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