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» Monte Carlo simulation in financial engineering
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WSC
2004
13 years 8 months ago
Modeling and Simulation of Consumer Credit Originations Processes
Staffing decisions in a consumer credit origination environment have a significant impact on the financial institution's costs as well as customer service levels. Staff resou...
Hung-Nan Chen, Jihong Jin, Geetha Rajavelu, Charle...
CCE
2010
13 years 4 months ago
Multi-scale methods and complex processes: A survey and look ahead
AbstrAct A comprehensive overview of numerical methodologies currently available for analyzing and building understanding of complex processes is presented. Both equation-free and ...
Angelo Lucia
CORR
2008
Springer
107views Education» more  CORR 2008»
13 years 7 months ago
A Computational Framework for the Near Elimination of Spreadsheet Risk
We present Risk Integrated's Enterprise Spreadsheet Platform (ESP), a technical approach to the near-elimination of spreadsheet risk in the enterprise computing environment, ...
Yusuf Jafry, Fredrika Sidoroff, Roger Chi
WSC
2008
13 years 9 months ago
Generating artificial populations using a multi-level fuzzy inference engine
The design of complex artificial populations is the first step in simulating evolution during the time span of socioeconomic variables as the family income. In this paper, a new h...
Carlos R. Garcia-Alonso, Gabriel M. Perez-Alcala
IPPS
2010
IEEE
13 years 5 months ago
On the parallelisation of MCMC by speculative chain execution
Abstract--The increasing availability of multi-core and multiprocessor architectures provides new opportunities for improving the performance of many computer simulations. Markov C...
Jonathan M. R. Byrd, Stephen A. Jarvis, Abhir H. B...