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JORS
2010
134views more  JORS 2010»
15 years 1 months ago
An overview and framework for PD backtesting and benchmarking
In order to manage model risk, financial institutions need to set up validation processes so as to monitor the quality of the models on an ongoing basis. Validation can be conside...
G. Castermans, David Martens, Tony Van Gestel, B. ...
SIGMETRICS
2010
ACM
152views Hardware» more  SIGMETRICS 2010»
15 years 5 months ago
A fluid approximation for large-scale service systems
We introduce and analyze a deterministic fluid model that serves as an approximation for the Gt/GI/st + GI manyserver queueing model, which has a general time-varying arrival pro...
Yunan Liu, Ward Whitt
CISIS
2008
IEEE
16 years 1 months ago
Adaptive Computational Chemotaxis in Bacterial Foraging Algorithm
Some researchers have illustrated how individual and groups of bacteria forage for nutrients and to model it as a distributed optimization process, which is called the Bacterial F...
Sambarta Dasgupta, Arijit Biswas, Ajith Abraham, S...
IPPS
2006
IEEE
16 years 1 months ago
Parallelization of module network structure learning and performance tuning on SMP
As an extension of Bayesian network, module network is an appropriate model for inferring causal network of a mass of variables from insufficient evidences. However learning such ...
Hongshan Jiang, Chunrong Lai, Wenguang Chen, Yuron...
WECWIS
2005
IEEE
143views ECommerce» more  WECWIS 2005»
16 years 19 days ago
A Groves Mechanism Approach to Decentralized Design of Supply Chains
In this paper, a generic optimization problem arising in supply chain design is modeled in a game theoretic framework and solved as a decentralized problem using a mechanism desig...
Dinesh Garg, Yadati Narahari, Earnest Foster, Deva...
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