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2002
Springer
13 years 8 months ago
Copulae as a new tool in financial modelling
The paper presents an overview of financial applications of copulas. Copulas permit to represent joint distribution functions by splitting the marginal behavior, embedded in the ma...
Elisa Luciano, Marina Marena
DATE
2008
IEEE
121views Hardware» more  DATE 2008»
14 years 2 months ago
A Bridging Fault Model Where Undetectable Faults Imply Logic Redundancy
We define a robust fault model as a model where the existence of an undetectable fault implies the existence of logic redundancy, or more generally, a suboptimality in the synthe...
Irith Pomeranz, Sudhakar M. Reddy
WSC
2004
13 years 9 months ago
Modeling Real-World Control Systems: Beyond Hybrid Systems
Hybrid system modeling refers to the construction of system models combining both continuous and discrete dynamics. These models can greatly reduce the complexity of a phystem mod...
Stephen Neuendorffer
FM
2003
Springer
88views Formal Methods» more  FM 2003»
14 years 1 months ago
A Semantic Foundation for TCOZ in Unifying Theories of Programming
Abstract. UnifyingTheoriesofProgramming(UTP)canprovideaformalsemantic foundation not only for programming languages but also for more expressive specification languages. We believ...
Shengchao Qin, Jin Song Dong, Wei-Ngan Chin
ASPDAC
2007
ACM
156views Hardware» more  ASPDAC 2007»
14 years 9 days ago
PLLSim - An Ultra Fast Bang-Bang Phase Locked Loop Simulation Tool
- This paper presents a simulation tool targeted specifically at bang-bang type phase locked loop systems. The aim of this simulator is to quickly and accurately predict important ...
Michael Chan, Adam Postula, Yong Ding