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WSC
2000
15 years 7 months ago
Analyzing transformation-based simulation metamodels
We present a technique for analyzing a simulation metamodel that has been constructed using a variancestabilizing transformation. To compute a valid confidence interval for the ex...
Maria de los A. Irizarry, Michael E. Kuhl, Emily K...
IOR
2006
192views more  IOR 2006»
15 years 6 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
ROBOCUP
2004
Springer
147views Robotics» more  ROBOCUP 2004»
15 years 11 months ago
Learning to Drive and Simulate Autonomous Mobile Robots
We show how to apply learning methods to two robotics problems, namely the optimization of the on-board controller of an omnidirectional robot, and the derivation of a model of the...
Alexander Gloye, Cüneyt Göktekin, Anna E...
ASSETS
2007
ACM
15 years 10 months ago
Simulation to predict performance of assistive interfaces
Computers offer valuable assistance to people with physical disabilities. However designing human-computer interfaces for these users is complicated. The range of abilities is mor...
Pradipta Biswas, Peter Robinson
IOR
2008
126views more  IOR 2008»
15 years 6 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