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» Chameleon: Hierarchical Clustering Using Dynamic Modeling
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WWW
2009
ACM
14 years 3 months ago
A general framework for adaptive and online detection of web attacks
Detection of web attacks is an important issue in current defense-in-depth security framework. In this paper, we propose a novel general framework for adaptive and online detectio...
Wei Wang 0012, Florent Masseglia, Thomas Guyet, Re...
WSC
2008
13 years 11 months ago
Connecting the top-down to the bottom-up: Pricing CDO under a Conditional Survival (CS) model
In this paper, we use exact simulation to price CDO under a new dynamic model, the Conditional Survival (CS) model, which provided excellent calibration to both iTraxx tranches an...
Xian Hua Peng, Steven G. Kou
CISS
2008
IEEE
13 years 10 months ago
Portfolio diversification using subspace factorizations
Abstract-- Successful investment management relies on allocating assets so as to beat the stock market. Asset classes are affected by different market dynamics or latent trends. Th...
Ruairi de Frein, Konstantinos Drakakis, Scott Rick...
PLDI
1998
ACM
14 years 28 days ago
Units: Cool Modules for HOT Languages
A module system ought to enable assembly-line programming using separate compilation and an expressive linking language. Separate compilation allows programmers to develop parts o...
Matthew Flatt, Matthias Felleisen
CORR
2011
Springer
221views Education» more  CORR 2011»
13 years 3 months ago
Course on System Design (structural approach)
—The article describes a course on system design (structural approach) which involves the following: issues of systems engineering; structural models; basic technological problem...
Mark Sh. Levin