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IOR
2008
126views more  IOR 2008»
15 years 2 months ago
Fast Simulation of Multifactor Portfolio Credit Risk
This paper develops rare event simulation methods for the estimation of portfolio credit risk -- the risk of losses to a portfolio resulting from defaults of assets in the portfol...
Paul Glasserman, Wanmo Kang, Perwez Shahabuddin
111
Voted
FDL
2008
IEEE
15 years 9 months ago
VHDL-AMS Implementation of a Numerical Ballistic CNT Model for Logic Circuit Simulation
—This paper introduces a novel numerical carbon nanotube transistor (CNT) modelling approach which brings in a flexible and efficient cubic spline non-linear approximation of t...
Dafeng Zhou, Tom J. Kazmierski, Bashir M. Al-Hashi...
124
Voted
IPPS
2008
IEEE
15 years 9 months ago
Impact of multicores on large-scale molecular dynamics simulations
Processing nodes of the Cray XT and IBM Blue Gene Massively Parallel Processing (MPP) systems are composed of multiple execution units, sharing memory and network subsystems. Thes...
Sadaf R. Alam, Pratul K. Agarwal, Scott S. Hampton...
BPM
2008
Springer
122views Business» more  BPM 2008»
15 years 4 months ago
Correcting Deadlocking Service Choreographies Using a Simulation-Based Graph Edit Distance
Abstract. Many work has been conducted to analyze service choreographies to assert manyfold correctness criteria. While errors can be detected automatically, the correction of defe...
Niels Lohmann
CAISE
2008
Springer
15 years 4 months ago
Modelling, Simulation, and Performance Analysis of Business Processes Involving Ubiquitous Systems
A recent trend in Ubiquitous Computing is that embedded software (e.g. in production machines, wired or wireless networked sensors and actuators, or RFID readers) directly offers W...
Patrik Spieß, Dinh Khoa Nguyen, Ingo Weber, ...