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...
We analyse and compare the complexity of several algorithms for computing modular polynomials. We show that an algorithm relying on floating point evaluation of modular functions...
Purpose – This paper2 discusses the new scientific search service Google Scholar (GS). This search engine, intended for searching exclusively scholarly documents, will be descri...
— Franceschetti et al. [1] have recently shown that per-node throughput in an extended (i.e., geographically expanding), ad hoc wireless network with Θ(n) randomly distributed n...
Awlok Josan, Mingyan Liu, David L. Neuhoff, S. San...
In the paper we combine a Bayesian Network model for encoding forensic evidence during a given time interval with a Hidden Markov Model (EBN-HMM) for tracking and predicting the de...
Olivier Y. de Vel, Nianjun Liu, Terry Caelli, Tib&...