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EOR
2010
125views more  EOR 2010»
13 years 7 months ago
Efficient estimation of large portfolio loss probabilities in t-copula models
We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...
Joshua C. C. Chan, Dirk P. Kroese
IOR
2008
103views more  IOR 2008»
13 years 7 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
HICSS
2010
IEEE
166views Biometrics» more  HICSS 2010»
13 years 11 months ago
VrtProf: Vertical Profiling for System Virtualization
As data centers and end users become increasingly reliant on virtualization technology, more efficient and accurate methods of profiling such systems are needed. However, under vir...
Hussam Mousa, Kshitij Doshi, Timothy Sherwood, ElM...
COMPUTER
2006
92views more  COMPUTER 2006»
13 years 7 months ago
The Moment Camera
more abstract realms of Impressionism, and more pure Abstraction. The camera, although capable of capturing instants in time, cannot on its own--except in rare instances--truly rec...
Michael F. Cohen, Richard Szeliski
ASPLOS
2000
ACM
13 years 12 months ago
Architecture and design of AlphaServer GS320
This paper describes the architecture and implementation of the AlphaServer GS320, a cache-coherent non-uniform memory access multiprocessor developed at Compaq. The AlphaServer G...
Kourosh Gharachorloo, Madhu Sharma, Simon Steely, ...