Point processes with stochastic intensities are ubiquitous in many application areas, including finance, insurance, reliability and queuing. They can be simulated from standard Po...
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...
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...
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...
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...