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» Monte Carlo Model Checking
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110
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WSC
2007
15 years 4 months ago
Estimating tranche spreads by loss process simulation
A credit derivative is a path dependent contingent claim on the aggregate loss in a portfolio of credit sensitive securities. We estimate the value of a credit derivative by Monte...
Kay Giesecke, Baeho Kim
100
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WSC
2004
15 years 4 months ago
An Importance Sampling Method for Portfolios of Credit Risky Assets
The distribution of possible future losses for a portfolio of credit risky corporate assets, such as bonds or loans, shows strongly asymmetric behavior and a fat tail as the conse...
William J. Morokoff
CORR
2007
Springer
95views Education» more  CORR 2007»
15 years 2 months ago
Parametric Yield Analysis of Mems via Statistical Methods
This paper considers a developing theory on the effects of inevitable process variations during the fabrication of MEMS and other microsystems. The effects on the performance and ...
Shyam Praveen Vudathu, Kishore K. Duganapalli, Rai...
118
Voted
ICASSP
2011
IEEE
14 years 6 months ago
Multidimensional ICA and its performance analysis applied to CMB observations
This paper deals with multidimensional ICA and its performance analysis, applied to cosmological observations. Our purpose is the separation of the cosmic microwave background rad...
Dana Lahat, Jean-François Cardoso, Maude Le...
169
Voted
NAR
2006
71views more  NAR 2006»
15 years 2 months ago
TSEMA: interactive prediction of protein pairings between interacting families
An entire family of methodologies for predicting protein interactions is based on the observed fact that families of interacting proteins tend to have similar phylogenetic trees d...
José M. G. Izarzugaza, David de Juan, Carle...