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DAM
2008
88views more  DAM 2008»
15 years 6 months ago
Stochastic applications of media theory: Random walks on weak orders or partial orders
This paper presents the axioms of a real time random walk on the set of states of a medium and some of their consequences, such as the asymptotic probabilities of the states. The ...
Jean-Claude Falmagne, Yung-Fong Hsu, Fabio Leite, ...
EOR
2010
125views more  EOR 2010»
15 years 6 months ago
Efficient estimation of large portfolio loss probabilities in t-copula models
We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...
Joshua C. C. Chan, Dirk P. Kroese
EOR
2010
92views more  EOR 2010»
15 years 6 months ago
A survey of variants and extensions of the resource-constrained project scheduling problem
The resource-constrained project scheduling problem (RCPSP) consists of activities that must be scheduled subject to precedence and resource constraints such that the makespan is ...
Sönke Hartmann, Dirk Briskorn
DSS
2008
114views more  DSS 2008»
15 years 6 months ago
Price formation and its dynamics in online auctions
This research uses functional data modelling to study the price formation process of online auctions. It conceptualizes the price curve and its first and second derivatives (veloc...
Ravi Bapna, Wolfgang Jank, Galit Shmueli
ALGORITHMICA
2006
132views more  ALGORITHMICA 2006»
15 years 6 months ago
Straight-Line Drawing Algorithms for Hierarchical Graphs and Clustered Graphs
Hierarchical graphs and clustered graphs are useful non-classical graph models for structured relational information. Hierarchical graphs are graphs with layering structures; clus...
Peter Eades, Qing-Wen Feng, Xuemin Lin, Hiroshi Na...