T paper describes, analyzes and evaluates an algorithm for estimating portfolio loss probabilities using Monte Carlo simulation. Obtaining accurate estimates of such loss probabilities is essential to calculating value-at-risk, which is a quantile of the loss distribution. The method employs a quadratic (’’delta-gamma’’) approximation to the change in portfolio value to guide the selection of e...

Mixin modules are a framework for modular programming that supports code parameterization, incremental programming via late binding and redefinitions, and cross-module recursion. In this paper, we develop a language of mixin modules that supports call-by-value evaluation, and formalize a reduction semantics and a sound type system for this language.

Value-at-risk models can have many dimensions. We present two new algorithms for dimension reduction in value-at-risk algorithms with approximations. In the first method, we compute a reduced portfolio with a small mean square error for the residual and, in the second method, we use low rank approximations to find a reduced portfolio. The paper concludes with an example, estimating value-at-ris...

BACKGROUND The prognostic value of nocturnal blood pressure (BP) reduction in resistant hypertension (RH) is unknown. The objective of this prospective study was to evaluate its importance as a predictor of cardiovascular morbidity and mortality. METHODS At baseline, 556 patients with RH underwent clinical and laboratory examinations and 24-hour ambulatory BP monitoring. The primary end point...

This paper introduces a singular value-based method for reducing a given fuzzy rule set. The method conducts singular value decomposition of the rule consequents and generates certain linear combinations of the original membership functions to form new ones for the reduced set. The present work characterizes membership functions by the conditions of sum normalization (SN), nonnegativeness (NN),...

Mixin modules are a framework for modular programming that supports code parameterization, incremental programming via late binding and redefinitions, and cross-module recursion. In this paper, we develop a language of mixin modules that supports call-by-value evaluation, and formalize a reduction semantics and a sound type system for this language.

Since big data sets are structurally complex, high-dimensional, and their attributes exhibit some redundant irrelevant information, the selection, evaluation, combination of those large-scale pose huge challenges to traditional methods. Fuzzy rough have emerged as a powerful vehicle deal with uncertain fuzzy in problems that involve very large number variables be analyzed short time. In order f...

HIV evolution model that describes the dynamics of concentrations of uninfected and infected cells is considered in the paper. The introduction of dimensionless variables and parameters leads to the initial boundary value problem for singularly perturbed system of partial integro-differential equations. By Tikhonov-Vasil’eva boundary functions method asymptotic solution with boundary layer is c...