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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
ITIIS
2008
151views more  ITIIS 2008»
14 years 9 months ago
Bandwidth Management of WiMAX Systems and Performance Modeling
WiMAX has been introduced as a competitive alternative for metropolitan broadband wireless access technologies. It is connection oriented and it can provide very high data rates, ...
Yue Li, Jianhua He, Weixi Xing
CONCURRENCY
2007
118views more  CONCURRENCY 2007»
14 years 9 months ago
Design and implementation issues for distributed CCA framework interoperability
Component frameworks, including those that support the Common Component Architecture (CCA), represent a promising approach to addressing this challenge, one that is being realized...
Madhusudhan Govindaraju, Michael J. Lewis, Kenneth...
JAIR
2008
102views more  JAIR 2008»
14 years 9 months ago
An Ordinal Bargaining Solution with Fixed-Point Property
Shapley's impossibility result indicates that the two-person bargaining problem has no non-trivial ordinal solution with the traditional game-theoretic bargaining model. Alth...
Dongmo Zhang, Yan Zhang
JAIR
2008
108views more  JAIR 2008»
14 years 9 months ago
A Multiagent Approach to Autonomous Intersection Management
Artificial intelligence research is ushering in a new era of sophisticated, mass-market transportation technology. While computers can already fly a passenger jet better than a tr...
Kurt M. Dresner, Peter Stone
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