We discuss efficient Monte Carlo (MC) methods for the estimation of convex risk measures within the portfolio credit risk model CreditMetrics. Our focus lies on the Utilitybased ...
Regulations and policies regarding Electronic Health Information (EHI) are increasingly complex. Federal and State policy makers have called for both education to increase stakeho...
Peifung E. Lam, John C. Mitchell, Andre Scedrov, S...
Suppose that there are a number of alternative ways of operating a system, and a performance measure is available for comparing them. Simulation runs can be carried out to estimat...
Abstract. Recently, there is an explosive development of fluid approaches to computer and distributed systems. These approaches are inherently stochastic and generate continuous st...
We propose regression modeling as an efficient approach for accurately predicting performance and power for various applications executing on any microprocessor configuration in a...