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WSC
2000
15 years 8 months ago
Variance reduction techniques for value-at-risk with heavy-tailed risk factors
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
WSC
1997
15 years 8 months ago
A Simulation-Based Backward Planning Approach for Order-Release
The problem of order release planning for a make-toorder production facility is addressed. Traditionally, order-release planning in a multi-stage shop is performed with material r...
Edward F. Watson, Deborah J. Medeiros, Randall P. ...
AAAI
1994
15 years 8 months ago
Case-Based Acquisition of User Preferences for Solution Improvement in Ill-Structured Domains
1 We have developed an approach to acquire complicated user optimization criteria and use them to guide iterative solution improvement. The eectiveness of the approach was tested ...
Katia P. Sycara, Kazuo Miyashita
COLING
1996
15 years 8 months ago
Bilingual Knowledge Acquisition from Korean-English Parallel Corpus Using Alignment
This paper snggests a method to align Korean-English parallel corpus. '1?he structural dissimilarity between Korean and Indo-European languages requires more flexible measure...
Jung H. Shin, Young S. Han, Key-Sun Choi
AAAI
1990
15 years 8 months ago
Indexical Knowledge in Robot Plans
Robots act upon and perceive the world from a particular perspective. It is important to recognize this relativity to perspective if one is not to be overly demanding in specifyin...
Yves Lespérance, Hector J. Levesque