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WSC
2008
15 years 8 months ago
Connecting the top-down to the bottom-up: Pricing CDO under a Conditional Survival (CS) model
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...
Xian Hua Peng, Steven G. Kou
ETFA
2006
IEEE
16 years 16 days ago
Design Alternatives in the IEC 61499 Function Block Model
—The International Electro-technical Commission through the 61499 standard establishes the basic infrastructure towards an open market in the control and automation domain. This ...
Kleanthis Thramboulidis
CCGRID
2005
IEEE
16 years 3 days ago
Object-oriented SPMD
— 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...
Laurent Baduel, Françoise Baude, Denis Caro...
MM
2005
ACM
164views Multimedia» more  MM 2005»
16 years 1 days ago
Automatic discovery of query-class-dependent models for multimodal search
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...
Lyndon S. Kennedy, Apostol Natsev, Shih-Fu Chang
ICRA
2007
IEEE
151views Robotics» more  ICRA 2007»
16 years 24 days ago
Sensor Analysis for Fault Detection in Tightly-Coupled Multi-Robot Team Tasks
— 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...
Xingyan Li, Lynne E. Parker