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PDP
2008
IEEE
14 years 2 months ago
Internet-Scale Simulations of a Peer Selection Algorithm
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...
WSC
2004
13 years 9 months ago
Simulation-Based Pricing of Mortgage-Backed Securities
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...
Jian Chen
IOR
2008
126views more  IOR 2008»
13 years 7 months ago
Fast Simulation of Multifactor Portfolio Credit Risk
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...
Paul Glasserman, Wanmo Kang, Perwez Shahabuddin
ACTAC
2006
100views more  ACTAC 2006»
13 years 7 months ago
Reconstruction of binary matrices from fan-beam projections
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...
Antal Nagy, Attila Kuba
WSC
2008
13 years 10 months ago
Nonlinear process modeling and optimization based on Multiway Kernel Partial Least Squares model
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...
Liqing Di, Zhihua Xiong, XianHui Yang