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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
KDD
2008
ACM
147views Data Mining» more  KDD 2008»
14 years 8 months ago
Mobile call graphs: beyond power-law and lognormal distributions
We analyze a massive social network, gathered from the records of a large mobile phone operator, with more than a million users and tens of millions of calls. We examine the distr...
Mukund Seshadri, Sridhar Machiraju, Ashwin Sridhar...
ASPDAC
2006
ACM
102views Hardware» more  ASPDAC 2006»
14 years 1 months ago
An O(mn) time algorithm for optimal buffer insertion of nets with m sinks
— Buffer insertion is an effective technique to reduce interconnect delay. In this paper, we give a simple O(mn) time algorithm for optimal buffer insertion, where m is the numbe...
Zhuo Li, Weiping Shi
MOBILIGHT
2010
13 years 5 months ago
TOA Estimation in UWB: Comparison between Time and Frequency Domain Processing
Abstract. A comparison between time and frequency domain TOA estimators compliant with the 802.15.4a Standard has been made. The time domain estimator is done in two stages. One ha...
Eva Lagunas, Lorenzo Taponecco, Montse Nája...
POPL
2008
ACM
14 years 7 months ago
Lightweight semiformal time complexity analysis for purely functional data structures
Okasaki and others have demonstrated how purely functional data structures that are efficient even in the presence of persistence can be constructed. To achieve good time bounds e...
Nils Anders Danielsson