be used to make decisions ..."
Abstract - Cited by 489 (16 self) - Add to MetaCart
We describe the transferable belief model, a model for representing quantified beliefs based on belief functions. Beliefs can be held at two levels: (1) a credal level where beliefs are entertained and quantified by belief functions, (2) a pignistic level where beliefs can be used to make decisions

Efficient belief propagation for early vision

by Pedro F. Felzenszwalb, Daniel P. Huttenlocher - In CVPR , 2004
"... Markov random field models provide a robust and unified framework for early vision problems such as stereo, optical flow and image restoration. Inference algorithms based on graph cuts and belief propagation yield accurate results, but despite recent advances are often still too slow for practical u ..."
Abstract - Cited by 515 (8 self) - Add to MetaCart
Markov random field models provide a robust and unified framework for early vision problems such as stereo, optical flow and image restoration. Inference algorithms based on graph cuts and belief propagation yield accurate results, but despite recent advances are often still too slow for practical

Memory Coherence in Shared Virtual Memory Systems

by Kai Li, Paul Hudak , 1989
"... This paper studies the memory coherence problem in designing said inaplementing a shared virtual memory on looselycoupled multiprocessors. Two classes of aIgoritb. ms for solving the problem are presented. A prototype shared virtual memory on an Apollo ring has been implemented based on these a ..."
Abstract - Cited by 957 (17 self) - Add to MetaCart
This paper studies the memory coherence problem in designing said inaplementing a shared virtual memory on looselycoupled multiprocessors. Two classes of aIgoritb. ms for solving the problem are presented. A prototype shared virtual memory on an Apollo ring has been implemented based

Constructing Free Energy Approximations and Generalized Belief Propagation Algorithms

by Jonathan S. Yedidia, William T. Freeman, Yair Weiss - IEEE Transactions on Information Theory , 2005
"... Important inference problems in statistical physics, computer vision, error-correcting coding theory, and artificial intelligence can all be reformulated as the computation of marginal probabilities on factor graphs. The belief propagation (BP) algorithm is an efficient way to solve these problems t ..."
Abstract - Cited by 585 (13 self) - Add to MetaCart
Important inference problems in statistical physics, computer vision, error-correcting coding theory, and artificial intelligence can all be reformulated as the computation of marginal probabilities on factor graphs. The belief propagation (BP) algorithm is an efficient way to solve these problems

Loopy belief propagation for approximate inference: An empirical study. In:

by Kevin P Murphy , Yair Weiss , Michael I Jordan - Proceedings of Uncertainty in AI, , 1999
"... Abstract Recently, researchers have demonstrated that "loopy belief propagation" -the use of Pearl's polytree algorithm in a Bayesian network with loops -can perform well in the context of error-correcting codes. The most dramatic instance of this is the near Shannon-limit performanc ..."
Abstract - Cited by 676 (15 self) - Add to MetaCart
Abstract Recently, researchers have demonstrated that "loopy belief propagation" -the use of Pearl's polytree algorithm in a Bayesian network with loops -can perform well in the context of error-correcting codes. The most dramatic instance of this is the near Shannon

Routing Techniques in Wireless Sensor Networks: A Survey

by Jamal N. Al-karaki, Ahmed E. Kamal - IEEE WIRELESS COMMUNICATIONS , 2004
"... Wireless Sensor Networks (WSNs) consist of small nodes with sensing, computation, and wireless communications capabilities. Many routing, power management, and data dissemination protocols have been specifically designed for WSNs where energy awareness is an essential design issue. The focus, howeve ..."
Abstract - Cited by 741 (2 self) - Add to MetaCart
, and coherent-based depending on the protocol operation. We study the design tradeoffs between energy and communication overhead savings in every routing paradigm. We also highlight the advantages and performance issues of each routing technique. The paper concludes with possible future research areas.

A Model of Investor Sentiment

by Nicholas Barberis, Andrei Shleifer, Robert Vishny - Journal of Financial Economics , 1998
"... Recent empirical research in finance has uncovered two families of pervasive regularities: underreaction of stock prices to news such as earnings announcements, and overreaction of stock prices to a series of good or bad news. In this paper, we present a parsimonious model of investor sentiment, or ..."
Abstract - Cited by 777 (32 self) - Add to MetaCart
, or of how investors form beliefs, which is consistent with the empirical findings. The model is based on psychological evidence and produces both underreaction and overreaction for a wide range of parameter values. � 1998 Elsevier Science S.A. All rights reserved. JEL classification: G12; G14

Using collaborative filtering to weave an information tapestry

by David Goldberg, David Nichols, Brian M. Oki, Douglas Terry - Communications of the ACM , 1992
"... predicated on the belief that information filtering can be more effective when humans are involved in the filtering process. Tapestry was designed to support both content-based filtering and collaborative filtering, which entails people collaborating to help each other perform filtering by recording ..."
Abstract - Cited by 953 (4 self) - Add to MetaCart
predicated on the belief that information filtering can be more effective when humans are involved in the filtering process. Tapestry was designed to support both content-based filtering and collaborative filtering, which entails people collaborating to help each other perform filtering

BDI Agents: From Theory to Practice

by Anand S. Rao, Michael P. Georgeff - IN PROCEEDINGS OF THE FIRST INTERNATIONAL CONFERENCE ON MULTI-AGENT SYSTEMS (ICMAS-95 , 1995
"... The study of computational agents capable of rational behaviour has received a great deal of attention in recent years. Theoretical formalizations of such agents and their implementations have proceeded in parallel with little or no connection between them. This paper explores a particular typ ..."
Abstract - Cited by 892 (3 self) - Add to MetaCart
type of rational agent, a BeliefDesire -Intention (BDI) agent. The primary aim of this paper is to integrate (a) the theoretical foundations of BDI agents from both a quantitative decision-theoretic perspective and a symbolic reasoning perspective; (b) the implementations of BDI agents from
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