Informational Macrodynamics (IMD) presents a unified informational systemic approach with common information language for modeling, analysis and optimization of a variety of inter...
We introduce a general approach to model a joint market of stock price and a term structure of variance swaps in an HJM-type framework. In such a model, strongly volatility-depend...
Abstract. An important issue in tracking is how to incorporate an appropriate degree of adaptivity into the observation model. Without any adaptivity, tracking fails when object pr...
Andrew Blake, Jaco Vermaak, Michel Gangnet, Patric...
Self-propagating codes, called worms, such as Code Red, Nimda, and Slammer, have drawn significant attention due to their enormous adverse impact on the Internet. There is a grea...
This paper develops a model of an electrical power system, with its inherent embedded communication system, for the purpose of studying the characteristics of power system measure...