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IOR
2008
126views more  IOR 2008»
14 years 9 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
ICRA
2010
IEEE
301views Robotics» more  ICRA 2010»
14 years 8 months ago
People tracking with human motion predictions from social forces
Abstract— For many tasks in populated environments, robots need to keep track of present and future motion states of people. Most approaches to people tracking make weak assumpti...
Matthias Luber, Johannes Andreas Stork, Gian Diego...
SIGGRAPH
1993
ACM
15 years 1 months ago
Interval methods for multi-point collisions between time-dependent curved surfaces
We present an efficient and robust algorithm for finding points of collision between time-dependent parametric and implicit surfaces. The algorithm detects simultaneous collisio...
John M. Snyder, Adam R. Woodbury, Kurt W. Fleische...
ICRA
2006
IEEE
110views Robotics» more  ICRA 2006»
15 years 3 months ago
Speeding-up Rao-blackwellized SLAM
— Recently, Rao-Blackwellized particle filters have become a popular tool to solve the simultaneous localization and mapping problem. This technique applies a particle filter i...
Giorgio Grisetti, Gian Diego Tipaldi, Cyrill Stach...
EDOC
2003
IEEE
15 years 2 months ago
A Software Architecture for Industrial Automation
The Aspect Integrator Platform (AIP) from ABB was designed to build the next generation of industrial automation applications. This platform is part of a set of products that prov...
Rodrigo García García, Esther Gelle,...