1611 search results - page 43 / 323 » Stochastic Analysis of Dynamic Processes |
ICIP
2009
IEEE
14 years 7 months ago
2009
IEEE
154
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ICML
2010
IEEE
14 years 11 months ago
2010
IEEE
Predicting the "Value at Risk" of a portfolio of stocks is of great significance in quantitative finance. We introduce a new class models, "dynamical products of ex...
EOR
2008
14 years 10 months ago
2008
In this work, we address investment decisions in production systems by using real options. As is standard in literature, the stochastic variable is assumed to be normally distribu...
CDC
2008
IEEE
15 years 4 months ago
2008
IEEE
— In this paper we propose a testing based method for safety/ reachability analysis of stochastic hybrid systems. Testing based methods are characterized by analysis based on the...
IWIA
2003
IEEE
15 years 3 months ago
2003
IEEE
1 A new method for detecting anomalies in the usage of protocols in computer networks is presented in this work. The proposed methodology is applied to TCP and disposed in two step...