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...
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...
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...
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...
—The article describes a course on system design (structural approach) which involves the following: issues of systems engineering; structural models; basic technological problem...