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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
ATAL
2006
Springer
13 years 11 months ago
Multiagent simulation meets the real world
To realize large scale socially embedded systems, this paper proposes a multiagent-based participatory design that consists of steps called 1) participatory simulation, where scen...
Toru Ishida
ICCV
2007
IEEE
14 years 1 months ago
Automatic Camera Network Localization using Object Image Tracks
Camera networks are being used in more applications as different types of sensor networks are used to instrument large spaces. Here we show a method for localizing the cameras in ...
Marci Meingast, Songhwai Oh, Shankar Sastry
WSC
2007
13 years 10 months ago
Improved simple simulation models for semiconductor wafer factories
Semiconductor wafer fabrication facilities (wafer fabs) are among the most complex production facilities. A large product variety, hundreds of processing steps per product, hundre...
Oliver Rose
ESA
1999
Springer
82views Algorithms» more  ESA 1999»
13 years 12 months ago
Quartet Cleaning: Improved Algorithms and Simulations
A critical step in all quartet methods for constructing evolutionary trees is the inference of the topology for each set of four sequences (i.e. quartet). It is a well–known fact...
Vincent Berry, Tao Jiang, Paul E. Kearney, Ming Li...