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FS
2006
87views more  FS 2006»
13 years 8 months ago
Generic market models
Abstract. Currently, there are two market models for valuation and risk management of interest rate derivatives, the LIBOR and swap market models. We introduce arbitrage-free const...
Raoul Pietersz, Marcel van Regenmortel
IEEECIT
2010
IEEE
13 years 7 months ago
Selective and Early Threat Detection in Large Networked Systems
—The complexity of modern networked information systems, as well as all the defense-in-depth best practices, require distributed intrusion detection architectures relying on the ...
Michele Colajanni, Mirco Marchetti, Michele Messor...
MSOM
2010
77views more  MSOM 2010»
13 years 6 months ago
To Wave or Not to Wave? Order Release Policies for Warehouses with an Automated Sorter
Wave-based release policies are prevalent in warehouses with an automated sorter, and take different forms depending on how much waves overlap and whether the sorter is split for...
Jérémie Gallien, Théophane We...
SAFECOMP
2010
Springer
13 years 6 months ago
Computational Concerns in the Integration of Unmanned Airborne Systems into Controlled Airspace
Unmanned Airborne Systems (UAS) offer significant benefits for long duration missions. They can also be used in situations where it is inappropriate to expose aircrew to increased ...
Christopher W. Johnson
SEMWEB
2010
Springer
13 years 6 months ago
Experience of Using OWL Ontologies for Automated Inference of Routine Pre-operative Screening Tests
We describe our experience of designing and implementing a knowledge-based pre-operative assessment decision support system. We developed the system using semantic web technology, ...
Matt-Mouley Bouamrane, Alan L. Rector, Martin Hurr...