WtNTER 2006 I nstitutional money managers develop risk models and optimal portfolios to match a desired risk/reward profile. Utility functions express risk preferences and implicitly reflect the views of fund trustees or directors. Once a manager determines a target portfolio, maintaining this balance of assets is non-trivial. A manager must rebalance actively because different asset classes ca...

Firms often disclose information security risk factors in public filings such as 10-K reports. The internal information associated with disclosures may be positive or negative. In this paper, we are interested in evaluating how the nature of security risk factors disclosed, which is believed to represent the internal information regarding information security, is associated with future breach a...

Most guidelines developedfor cancers screening and for cardiovascular risk management use rules to estimate familial risk. These rules are complex, dificult to memorize, and need to collect a complete pedigree. This paper describes a generic computerized method to estimate familial risks and its implementation in an internet-based application. The program is based on 3 generic models: a model o...

Transportation and supply chain activities represent essential components in many endeavors covering both public and private domains. However, the underlying transport networks are complex and potentially fragile due to weather, natural disasters or other risk factors. Thus, assessing transportation related risk represents a key decision support capability along with the ability to evaluate con...

the traditional event tree analysis uses a single probability to represent each top event. however, it is unrealistic to evaluate the occurrence of each event by using a crisp value without considering the inherent uncertainty and imprecision a state has. the fuzzy set theory is universally applied to deal with this kind of phenomena. the main purpose of this study is to construct an easy metho...

A drama manager (DM) monitors an interactive experience, such as a computer game, and intervenes to shape the global experience so that it satisfies the author's expressive goals without decreasing a player's interactive agency. Most research work on drama management has proposed AI architectures and provided abstract evaluations of their effectiveness. A smaller body of work has evaluated the ...