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...
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...
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...
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 ...
An eļ¬cient cancellation scheme is essential to the performance of Time Warp simulations. The pitfalls of rollback echoes, chasing hazards and cascading rollbacks can be identiļ¬...