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142
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WSC
2008
15 years 6 months ago
2008
Our focus is on efficient estimation of tail probabilities of sums of correlated lognormals. This problem is motivated by the tail analysis of portfolios of assets driven by corre...
106
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WSC
2008
15 years 6 months ago
2008
The use of simulation as a modeling and analysis tool is wide spread. Simulation is an enabling tool for experimenting virtually on a validated computer environment. Often the und...
152
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WSC
2008
15 years 6 months ago
2008
Optimization and design of production and service operations has been a cornerstone of simulation applications for many years. Recently there has been increasing interest in excel...
136
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ASPDAC
2005
ACM
15 years 6 months ago
2005
ACM
— Quantum-dot Cellular Automata (QCA) is a novel computing mechanism that can represent binary information based on spatial distribution of electron charge configuration in chem...
112
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AAAI
2010
15 years 6 months ago
2010
Using a model of agent behavior based around envy-reducing strategies, we describe an iterated combinatorial auction in which the allocation and prices converge to a solution in t...