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IOR
2008
103views more  IOR 2008»
15 years 2 months ago
Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation
We consider the risk of a portfolio comprised of loans, bonds, and financial instruments that are subject to possible default. In particular, we are interested in performance meas...
Achal Bassamboo, Sandeep Juneja, Assaf J. Zeevi
IPM
2008
88views more  IPM 2008»
15 years 2 months ago
Remembering William Goffman: Mathematical information science pioneer
This paper reviews the career and legacy of William (Bill) Goffman, who served as a researcher, Professor, Dean and Emeritus at Case Western Reserve University, Cleveland, Ohio, f...
Glynn Harmon
JHSN
2006
267views more  JHSN 2006»
15 years 2 months ago
Client-side access control enforcement using trusted computing and PEI models
It has been recognized for some time that software alone does not provide an adequate foundation for building a high-assurance trusted platform. The emergence of industry-standard ...
Ravi S. Sandhu, Xinwen Zhang, Kumar Ranganathan, M...
NN
2006
Springer
141views Neural Networks» more  NN 2006»
15 years 2 months ago
Encoding uncertainty in the hippocampus
The medial temporal lobe may play a critical role in binding successive events into memory while encoding contextual information in implicit and explicit memory tasks. Information...
Lee M. Harrison, Andrew Duggins, Karl J. Friston
PE
2006
Springer
107views Optimization» more  PE 2006»
15 years 2 months ago
Efficient steady-state analysis of second-order fluid stochastic Petri nets
This paper presents an efficient solution technique for the steady-state analysis of the second-order Stochastic Fluid Model underlying a second-order Fluid Stochastic Petri Net (...
Marco Gribaudo, Rossano Gaeta