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WSC
2008
15 years 5 months ago
Optimizing portfolio tail measures: Asymptotics and efficient simulation optimization
We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
Sandeep Juneja
115
Voted
ATAL
2008
Springer
15 years 5 months ago
Simulation of sensor-based tracking in Second Life
This paper describes "Second Life" as a novel type of testbed and simulation environment for sensor-based applications. Second Life is a popular virtual online world tha...
Boris Brandherm, Sebastian Ullrich, Helmut Prendin...
WSC
2000
15 years 4 months ago
Product-mix analysis with Discrete Event Simulation
Discrete Event Simulation (DES) has been used as a design and validation tool in various production and business applications. DES can also be utilized for analyzing the product-m...
Raid Al-Aomar
DATE
2007
IEEE
223views Hardware» more  DATE 2007»
15 years 9 months ago
CARAT: a toolkit for design and performance analysis of component-based embedded systems
Solid frameworks and toolkits for design and analysis of embedded systems are of high importance, since they enable early reasoning about critical properties of a system. This pap...
Egor R. V. Bondarev, Michel R. V. Chaudron, Peter ...
115
Voted
PADS
2004
ACM
15 years 8 months ago
Batch Based Cancellation: A Rollback Optimal Cancellation Scheme in Time Warp Simulations
An efficient cancellation scheme is essential to the performance of Time Warp simulations. The pitfalls of rollback echoes, chasing hazards and cascading rollbacks can be identiļ¬...
Yi Zeng, Wentong Cai, Stephen John Turner