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EOR
2010
125views more  EOR 2010»
15 years 4 months ago
Efficient estimation of large portfolio loss probabilities in t-copula models
We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...
Joshua C. C. Chan, Dirk P. Kroese
143
Voted
DSN
2004
IEEE
15 years 8 months ago
Robust Aggregation Protocols for Large-Scale Overlay Networks
Aggregation refers to a set of functions that provide global information about a distributed system. These functions operate on numeric values distributed over the system and can ...
Alberto Montresor, Márk Jelasity, Özal...
171
Voted
SAB
2004
Springer
198views Optimization» more  SAB 2004»
15 years 10 months ago
A Review of Probabilistic Macroscopic Models for Swarm Robotic Systems
Abstract. In this paper, we review methods used for macroscopic modeling and analyzing collective behavior of swarm robotic systems. Although the behavior of an individual robot in...
Kristina Lerman, Alcherio Martinoli, Aram Galstyan
SAC
2006
ACM
15 years 10 months ago
Proactive resilience through architectural hybridization
In a recent work, we have shown that it is not possible to dependably build any type of distributed f fault or intrusiontolerant system under the asynchronous model. This result f...
Paulo Sousa, Nuno Ferreira Neves, Paulo Verí...
178
Voted
CASES
2004
ACM
15 years 10 months ago
Analytical computation of Ehrhart polynomials: enabling more compiler analyses and optimizations
Many optimization techniques, including several targeted specifically at embedded systems, depend on the ability to calculate the number of elements that satisfy certain conditio...
Sven Verdoolaege, Rachid Seghir, Kristof Beyls, Vi...