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WSC
2004
13 years 10 months ago
Tutorial on Portfolio Credit Risk Management
The distribution of possible future losses for a portfolio of credit risky corporate assets, such as bonds or loans, shows strongly asymmetric behavior and a fat tail as the conse...
William J. Morokoff
WSC
2004
13 years 10 months ago
Data and Metadata Requirements for Composable Mission Space Environments
Composability is the capability to select and assemble reusable simulation components in various combinations into simulation systems to meet user requirements. The Defense Modeli...
Katherine L. Morse
WSC
1998
13 years 10 months ago
Identifying Important Factors in Deterministic Investment Problems Using Design of Experiments
For large investment projects sensitivity analysis is an important tool to determine which factors need further analysis and/or can jeopardize the future of a project. In practice...
Willem J. H. Van Groenendaal, Jack P. C. Kleijnen
WSC
1997
13 years 10 months ago
A Demonstration of the Integrated Supportability Analysis and Cost System (ISACS+)
This paper describes the Integrated Supportability Analysis and Cost System (ISACS+) and the features which will be demonstrated. ISACS+ is a distributed, client/server system for...
Helena L. Weaks, James D. Barrett
ICCS
2005
Springer
14 years 2 months ago
A Dynamic Data Driven Grid System for Intra-operative Image Guided Neurosurgery
Abstract. In the future, advanced biomechanical simulations of brain deformation during surgery will require access to multi-teraflop parallel hardware, supporting operating room i...
Amitava Majumdar, Adam Birnbaum, Dong Ju Choi, Abh...