Sciweavers

12050 search results - page 297 / 2410
» Modeling and Simulation
Sort
View
WSC
2007
15 years 6 months ago
Estimating tranche spreads by loss process simulation
A credit derivative is a path dependent contingent claim on the aggregate loss in a portfolio of credit sensitive securities. We estimate the value of a credit derivative by Monte...
Kay Giesecke, Baeho Kim
WSC
2004
15 years 5 months ago
Teaching Regression with Simulation
Computer simulations can be used to teach complicated statistical concepts in linear regression more quickly and effectively than traditional lecture alone. In introductory applie...
John H. Walker
130
Voted
WSC
2007
15 years 6 months ago
Sensitivity analysis on causal events of WIP bubbles by a log-driven simulator
Fluctuations of work-in-progress (WIP) levels cause variability of cycle time and often lead to productivity losses in semiconductor wafer fabrication plants. To identify sources ...
Ryo Hirade, Rudy Raymond, Hiroyuki Okano
WSC
1998
15 years 5 months ago
Time Segmentation Parallel Simulation of Tandem Queues with Manufacturing Blocking
This paper studies the application of the time segmentation parallel simulation approach to efficient simulation of simple manufacturing queueing systems, namely systems of queues...
Mehdi Hoseyni-Nasab, Sigrún Andradót...
WSC
1998
15 years 5 months ago
Implementing On-line Simulation upon the World-Wide Web
This paper addresses the implementation of advanced, online simulation experiments upon the World-Wide Web. The paper first discusses the system considered for this study. The pap...
Wayne J. Davis, Xu Chen, Andrew L. Brook