1530 search results - page 61 / 306 » Monte-Carlo simulation balancing |
WSC
2004
13 years 11 months ago
2004
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...
CSC
2006
13 years 11 months ago
2006
This paper reports that in parallel Monte-Carlo simulations of the 2D Ising-Model, commonly used pseudo-random number generators (PRNG) lead to manifestly erroneous results. When ...
WSC
2004
13 years 11 months ago
2004
Forecasting is of prime importance for accuracy in decision making. For data sets containing high autocorrelations, failure to account for temporal dependence will result in poor ...
WSC
2004
13 years 11 months ago
2004
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...
TKDE
2012
12 years 10 days ago
2012
— We study the problem of assigning subscribers to brokers in a wide-area content-based publish/subscribe system. A good assignment should consider both subscriber interests in t...