The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
Abstract-- This paper introduces a deterministic approximation algorithm with error guarantees for computing the probability of propositional formulas over discrete random variable...
Abstract. Given a simple n-sided polygon in the plane with a boundary partitioned into subchains some of which are convex and colored, we consider the following problem: Which is t...
Existing Full-wave Model Order Reduction (FMOR) approaches are based on Expanded Taylor Series Approximations (ETAS) of the oscillatory full-wave system matrix. The accuracy of su...
Abstract. This paper presents algorithms whose input is an undirected graph, and whose output is a tree decomposition of width that approximates the optimal, the treewidth of that ...