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IOR
2008
126views more  IOR 2008»
13 years 9 months ago
Fast Simulation of Multifactor Portfolio Credit Risk
This paper develops rare event simulation methods for the estimation of portfolio credit risk -- the risk of losses to a portfolio resulting from defaults of assets in the portfol...
Paul Glasserman, Wanmo Kang, Perwez Shahabuddin
ITIIS
2008
151views more  ITIIS 2008»
13 years 9 months ago
Bandwidth Management of WiMAX Systems and Performance Modeling
WiMAX has been introduced as a competitive alternative for metropolitan broadband wireless access technologies. It is connection oriented and it can provide very high data rates, ...
Yue Li, Jianhua He, Weixi Xing
CONSTRAINTS
2007
112views more  CONSTRAINTS 2007»
13 years 9 months ago
Maxx: Test Pattern Optimisation with Local Search Over an Extended Logic
In the ECAD area, the Test Generation (TG) problem consists in finding an input vector test for some possible diagnosis (a set of faults) of a digital circuit. Such tests may have ...
Francisco Azevedo
JACM
2008
91views more  JACM 2008»
13 years 9 months ago
On the minimization of XPath queries
XML queries are usually expressed by means of XPath expressions identifying portions of the selected documents. An XPath expression defines a way of navigating an XML tree and ret...
Sergio Flesca, Filippo Furfaro, Elio Masciari
JAIR
2008
102views more  JAIR 2008»
13 years 9 months ago
An Ordinal Bargaining Solution with Fixed-Point Property
Shapley's impossibility result indicates that the two-person bargaining problem has no non-trivial ordinal solution with the traditional game-theoretic bargaining model. Alth...
Dongmo Zhang, Yan Zhang
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