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IOR
2008
126views more  IOR 2008»
13 years 8 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
WISEC
2010
ACM
14 years 2 months ago
Privacy-preserving computation of benchmarks on item-level data using RFID
Currently, companies are about to optimize their internal processes by monitoring items they handle with Radio Frequency Identification (RFID). However, there is a risk that sens...
Florian Kerschbaum, Nina Oertel, Leonardo Weiss Fe...
RECOMB
2007
Springer
14 years 9 months ago
Improving Inversion Median Computation Using Commuting Reversals and Cycle Information
In the past decade, genome rearrangements have attracted increasing attention from both biologists and computer scientists as a new type of data for phylogenetic analysis. Methods ...
William Arndt, Jijun Tang
GECCO
2005
Springer
136views Optimization» more  GECCO 2005»
14 years 2 months ago
Fitness inheritance for noisy evolutionary multi-objective optimization
This paper compares the performance of anti-noise methods, particularly probabilistic and re-sampling methods, using NSGA2. It then proposes a computationally less expensive appro...
Lam Thu Bui, Hussein A. Abbass, Daryl Essam
TVLSI
2008
126views more  TVLSI 2008»
13 years 8 months ago
Body Bias Voltage Computations for Process and Temperature Compensation
With continued scaling into the sub-90nm regime, the role of process, voltage and temperature (PVT) variations on the performance of VLSI circuits has become extremely important. T...
Sanjay V. Kumar, Chris H. Kim, Sachin S. Sapatneka...