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IOR
2008
126views more  IOR 2008»
13 years 9 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
BMCBI
2008
102views more  BMCBI 2008»
13 years 9 months ago
Stability of the core domain of p53: insights from computer simulations
: The tumour suppressor protein p53 protein has a core domain that binds DNA and is the site for most oncogenic mutations. This domain is quite unstable compared to its homologs p...
Arumugam Madhumalar, Derek John Smith, Chandra Ver...
EDBT
2011
ACM
199views Database» more  EDBT 2011»
13 years 1 months ago
Predicting completion times of batch query workloads using interaction-aware models and simulation
A question that database administrators (DBAs) routinely need to answer is how long a batch query workload will take to complete. This question arises, for example, while planning...
Mumtaz Ahmad, Songyun Duan, Ashraf Aboulnaga, Shiv...
ICC
2007
IEEE
137views Communications» more  ICC 2007»
14 years 4 months ago
On the Simulation of Tikhonov Random Processes
Abstract— A novel, simple and efficient method for the generation of Tikhonov (a.k.a. von Mises) random variates is proposed. In the proposed method, circular variates of a pres...
Giuseppe Thadeu Freitas de Abreu
WSC
1998
13 years 11 months ago
Application of Business Process Modeling at Timberland
Process modeling and simulation was introduced to the Timberland Co. in order to help improve the company's increasingly complex and cross-functional business processes. Two ...
Dan Grosz