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Following the Basel II Accord, with the increased focus on operational risk as an aspect distinct from credit and market risk, quantification of operational risk has been a major challenge for banks. This paper analyzes implications of the advanced measurement approach to estimate the...

Oil economies in the Former Soviet Union (FSU) region, with geographical proximity to each other, are usually impacted by some common risk factors, which make their country risks closely correlated. This paper focuses on correlation between country risks and investigates the spillovers of...

In many applications such as credit risk management, data are represented as high-dimensional feature vectors. It makes the feature selection necessary to reduce the computational complexity, improve the generalization ability and the interpretability. In this paper, we present a novel feature...

Given n terminals in the Euclidean plane and a positive constant l, find a Steiner tree T interconnecting all terminals with the minimum total cost of Steiner points and a specific material used to construct all edges in T such that the Euclidean length of each edge in T is no more than l. In...

We consider a new problem of constructing some required structures in digraphs, where all arcs installed in such required structures are supposed to be cut from some pieces of a specific material of length L. Formally, we consider the model: a digraph D=(V, A; w), a structure S and a specific...

In this paper, a novel hybrid ensemble learning paradigm integrating ensemble empirical mode decomposition (EEMD) and least squares support vector regression (LSSVR) is proposed for nuclear energy consumption forecasting, based on the principle of “decomposition and ensemble”. This hybrid...