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IS
2011
13 years 4 months ago
Similarity of business process models: Metrics and evaluation
—It is common for large and complex organizations to maintain repositories of business process models in order to document and to continuously improve their operations. Given suc...
Remco M. Dijkman, Marlon Dumas, Boudewijn F. van D...
WSC
2004
13 years 10 months ago
Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
Mark Broadie, Özgür Kaya
ADVAI
2010
110views more  ADVAI 2010»
13 years 3 months ago
Using Genetic Algorithms to Represent Higher-Level Planning in Simulation Models of Conflict
The focus of warfare has shifted from the Industrial Age to the Information Age, as encapsulated by the term Network Enabled Capability. This emphasises information sharing, comma...
James Moffat, Susan Fellows
CVDB
2004
ACM
14 years 2 months ago
Event-Based Modeling and Processing of Digital Media
Capture, processing, and assimilation of digital media-based information such as video, images, or audio requires a unified framework within which signal processing techniques and...
Rahul Singh, Zhao Li, Pilho Kim, Derik Pack, Rames...
WSC
2004
13 years 10 months ago
Stochastic Petri Nets for Modelling and Simulation
Stochastic Petri nets (SPNs) have proven to be a powerful and enduring graphically-oriented framework for modelling and performance analysis of complex systems. This tutorial focu...
Peter J. Haas