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IOR
2008
126views more  IOR 2008»
13 years 8 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
JAIR
2008
108views more  JAIR 2008»
13 years 8 months ago
A Multiagent Approach to Autonomous Intersection Management
Artificial intelligence research is ushering in a new era of sophisticated, mass-market transportation technology. While computers can already fly a passenger jet better than a tr...
Kurt M. Dresner, Peter Stone
CORR
2007
Springer
130views Education» more  CORR 2007»
13 years 8 months ago
An Autonomous Distributed Admission Control Scheme for IEEE 802.11 DCF
Admission control as a mechanism for providing QoS requires an accurate description of the requested flow as well as already admitted flows. Since 802.11 WLAN capacity is shared...
Preetam Patil, Varsha Apte
JACM
2006
99views more  JACM 2006»
13 years 8 months ago
Finding a maximum likelihood tree is hard
Abstract. Maximum likelihood (ML) is an increasingly popular optimality criterion for selecting evolutionary trees [Felsenstein 1981]. Finding optimal ML trees appears to be a very...
Benny Chor, Tamir Tuller
JCB
2006
107views more  JCB 2006»
13 years 8 months ago
Protein Image Alignment via Piecewise Affine Transformations
Abstract We present a new approach for aligning families of 2D gels. Instead of choosing one of the gels as reference and performing pairwise alignment, we construct an ideal gel t...
Florian A. Potra, Xing Liu, Françoise Seill...
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