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IOR
2008
103views more  IOR 2008»
15 years 6 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
ENTCS
2008
146views more  ENTCS 2008»
15 years 6 months ago
Probabilistic Abstract Interpretation of Imperative Programs using Truncated Normal Distributions
istic Abstract Interpretation of Imperative Programs using Truncated Normal Distributions Michael J. A. Smith1 ,2 Laboratory for Foundations of Computer Science University of Edinb...
Michael J. A. Smith
CN
2002
112views more  CN 2002»
15 years 6 months ago
State-dependent M/G/1 type queueing analysis for congestion control in data networks
Abstract--We study in this paper a TCP-like linear-increase multiplicative-decrease flow control mechanism. We consider congestion signals that arrive in batches according to a Poi...
Eitan Altman, Konstantin Avrachenkov, Chadi Baraka...
WOSP
2004
ACM
15 years 12 months ago
Early performance testing of distributed software applications
Performance characteristics, such as response time, throughput and scalability, are key quality attributes of distributed applications. Current practice, however, rarely applies s...
Giovanni Denaro, Andrea Polini, Wolfgang Emmerich
ATAL
2008
Springer
15 years 8 months ago
CAMNEP: agent-based network intrusion detection system
We present a prototype of agent-based intrusion detection system designed for deployment on high-speed backbone networks. The main contribution of the system is the integration of...
Martin Rehák, Michal Pechoucek, Pavel Celed...