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JORS
2010
189views more  JORS 2010»
13 years 4 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
SCP
2000
119views more  SCP 2000»
13 years 9 months ago
Automated compositional Markov chain generation for a plain-old telephone system
Obtaining performance models, like Markov chains and queueing networks, for systems of significant complexity and magnitude is a difficult task that is usually tackled using human...
Holger Hermanns, Joost-Pieter Katoen
EEMMAS
2007
Springer
14 years 4 months ago
Engineering Systems Which Generate Emergent Functionalities
Complexity of near future and even nowadays applications is exponentially increasing. In order to tackle the design of such complex systems, being able to engineer self-organising ...
Marie Pierre Gleizes, Valérie Camps, Jean-P...
IFIP
2004
Springer
14 years 3 months ago
New-HOPLA: A Higher-order Process Language with Name Generation
Abstract This paper introduces new-HOPLA, a concise but powerful language for higherorder nondeterministic processes with name generation. Its origins as a metalanguage for domain ...
Glynn Winskel, Francesco Zappa Nardelli
CC
2001
Springer
150views System Software» more  CC 2001»
14 years 1 months ago
SmartTools: A Generator of Interactive Environments Tools
SmartTools is a development environment generator that provides a structure editor and semantic tools as main features. The well-known visitor pattern technique is commonly used fo...
Isabelle Attali, Carine Courbis, Pascal Degenne, A...