40 search results - page 1 / 8 » Simulating point processes by intensity projection |
WSC
2008
13 years 7 months ago
2008
Point processes with stochastic intensities are ubiquitous in many application areas, including finance, insurance, reliability and queuing. They can be simulated from standard Po...
JCIT
2007
13 years 5 months ago
2007
Many project managers of a large scale project shortened delivery period of his or her projects unwillingly by the request of clients. However, some of them believe there is no dif...
WSC
2007
13 years 7 months ago
2007
A credit derivative is a path dependent contingent claim on the aggregate loss in a portfolio of credit sensitive securities. We estimate the value of a credit derivative by Monte...
CGF
2004
13 years 4 months ago
2004
We present Volume dots (Vots), a new primitive for volumetric data modelling, processing, and rendering. Vots are a point-based representation of volumetric data. An individual Vo...
WSC
2008
13 years 7 months ago
2008
In this paper we develop a two stage algorithm for scheduling call centers with strict SLAs and arrival rate uncertainty. The first cut schedule can be developed in less than a mi...