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WSC
2004
15 years 5 months ago
Quasi-Monte Carlo Methods in Finance
We review the basic principles of Quasi-Monte Carlo (QMC) methods, the randomizations that turn them into variancereduction techniques, and the main classes of constructions under...
Pierre L'Ecuyer
COMCOM
2004
81views more  COMCOM 2004»
15 years 3 months ago
A performance anomaly in clustered on-line transaction processing systems
This paper presents a simulation study on complex On-Line Transaction Processing systems using TPC-C workload. The impacts on the response time of Inter-Connection Network (ICN) i...
Hong Cai, Hisao Kameda, Jie Li
INFORMATICALT
2002
62views more  INFORMATICALT 2002»
15 years 3 months ago
Reliability of One Dimensional Model of Moisture Diffusion in Wood ^*
Abstract. A model of the moisture diffusion in wood under isothermal conditions taking into consideration coating of the surface of a specimen is presented in a 2-D-in-space formul...
Romas Baronas, Feliksas Ivanauskas, Mifodijus Sapa...
CAINE
2010
15 years 2 months ago
Real-Time Emotional Speech Processing for Neurorobotics Applications
The ability for humans to understand and process the emotional content of speech is unsurpassed by simulated intelligent agents. Beyond the linguistic content of speech are the un...
Corey M. Thibeault, Oscar Sessions, Philip H. Good...
AMC
2011
14 years 7 months ago
Ruin theory with excess of loss reinsurance and reinstatements
The present paper studies the probability of ruin of an insurer, if excess of loss reinsurance with reinstatements is applied. In the setting of the classical CramerLundberg risk ...
Hansjörg Albrecher, Sandra Haas