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WSC
2008
15 years 6 months ago
Optimizing portfolio tail measures: Asymptotics and efficient simulation optimization
We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
Sandeep Juneja
GLOBECOM
2007
IEEE
15 years 10 months ago
Priority Collision Resolution - Distributed Coordination Function for Distributed Wireless Networks
— In distributed wireless access networks, the short-term unfairness of IEEE 802.11 Distributed Coordination Function (DCF) has been revealed by many works. In this paper, a modi...
Xiaohui Ye, Xin Liu, S. J. Ben Yoo, Zhi Ding
WSC
2008
15 years 6 months ago
A Pi-calculus formalism for discrete event simulation
This paper presents PiDES, a formalism for discrete event simulation based on Pi-calculus. PiDES provides a rigorous semantics of behavior modeling and coordination for simulation...
Jianrui Wang, Richard A. Wysk
ISBMS
2010
Springer
15 years 6 months ago
Optimization of Case-Specific Vascular Tree Models Based on Vessel Size Imaging
We analyze a problem, which is relevant for physiological modeling of vascular networks: the initialization and optimization of specific, individual models of a functioning vessel ...
Bryn A. Lloyd, Sven Hirsch, Gábor Szé...
ICRA
2008
IEEE
150views Robotics» more  ICRA 2008»
15 years 10 months ago
Rigorously Bayesian range finder sensor model for dynamic environments
— This paper proposes and experimentally validates a Bayesian network model of a range finder adapted to dynamic environments. The modeling rigorously explains all model assumpt...
Tinne De Laet, Joris De Schutter, Herman Bruyninck...