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JORS
2010
189views more  JORS 2010»
13 years 3 months ago
Monte Carlo scenario generation for retail loan portfolios
Monte Carlo simulation is a common method for studying the volatility of market traded instruments. It is less employed in retail lending, because of the inherent nonlinearities in...
J. L. Breeden, D. Ingram
SIAMIS
2010
141views more  SIAMIS 2010»
13 years 3 months ago
Optimization by Stochastic Continuation
Simulated annealing (SA) and deterministic continuation are well-known generic approaches to global optimization. Deterministic continuation is computationally attractive but produ...
Marc C. Robini, Isabelle E. Magnin
TIM
2010
168views Education» more  TIM 2010»
13 years 3 months ago
Thermal Event Recognition Applied to Protection of Tokamak Plasma-Facing Components
Magnetic confinement fusion tokamaks are complex devices where a large amount of power is required to make the fusion reactions happen. In such experimental conditions, Plasma Faci...
Vincent Martin, Jean-Marcel Travere, Franço...
TIT
2010
156views Education» more  TIT 2010»
13 years 3 months ago
Bandwidth and power allocation for cooperative strategies in Gaussian relay networks
Abstract-- In a relay network with a single sourcedestination pair, we examine the achievable rates with amplifyand-forward (AF) relaying strategy. Motivated by applications in sen...
Ivana Maric, Roy D. Yates
TMM
2010
194views Management» more  TMM 2010»
13 years 3 months ago
Modeling Flickr Communities Through Probabilistic Topic-Based Analysis
Abstract--With the increased presence of digital imaging devices, there also came an explosion in the amount of multimedia content available online. Users have transformed from pas...
Radu Andrei Negoescu, Daniel Gatica-Perez