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IOR
2008
103views more  IOR 2008»
13 years 10 months ago
Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation
We consider the risk of a portfolio comprised of loans, bonds, and financial instruments that are subject to possible default. In particular, we are interested in performance meas...
Achal Bassamboo, Sandeep Juneja, Assaf J. Zeevi
IPL
2008
95views more  IPL 2008»
13 years 10 months ago
Optimal point removal in closed-2PM labeling
An optimal labeling where labels are disjoint axis-parallel equal-size squares is called 2PM labeling if the labels have maximum length each attached to its corresponding point on...
Farshad Rostamabadi, Iman Sadeghi, Mohammad Ghodsi...
IJSNET
2006
129views more  IJSNET 2006»
13 years 10 months ago
Emergency guiding and monitoring applications in indoor 3D environments by wireless sensor networks
Recently, wireless sensor networks have been widely discussed in many applications. In this paper, we propose a novel 3D emergency service that aims to guide people to safe places...
Meng-Shiuan Pan, Chia-Hung Tsai, Yu-Chee Tseng
JNW
2008
167views more  JNW 2008»
13 years 10 months ago
Analyzing the ENRON Communication Network Using Agent-Based Simulation
Agent-based modeling, simulation, and network analysis approaches are one of the emergent techniques among soft computing literature. This paper presents an agent-based model for a...
Shinako Matsuyama, Takao Terano
ENTCS
2007
110views more  ENTCS 2007»
13 years 10 months ago
A Bayesian Model for Event-based Trust
The application scenarios envisioned for ‘global ubiquitous computing’ have unique requirements that are often incompatible with traditional security paradigms. One alternativ...
Mogens Nielsen, Karl Krukow, Vladimiro Sassone