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IOR
2008
126views more  IOR 2008»
13 years 7 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
VISSYM
2007
13 years 9 months ago
Relevance Driven Visualization of Financial Performance Measures
Visual data analysis has received a lot of research interest in recent years, and a wide variety of new visualization techniques and applications have been developed to improve in...
Hartmut Ziegler, Tilo Nietzschmann, Daniel A. Keim
DSRT
2005
IEEE
14 years 1 months ago
Modeling Real-Time Distributed Simulation Message Flow in an Open Network
Understanding the characteristics of information flow in large scale real-time distributed virtual simulations (RT-DVS) is important for the development of network services that a...
Dennis M. Moen, J. Mark Pullen
CCGRID
2008
IEEE
13 years 9 months ago
A Probabilistic Model to Analyse Workflow Performance on Production Grids
Production grids are complex and highly variable systems whose behavior is not well understood and difficult to anticipate. The goal of this study is to estimate the impact of the ...
Tristan Glatard, Johan Montagnat, Xavier Pennec
KDD
2008
ACM
138views Data Mining» more  KDD 2008»
14 years 7 months ago
A visual-analytic toolkit for dynamic interaction graphs
In this article we describe a visual-analytic tool for the interrogation of evolving interaction network data such as those found in social, bibliometric, WWW and biological appli...
Xintian Yang, Sitaram Asur, Srinivasan Parthasarat...