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On the assumption that traditional research methods adopts normal distribution which leads to the VaR estimation deviation. This paper utilizes POT model of extreme value theory, and GPD distribution which can give more accurate description on tail distribution of benefits of financial products. Comparing with traditional research methods, extreme theory can make fully use of historical data, and...
The sharing of data has been proven beneficial in data mining applications. However, privacy regulations and other privacy concerns may prevent data owners from sharing information for data analysis. To resolve this challenging problem, data owners must design a solution that meets privacy requirements and guarantees valid data clustering results. To achieve this dual goal, we introduce a new method...
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