The match between a peer-to-peer overlay and the physical Internet infrastructure is a constant issue. Time-constrained peer-to-peer applications such as live streaming systems ar...
Ali Boudani, Yiping Chen, Gilles Straub, Gwendal S...
Mortgage-Backed-Securities (MBS), as the largest investment class of fixed income securities, have always been hard to price. Because of the following reasons, normal numerical me...
This paper develops rare event simulation methods for the estimation of portfolio credit risk -- the risk of losses to a portfolio resulting from defaults of assets in the portfol...
The problem of the reconstruction of binary matrices from their fan-beam projections is investigated here. A fan-beam projection model is implemented and afterwards employed in sy...
MKPLS (Multiway Kernel Partial Least Squares) methods are used to model the batch processes from process operational data. To improve the optimization performance, a batch-to-batc...