4962 search results - page 77 / 993 » Stochastic Model Checking |
DCC
2007
IEEE
14 years 8 months ago
2007
IEEE
We propose a stochastic model for video and compute its information rates. The model has two sources of information representing ensembles of camera motion and visual scene data (...
WSC
2004
13 years 10 months ago
2004
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
JCNS
2000
13 years 8 months ago
2000
In a recent set of modeling studies we have developed a stochastic threshold model of auditory nerve response to single biphasic electrical pulses (Bruce et al., 1999c) and moderat...
IFIP
2005
Springer
14 years 2 months ago
2005
Springer
In this paper we analyze the electricity portfolio problem of a big consumer in a multi-stage stochastic programming framework. Stochasticity enters the model via the uncertain spo...
PC
2008
13 years 9 months ago
2008
We present a multistage model for allocation of financial resources to bond indices in different currencies. The model was tested on historical data of interest and exchange rates...