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» Simulation Modeling at Multiple Levels of Abstraction
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DSRT
2009
IEEE
15 years 1 months ago
Statemachine Matching in BOM Based Model Composition
Base Object Model (BOM) is a component-based standard designed to support reusability and Composability. Reusability helps in reducing time and cost of the development of a simula...
Imran Mahmood, Rassul Ayani, Vladimir Vlassov, Far...
FS
2011
168views more  FS 2011»
14 years 1 months ago
Gamma expansion of the Heston stochastic volatility model
Abstract We derive an explicit representation of the transitions of the Heston stochastic volatility model and use it for fast and accurate simulation of the model. Of particular i...
Paul Glasserman, Kyoung-Kuk Kim
VLDB
2005
ACM
113views Database» more  VLDB 2005»
15 years 10 months ago
Mediators over taxonomy-based information sources
Abstract. We propose a mediator model for providing integrated and unified access to multiple taxonomy-based sources. Each source comprises a taxonomy and a database that indexes o...
Yannis Tzitzikas, Nicolas Spyratos, Panos Constant...
MOMPES
2008
IEEE
15 years 4 months ago
Separation of Distributed Real-Time Embedded Concerns with Theme/UML
Model-driven engineering (MDE) addresses platform complexity issues by abstracting platformindependent models for subsequent transformation to platform-specific models. This faci...
Cormac Driver, Vinny Cahill, Siobhán Clarke
MOBIMEDIA
2007
14 years 11 months ago
Unequal error protection based on objective video evaluation model
Usually unequal error protection schemes mostly focus on protecting video data parameters with unequal rates or levels depending on their sensitivities to errors. This paper first...
Wen Ji, Yiqiang Chen, Min Chen, Yi Kang