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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
JCB
2008
94views more  JCB 2008»
15 years 3 months ago
Prioritize and Select SNPs for Association Studies with Multi-Stage Designs
Large-scale whole genome association studies are increasingly common, due in large part to recent advances in genotyping technology. With this change in paradigm for genetic studi...
Jing Li
129
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DKE
2007
82views more  DKE 2007»
15 years 3 months ago
Eliciting information for product modeling using process modeling
A product model is a formal and structured definition of product information. The most common procedure for defining a product data model is to first describe the business and/...
Ghang Lee, Charles M. Eastman, Rafael Sacks
137
Voted
KER
2008
193views more  KER 2008»
15 years 3 months ago
The 1st international workshop on computational social choice
Computational social choice is a new discipline currently emerging at the interface of social choice theory and computer science. It is concerned with the application of computati...
Ulle Endriss
114
Voted
MANSCI
2008
96views more  MANSCI 2008»
15 years 3 months ago
Staffing of Time-Varying Queues to Achieve Time-Stable Performance
Continuing research by Jennings, Mandelbaum, Massey and Whitt (1996), we investigate methods to perform time-dependent staffing for many-server queues. Our aim is to achieve time-...
Zohar Feldman, Avishai Mandelbaum, William A. Mass...