Distributed simulation promises a range of benefits and opportunities, especially for modeling large-scale complex systems, such as wafer fabs. However, as with many promising tec...
We describe a characterization the three classical world views of event scheduling, activity scanning, and process interaction and discuss transformations among them. We believe t...
In this paper, we consider the relationship between risksensitivity and information. Product estimators are introduced as a generalization of Maximum A Posteriori Probability (MAP...
Vahid Reza Ramezani, Steven I. Marcus, Michael C. ...
Credit risk analysis for portfolios containing CDO tranches is a challenging task for risk managers. We propose here a basis function approach for CDO tranche valuation and portfo...
A cellular engineer typically estimates system performance via simulation. An important input to this simulation is the average busy hour subscriber location distribution. The per...