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WSC
2008
14 years 29 days ago
Connecting the top-down to the bottom-up: Pricing CDO under a Conditional Survival (CS) model
In this paper, we use exact simulation to price CDO under a new dynamic model, the Conditional Survival (CS) model, which provided excellent calibration to both iTraxx tranches an...
Xian Hua Peng, Steven G. Kou
BIRTHDAY
2005
Springer
14 years 19 days ago
A Mobility Calculus with Local and Dependent Types
Abstract. We introduce an ambient-based calculus that combines ambient mobility with process mobility, uses group names to collect ambients with homologous features, and exploits c...
Mario Coppo, Federico Cozzi, Mariangiola Dezani-Ci...
DLS
2008
165views Languages» more  DLS 2008»
14 years 13 days ago
Filtered dispatch
Predicate dispatching is a generalized form of dynamic dispatch, which has strong limitations when arbitrary predicates of the underlying base language are used. Unlike classes, w...
Pascal Costanza, Charlotte Herzeel, Jorge Vallejos...
CATS
2007
14 years 3 days ago
Planning with Time Limits in BDI Agent Programming Languages
This paper provides a theoretical basis for performing time limited planning within Belief-Desire-Intention (BDI) agents. The BDI agent architecture is recognised as one of the mo...
Lavindra de Silva, Anthony Dekker, James Harland
EMNLP
2007
14 years 3 days ago
Tree Kernel-Based Relation Extraction with Context-Sensitive Structured Parse Tree Information
This paper proposes a tree kernel with contextsensitive structured parse tree information for relation extraction. It resolves two critical problems in previous tree kernels for r...
Guodong Zhou, Min Zhang, Dong-Hong Ji, Qiaoming Zh...