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2002
Springer
13 years 7 months ago
Copulae as a new tool in financial modelling
The paper presents an overview of financial applications of copulas. Copulas permit to represent joint distribution functions by splitting the marginal behavior, embedded in the ma...
Elisa Luciano, Marina Marena
PE
2002
Springer
176views Optimization» more  PE 2002»
13 years 7 months ago
Effective bandwidth estimation and testing for Markov sources
This work addresses the resource sharing problem in broadband communication networks that can guarantee some quality of service (QoS), and develops some results about data source ...
Juan Pechiar, Gonzalo Perera, María Simon
SAC
2002
ACM
13 years 7 months ago
A mobility and traffic generation framework for modeling and simulating ad hoc communication networks
We present a generic mobility and traffic generation framework that can be incorporated into a tool for modeling and simulating large scale ad hoc networks. Three components of thi...
Christopher L. Barrett, Madhav V. Marathe, James P...
SOFTWARE
2002
13 years 7 months ago
EROS: A Principle-Driven Operating System from the Ground Up
certain kinds of abstraction that modern operating systems generally include and seek a design that maps directly onto the features that modern hardware implementations provide; ve...
Jonathan S. Shapiro, Norman Hardy
TELSYS
2002
128views more  TELSYS 2002»
13 years 7 months ago
An Evaluation of Shared Multicast Trees with Multiple Cores
Native multicast routing protocols have been built and deployed using two basic types of trees: singlesource, shortest-path trees and shared, core-based trees. Core-based multicas...
Daniel Zappala, Aaron Fabbri, Virginia Mary Lo