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EOR
2010
125views more  EOR 2010»
15 years 4 months ago
Efficient estimation of large portfolio loss probabilities in t-copula models
We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...
Joshua C. C. Chan, Dirk P. Kroese
CORR
2007
Springer
110views Education» more  CORR 2007»
15 years 4 months ago
AMIE: An annotation model for information research
The objective of most users for consulting any information database, information warehouse or the internet is to resolve one problem or the other. Available online or offline anno...
Charles A. Robert, David Amos
ICMCS
2006
IEEE
121views Multimedia» more  ICMCS 2006»
15 years 10 months ago
Packet Loss Modeling for Perceptually Optimized 3D Transmission
Transmissions over wireless and other unreliable networks can lead to packet loss. An area that has received limited research attention is how to tailor multimedia information tak...
Irene Cheng, Lihang Ying, Anup Basu
CSB
2005
IEEE
130views Bioinformatics» more  CSB 2005»
15 years 10 months ago
iSimBioSys: An "In Silico" Discrete Event Simulation Framework for Modeling Biological Systems
The genome projects have provided comprehensive information about the basic building blocks of life. The next challenge is to understand how biological functions emerge from compl...
Samik Ghosh, Preetam Ghosh, Kalyan Basu, Sajal K. ...
FPLAY
2008
15 years 6 months ago
Using conflict theory to model complex societal interactions
Conflict theory can be used to explain the interactions between societies during times of turmoil and change (i.e. revolutions, strikes or everyday debates). Games have been produ...
Ben Medler, Joe Fitzgerald, Brian Magerko