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» Dependence Modeling for Stochastic Simulation
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ATAL
2008
Springer
15 years 5 months ago
Reusing models in multi-agent simulation with software components
on models are abstract representations of systems one wants to study through computer simulation. In multiagent based simulation, such models usually represent agents and their re...
Paulo Salem da Silva, Ana Cristina Vieira de Melo
130
Voted
WSC
2001
15 years 5 months ago
Case study in modeling and simulation validation methodology
The military develops simulations to analyze nearly every aspect of defense. How accurate are these simulations and to what extent do they produce dependable results? Most guidanc...
Scott D. Simpkins, Eugene P. Paulo, Lyn R. Whitake...
127
Voted
FCCM
2008
IEEE
205views VLSI» more  FCCM 2008»
15 years 10 months ago
Credit Risk Modelling using Hardware Accelerated Monte-Carlo Simulation
The recent turmoil in global credit markets has demonstrated the need for advanced modelling of credit risk, which can take into account the effects of changing economic condition...
David B. Thomas, Wayne Luk
139
Voted
SPRINGSIM
2007
15 years 4 months ago
Studying the impact of web-services implementation of distributed simulation of DEVS and Cell-DEVS models
DEVS is a Modeling and Simulation formalism that has been used to study the dynamics of discrete event systems. Cell-DEVS is a DEVS-based formalism that defines the cell space as ...
Rami Madhoun, Gabriel A. Wainer
124
Voted
IOR
2008
126views more  IOR 2008»
15 years 3 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