4981 search results - page 240 / 997 » Dependent Gaussian Processes |
155
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WSC
2007
15 years 9 months ago
2007
A credit derivative is a path dependent contingent claim on the aggregate loss in a portfolio of credit sensitive securities. We estimate the value of a credit derivative by Monte...
144
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WSC
2004
15 years 8 months ago
2004
Forecasting is of prime importance for accuracy in decision making. For data sets containing high autocorrelations, failure to account for temporal dependence will result in poor ...
153
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ENTCS
2006
15 years 6 months ago
2006
Industry is looking to create a market in reliable "plug-and-play" components. To model components in a modular style it would be useful to combine event-based and state...
144
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QUESTA
2006
15 years 6 months ago
2006
We consider a general QBD process as defining a FIFO queue and obtain the stationary distribution of the sojourn time of a customer in that queue as a matrix exponential distribut...
185
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IAT
2007
IEEE
16 years 27 days ago
2007
IEEE
In this paper we face a problem for chemical processes in a production system; items should undergo chemical reactions in different baths to be processed by the system. Recipes f...