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94
Voted
WSC
2008
15 years 2 months ago
2008
Data Farming combines the rapid prototyping capability inherent in certain simulation models with the exploratory power of high performance computing to rapidly generate insight i...
WSC
2008
15 years 2 months ago
2008
In this paper, we use exact simulation to price CDO under a new dynamic model, the Conditional Survival (CS) model, which provided excellent calibration to both iTraxx tranches an...
90
Voted
WSC
2008
15 years 2 months ago
2008
AL MODELLING: KNOWLEDGE ACQUISITION AND MODEL ABSTRACTION Kathy Kotiadis Stewart Robinson Operational Research and Management Sciences Group Warwick Business School University of W...
123
Voted
WSC
2008
15 years 2 months ago
2008
The global health, threatened by emerging infectious diseases, pandemic influenza, and biological warfare, is becoming increasingly dependent on the rapid acquisition, processing,...
WSC
2008
15 years 2 months ago
2008
Mathematical models are often described by multivariate functions, which are usually approximated by a sum of lower dimensional functions. A major problem is the approximation err...