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IOR
2008
103views more  IOR 2008»
13 years 8 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
IJCNN
2006
IEEE
14 years 2 months ago
Small-catchment flood forecasting and drainage network extraction using computational intelligence
— Forecast, detection and warning of severe weather and related hydro-geological risks is becoming one of the major issues for civil protection. The use of computational intellig...
Erika Coppola, Barbara Tomassetti, Marco Verdecchi...
IPPS
2008
IEEE
14 years 3 months ago
ContinuStreaming: Achieving high playback continuity of Gossip-based Peer-to-Peer streaming
Gossip-based Peer-to-Peer(P2P) streaming has been proved to be an effective and resilient method to stream qualified media contents in dynamic and heterogeneous network environme...
Zhenhua Li, Jiannong Cao, Guihai Chen
CODES
2007
IEEE
14 years 3 months ago
Three-dimensional multiprocessor system-on-chip thermal optimization
3D stacked wafer integration has the potential to improve multiprocessor system-on-chip (MPSoC) integration density, performance, and power efficiency. However, the power density...
Chong Sun, Li Shang, Robert P. Dick
CCGRID
2005
IEEE
14 years 2 months ago
Mapping DAG-based applications to multiclusters with background workload
Before an application modelled as a Directed Acyclic Graph (DAG) is executed on a heterogeneous system, a DAG mapping policy is often enacted. After mapping, the tasks (in the DAG...
Ligang He, Stephen A. Jarvis, Daniel P. Spooner, D...