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JORS
2010
134views more  JORS 2010»
13 years 2 months ago
An overview and framework for PD backtesting and benchmarking
In order to manage model risk, financial institutions need to set up validation processes so as to monitor the quality of the models on an ongoing basis. Validation can be conside...
G. Castermans, David Martens, Tony Van Gestel, B. ...
SODA
2010
ACM
160views Algorithms» more  SODA 2010»
14 years 5 months ago
Solving Simple Stochastic Tail Games
Stochastic games are a natural model for open reactive processes: one player represents the controller and his opponent represents a hostile environment. The evolution of the syste...
Hugo Gimbert, Florian Horn
PEPM
2009
ACM
14 years 4 months ago
Self-adjusting computation: (an overview)
Many applications need to respond to incremental modifications to data. Being incremental, such modification often require incremental modifications to the output, making it po...
Umut A. Acar
INEX
2009
Springer
14 years 4 days ago
Overview of the INEX 2009 Ad Hoc Track
This paper gives an overview of the INEX 2009 Ad Hoc Track. The main goals of the Ad Hoc Track were three-fold. The first goal was to investigate the impact of the collection scal...
Shlomo Geva, Jaap Kamps, Miro Lehtonen, Ralf Schen...
CAISE
2000
Springer
13 years 12 months ago
An Overview of RoZ: A Tool for Integrating UML and Z Specifications
This paper presents an approach and a tool to increase specification quality by using a combination of UML and formal languages. Our approach is based on the expression of the UML ...
Sophie Dupuy, Yves Ledru, Monique Chabre-Peccoud