407 search results - page 38 / 82 » Monte Carlo simulation approach to stochastic programming |
165
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WSC
2004
15 years 7 months ago
2004
Credit risk analysis for portfolios containing CDO tranches is a challenging task for risk managers. We propose here a basis function approach for CDO tranche valuation and portfo...
150
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ASPDAC
1999
ACM
15 years 10 months ago
1999
ACM
In the past two decades, the simulated annealing technique has been considered as a powerful approach to handle many NP-hard optimization problems in VLSI designs. Recently, a new...
182
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TCAD
2008
15 years 6 months ago
2008
We present an efficient optimization scheme for gate sizing in the presence of process variations. Our method is a worst-case design scheme, but it reduces the pessimism involved i...
128
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WSC
1997
15 years 7 months ago
1997
We investigate the problem of deriving precision estimates for bootstrap quantities. The one major stipulation is that no further bootstrapping will be allowed. In 1992, Efron der...
345
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SAC
2011
ACM
14 years 9 months ago
2011
ACM
Slice sampling provides an easily implemented method for constructing a Markov chain Monte Carlo (MCMC) algorithm. However, slice sampling has two major drawbacks: (i) it requires...