Monte Carlo simulation can be readily applied to asset pricing problems with multiple state variables and possible path dependencies because convergence of Monte Carlo methods is ...
We present a discrete simulation model for software projects which explicitly takes a scheduling strategy as input. The model represents varying staff skill levels, component coup...
Proposed and developed is the language Service Composition (SC) CoJava, which extends the programming language Java with (1) a modular service composition framework; (2) an extens...
We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
Cache locality optimization is an efficient way for reducing the idle time of modern processors in waiting for needed data. This kind of optimization can be achieved either on the...