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...
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...
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...
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 ...
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...