Sciweavers

WSC
2004
13 years 6 months ago
Simulation of Coherent Risk Measures
In financial risk management, a coherent risk measure equals the maximum expected loss under several different probability measures, which are analogous to systems in ranking and ...
Vadim Lesnevski, Barry L. Nelson, Jeremy Staum
WSC
2004
13 years 6 months ago
Simulating Availability Outlook for E-Commerce Business of Personal Computer Sales
For newly designed or transformed business processes, accurately predicting business performances such as costs and customer services before actual deployment is very important. W...
Young M. Lee
WSC
2004
13 years 6 months ago
On-Demand Computation of Policy Based Routes for Large-Scale Network Simulation
Routing table storage demands pose a significant obstacle for large-scale network simulation. On-demand computation of routes can alleviate those problems for models that do not r...
Michael Liljenstam, David M. Nicol
WSC
2004
13 years 6 months ago
Simulation Model of the Telemedicine Program
The Telemedicine Program was created to provide medical assistance to people living in extreme poverty conditions in Mexico. Through a satellite connection, a physician located in...
Juan Mauricio Lach, Ricardo Manuel Vázquez
WSC
2004
13 years 6 months ago
A Probabilistic Total System Approach to the Simulation of Complex Environmental Systems
GoldSim is a powerful and flexible Windows-based computer program for carrying out probabilistic simulations of complex systems to support management and decisionmaking in enginee...
Rick Kossik, Ian Miller
WSC
2004
13 years 6 months ago
Quasi-Monte Carlo Methods in Finance
We review the basic principles of Quasi-Monte Carlo (QMC) methods, the randomizations that turn them into variancereduction techniques, and the main classes of constructions under...
Pierre L'Ecuyer
WSC
2004
13 years 6 months ago
New Event-driven Sampling Techniques for Network Reliability Estimation
Exactly computing network reliability measures is an NPhard problem. Therefore, Monte Carlo simulation has been frequently used by network designers to obtain accurate estimates. ...
Abdullah Konak, Alice E. Smith, Sadan Kulturel-Kon...