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(Risk Magazine Limited, 2009-04)In terms of risk measurement, probability and quantile risk estimation have developed enormously in the past decade, from value-at-risk measures to coherent measures such as expected shortfall. These measures allow an ...
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(IEEE, 2009-10-21)This paper presents an indoor broadband ultrasonic system for estimation of a mobile device’s 3-D location and three-axis orientation using beacons. It presents the first implementation and characterization of a real ...
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(IEEE, 2011-10-28)Herein a two stage Kalman filter based algorithm is proposed for processing of Inertial Measurement Unit (IMU) data to obtain accurate position estimation over a short period of time. The proposed algorithm uses a novel ...
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(IEEE, 2011-10)This paper presents a novel method for ultrasonic range estimation. The method uses a wideband frequency-hop spread spectrum ultrasonic signal to increase robustness to noise and reverberation. The method applies ...
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(Springer, 2009-06)Collaborative filtering (CF) techniques have proved to be a powerful and popular component of modern recommender systems. Common approaches such as user-based and item-based methods generate predictions from the past ...
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(Global Association of Risk Professionals, 2000)Accurate forecasting of risk is the key to successful risk management techniques. Correct modelling of a variable's extreme values located at the distributional tails accounting for the fat-tail phenomena is paramount, and ...
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(Blackwell, 1998)This paper reports results from a study of the economic value of the conservation benefits of Environmentally Sensitive Areas (ESAs) in Scotland. The main novelty of the approach taken is in comparing two direct valuation ...
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(Risk Magazine Limited, 2006-06)Volatility modelling is a key issue for the finance industry from an academic and practitioner perspective. This is understandable given the importance that volatility plays in risk management and the development of accurate ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2007)The Cox, Ingersoll and Ross (1985) term structure model describes the stochastic evolution of government bond yield curves over time using a square root Orstein-Uhlenbeck diffusion process, whilst imposing cross-sectional ...
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(University College Dublin. Institute for the Study of Social Change (Geary Institute), 2003-02)If labour market policies aimed at people with disabilities are effective, we should observe no significant difference in labour market outcomes between disable and non-disable individuals. This paper examines the impact ...