We discuss efficient Monte Carlo (MC) methods for the estimation of convex risk measures within the portfolio credit risk model CreditMetrics. Our focus lies on the Utilitybased ...
One of the simplest creative act is the invention of a new word that captures some characteristics of objects or processes, for example industrial or software products, activity of...
The whole computer hardware industry embraced multicores. For these machines, the extreme optimisation of sequential algorithms is no longer sufficient to squeeze the real machine ...
Marco Aldinucci, Salvatore Ruggieri, Massimo Torqu...
We study an extension of the precedence constrained knapsack problem where the knapsack can be filled in multiple periods. This problem is known in the mining industry as the open...
Eduardo Moreno, Daniel G. Espinoza, Marcos Goycool...
Traditional auctions such as the English and first-price sealed-bid auctions have been adopted as another tool for procurement negotiations. Throughout the past decade many new auc...