Corporate credit default swap (CDS) premium is the market price of credit risk posed by a corporate obligor. Although corporate CDS are commonly used for risk benchmarking in accounting and credit risk management, liquid CDS are limited to less than 500 corporate names globally. CDS users must either confine their usage to this limited subset or resort to aggregates derived from the liquid CDS ...

Many factors innuence the performance of a learned classiier. In this paper we study diier-ent methods of measuring performance based on a uniied set of cost models and the eeects of training class distribution with respect to these models. Observations from these eeects help us devise a distributed multi-classiier meta-learning approach to learn in domains with skewed class distributions, non-...

A major deficiency in state-of-the-art automatic speech recognition (ASR) systems is the lack of robustness in additive and convolutional noise. The model of auditory perception (PEMO), developed by Dau et al. (1996a) for psychoacoustical purposes, partly overcomes these difficulties when used as a front end for automatic speech recognition. To further improve the performance of this auditory-b...

In this section, we briefly present the formalism we use. This formalism aims at describing the state of a system and its dynamic behaviour in an algebraic framework [DG 94]. It was first introduced in a case study on a formal specification of the embedded safety part of an automatic subway pilot [DM 91], [Dau 92], [DGM 93], in order to cope with the large number of variables whose values made ...

Many factors innuence a learning process and the performance of a learned classiier. In this paper we investigate the eeects of class distribution in the training set on performance. We also study diierent methods of measuring performance based on cost models and the performance eeects of training class distribution with respect to the diierent cost models. Observations from these eeects help u...

Many factors innuence a learning process and the performance of a learned classiier. In this paper we investigate the performance eeects of class distribution in the training set. We also study diierent methods of measuring performance based on cost models and the performance eeects of training class distribution with respect to the diierent cost models. Observations from these eeects help us d...

This paper describes a multi-agent learning approach to adaptation to users' preferences realized by an interface agency. Using a contract-net-based negotiation technique, agents as contractors as well as managers negotiate with each other to pursue the overall goal of dynamic user adaptation. By learning from indirect user feedback, the adjustment of internal credit vectors and the assignment ...

Recent decades have seen a gigantic expansion in the use of credit cards as a true transactional medium. Data mining is rising as one of the chief features of many homeland security\ initiatives. Often, it is used as a means for detecting fraud, assessing risk, as well as product retailing. Data mining is becoming increasingly common in both the private as well as public sectors. Data mining in...

Credit cards and the subsequent payment of credit card debt play a crucial role in e-commerce transactions. While website design effects on trust and e-commerce have been studied, these are usually coarse grained models. A more individualized approach to utilization of online credit card payment services is examined that utilizes personality as measured by the Myers-Briggs personality type asse...