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Article
Open AccessMultimodal classification of Alzheimer's disease and mild cognitive impairment using custom MKSCDDL kernel over CNN with transparent decision-making for explainable diagnosis
The study presents an innovative diagnostic framework that synergises Convolutional Neural Networks (CNNs) with a Multi-feature Kernel Supervised within-class-similar Discriminative Dictionary Learning (MKSCDD...
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Chapter and Conference Paper
Machine Learning in Nested Simulations Under Actuarial Uncertainty
The Solvency II directive states that in order to be solvent the insurance undertakings must to hold eligible own funds covering the Solvency Capital Requirement (SCR), which is defined as the Value-at-Risk of...
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Chapter and Conference Paper
Optimal Partitioning of LLC in CAT-enabled CPUs to Prevent Side-Channel Attacks
Over the last years, timing channels that exploit resources shared at the microarchitectural level have attracted a lot of attention. The majority of such side-channel attacks target CPU caches. Cache-based si...
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Chapter
Tuning a Deep Learning Network for Solvency II: Preliminary Results
Under the Solvency II Directive, insurance and reinsurance undertakings are required to perform continuous monitoring of risks and market consistent valuation of assets and liabilities. Solvency II application...
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Article
Relevant applications of Monte Carlo simulation in Solvency II
The definition of solvency for insurance companies, within the European Union, is currently being revised as part of Solvency II Directive. The new definition induces revolutionary changes in the logic of cont...
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Chapter and Conference Paper
Performance Analysis of an Hybrid MPI/OpenMP ALM Software for Life Insurance Policies on Multi-core Architectures
The application of new insurance and reinsurance regulation introduced by the European Directive 2009/138 (Solvency II) [4] leads to a complex valuation process to assess risks and determine the overall solven...
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Chapter
Financial Evaluation of Life Insurance Policies in High Performance Computing Environments
The European Directive Solvency II has increased the request of stochastic asset–liability management models for insurance undertakings. The Directive has established that insurance undertakings can develop th...
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Chapter and Conference Paper
Measuring Default Risk in a Parallel ALM Software for Life Insurance Portfolios
In this paper we investigate the computational issues in the use of a stochastic model – the doubly stochastic intensity default model – to measure default risk in the development of “internal models”, according ...
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Article
Transglutaminase activity is related to CAG repeat length in patients with Huntington’s disease
Huntington’s disease (HD) is a neurodegenerative disorder associated with CAG repeat expansion. We measured transglutaminase (TGase) activity in lymphocytes from 35 HD patients and from healthy individuals to...
