123 search results - page 18 / 25 » Monte Carlo and discrete-event simulations in C and R |
EOR
2010
13 years 7 months ago
2010
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...
SIAMNUM
2010
13 years 2 months ago
2010
Abstract. In this article a stochastic particle system approximation to the parametric sensitivity in the Smoluchowski coagulation equation is introduced. The parametric sensitivit...
NOMS
2008
IEEE
14 years 1 months ago
2008
IEEE
—In this paper∗ , we devise a novel method for bottleneck analysis of UDP networks based on the concept of network utility maximization. To determine the losses on the links in...
KDD
2009
ACM
14 years 2 months ago
2009
ACM
Anomalous windows are the contiguous groupings of data points. In this paper, we propose an approach for discovering anomalous windows using Scan Statistics for Linear Intersectin...
PRL
2006
13 years 7 months ago
2006
This paper presents a partitional dynamic clustering method for interval data based on adaptive Hausdorff distances. Dynamic clustering algorithms are iterative two-step relocatio...