The abilityto predict the performance of a simulationapplicationbefore its implementationis an important factor to the adoption of parallel simulation technology in industry. Idea...
In this paper we consider the modeling of a selected portion of signal transduction events involved in the angiogenesis process. The detailed model of this process contains a large...
We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
The Washington State Ferries are one of the largest ferry systems in the world. Accidents involving Washington State Ferries are rare events. However, low probability, high conseq...
The RESTART method is a widely applicable simulation technique for the estimation of rare event probabilities. The method is based on the idea to restart the simulation in certain...