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IOR
2008
103views more  IOR 2008»
15 years 4 months ago
Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation
We consider the risk of a portfolio comprised of loans, bonds, and financial instruments that are subject to possible default. In particular, we are interested in performance meas...
Achal Bassamboo, Sandeep Juneja, Assaf J. Zeevi
EUROPAR
2007
Springer
15 years 8 months ago
Distributed Computation of All Node Replacements of a Minimum Spanning Tree
In many network applications the computation takes place on the minimum-cost spanning tree (MST) of the network; unfortunately, a single link or node failure disconnects the tree. ...
Paola Flocchini, Toni Mesa Enriquez, Linda Pagli, ...
USS
2010
15 years 2 months ago
P4P: Practical Large-Scale Privacy-Preserving Distributed Computation Robust against Malicious Users
In this paper we introduce a framework for privacypreserving distributed computation that is practical for many real-world applications. The framework is called Peers for Privacy ...
Yitao Duan, NetEase Youdao, John Canny, Justin Z. ...
ISORC
1998
IEEE
15 years 8 months ago
An Approach to Distributed Component-Based Real-Time Application Software Development
Component-based software development would allow application software be largely constructed, rather than programmed. This approach would dramatically improve the productivity of ...
Stephen S. Yau, Bing Xia
IPPS
1996
IEEE
15 years 8 months ago
Efficient Run-Time Support for Irregular Task Computations with Mixed Granularities
Many irregular scientific computing problems can be modeled by directed acyclic task graphs (DAGs). In this paper, we present an efficient run-time system for executing general as...
Cong Fu, Tao Yang