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165
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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...
SPIESR
1997
97views Database» more  SPIESR 1997»
15 years 8 months ago
Multiscale Branch-and-Bound Image Database Search
This paper presents a formal framework for designing search algorithms which can identify target images by the spatial distribution of color, edge and texture attributes. The fram...
Jau-Yuen Chen, Charles A. Bouman, Jan P. Allebach
180
Voted
WSC
2000
15 years 8 months ago
Tire model for simulations of vehicle motion on high and low friction road surfaces
An on-road analytical tire model has been developed to predict tire forces and moments at the tire/road interface. The model is computationally efficient and it only requires a li...
James Lacombe
187
Voted
WSC
1997
15 years 8 months ago
Automating the Metamodeling Process
Model abstraction using metamodeling has demonstrated the capability to facilitate software reuse, large scale model integration, verification, and validation. Once restricted to...
Don Caughlin
167
Voted
WSC
1997
15 years 8 months ago
System Concept Development with Virtual Prototyping
Virtual prototyping with 3D drawing programs provides a means of rapidly developing system concepts and analyzing them for form, fit, logistics, human factors integration, and gen...
James C. Schaaf Jr., Faye Lynn Thompson
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