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» A Review of Simulation Optimization Techniques
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IOR
2008
126views more  IOR 2008»
14 years 9 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
CPHYSICS
2006
127views more  CPHYSICS 2006»
14 years 9 months ago
GenAnneal: Genetically modified Simulated Annealing
A modification of the standard Simulated Annealing (SA) algorithm is presented for finding the global minimum of a continuous multidimensional, multimodal function. We report resu...
Ioannis G. Tsoulos, Isaac E. Lagaris
ICCVW
1999
Springer
15 years 2 months ago
Optimization Criteria, Sensitivity and Robustness of Motion and Structure Estimation
The prevailing efforts to study the standard formulation of motion and structure recovery have been recently focused on issues of sensitivity and and robustness of existing techn...
Jana Kosecka, Yi Ma, Shankar Sastry
WSC
2000
14 years 11 months ago
Productivity modeling of semiconductor manufacturing equipment
Optimizing a semiconductor wafer fab requires balancing technology and productivity. Recent work on productivity modeling will be described and focus on discrete event simulation ...
Mark Pool, Robert Bachrach
76
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ICMCS
2007
IEEE
119views Multimedia» more  ICMCS 2007»
15 years 4 months ago
Progress in High Performance Medical Imaging
Medical imaging has made great technological breakthroughs in multimodal acquisition, visualization, and analysis with many complementary image modalities to non-invasively captur...
Casimir A. Kulikowski, Leiguang Gong