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SAC
2002
ACM
13 years 7 months ago
Option pricing under model and parameter uncertainty using predictive densities
The theoretical price of a financial option is given by the expectation of its discounted expiry time payoff. The computation of this expectation depends on the density of the val...
F. Oliver Bunnin, Yike Guo, Yuhe Ren
SAC
2010
ACM
14 years 2 months ago
Botzilla: detecting the "phoning home" of malicious software
Hosts infected with malicious software, so called malware, are ubiquitous in today’s computer networks. The means whereby malware can infiltrate a network are manifold and rang...
Konrad Rieck, Guido Schwenk, Tobias Limmer, Thorst...
MAGS
2008
169views more  MAGS 2008»
13 years 7 months ago
ACVisualizer: A visualization tool for APi-calculus
Process calculi are mathematical tools used for modeling and analyzing the structure and behavior of reactive systems. One such calculus, called APi-calculus (an extension to Pi-ca...
Raheel Ahmad, Shahram Rahimi
SPIN
2007
Springer
14 years 1 months ago
Tutorial: Parallel Model Checking
d Abstract) Luboˇs Brim and Jiˇr´ı Barnat Faculty of Informatics, Masaryk University, Brno, Czech Republic With the increase in the complexity of computer systems, it becomes e...
Lubos Brim, Jiri Barnat
SIGMETRICS
2004
ACM
105views Hardware» more  SIGMETRICS 2004»
14 years 1 months ago
A model of BGP routing for network engineering
The performance of IP networks depends on a wide variety of dynamic conditions. Traffic shifts, equipment failures, planned maintenance, and topology changes in other parts of th...
Nick Feamster, Jared Winick, Jennifer Rexford