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» Numerical Analysis on a Quantum Computer
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2002
Springer
13 years 7 months ago
Sharpe style analysis in the msci sector portfolios: a monte carlo integration approach
We examine a decision-theoretic Bayesian framework for the estimation of Sharpe Style portfolio weights of the MSCI sector returns. Following van Dijk and Kloek (1980) an appropri...
George A. Christodoulakis
MOC
2010
13 years 2 months ago
Analysis of a finite PML approximation to the three dimensional elastic wave scattering problem
We consider the application of a perfectly matched layer (PML) technique to approximate solutions to the elastic wave scattering problem in the frequency domain. The PML is viewed ...
James H. Bramble, Joseph E. Pasciak, Dimitar Trene...
VIROLOGY
2010
162views more  VIROLOGY 2010»
13 years 6 months ago
Applied parallel coordinates for logs and network traffic attack analysis
By looking on how computer security issues are handled today, dealing with numerous and unknown events is not easy. Events need to be normalized, abnormal behaviors must be describ...
Sébastien Tricaud, Philippe Saadé
SIGMETRICS
2002
ACM
142views Hardware» more  SIGMETRICS 2002»
13 years 7 months ago
Exact aggregate solutions for M/G/1-type Markov processes
We introduce a new methodology for the exact analysis of M/G/1-type Markov processes. The methodology uses basic, well-known results for Markov chains by exploiting the structure ...
Alma Riska, Evgenia Smirni
WOSP
2000
ACM
14 years 5 days ago
Quantitative system evaluation with DSPNexpress 2000
This paper describes the software package DSPNexpress 2000, a tool for the quantitative evaluation of systems specified in stochastic Petri nets, the Unified Modeling Language (UM...
Christoph Lindemann, Axel Thümmler, Alexander...