In this paper, we use exact simulation to price CDO under a new dynamic model, the Conditional Survival (CS) model, which provided excellent calibration to both iTraxx tranches an...
—The International Electro-technical Commission through the 61499 standard establishes the basic infrastructure towards an open market in the control and automation domain. This ...
— This article presents an evolution of classical SPMD programming for clusters and grids. It is named ”Object-Oriented SPMD” as it is based on remote method invocation. More...
We develop a framework for the automatic discovery of query classes for query-class-dependent search models in multimodal retrieval. The framework automatically discovers useful q...
— This paper presents a sensor analysis based fault detection approach (which we call SAFDetection) that is used to monitor tightly-coupled multi-robot team tasks. Our approach a...