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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...
ICRA
2009
IEEE
126views Robotics» more  ICRA 2009»
16 years 1 months ago
Toward model free atmospheric sensing by aerial robot networks in strong wind fields
Abstract—This paper presents a system for in situ atmospheric sensing using an aerial robot system in the presence of a strong wind field. The geostatistical concept of the vari...
Jack Elston, Maciej Stachura, Eric W. Frew, Ute C....
CODES
2008
IEEE
16 years 1 months ago
Intra- and inter-processor hybrid performance modeling for MPSoC architectures
The heterogeneity of modern MPSoC architectures, coupled with the increasing complexity of the applications mapped onto them has recently led to a lot of interest in hybrid perfor...
Frank E. B. Ophelders, Samarjit Chakraborty, Henk ...
ISQED
2003
IEEE
113views Hardware» more  ISQED 2003»
16 years 11 hour ago
Using Integer Equations for High Level Formal Verification Property Checking
This paper describes the use of integer equations for high level modeling digital circuits for application of formal verification properties at this level. Most formal verificatio...
Bijan Alizadeh, Mohammad Reza Kakoee
ECBS
2005
IEEE
162views Hardware» more  ECBS 2005»
16 years 11 days ago
Architecture Rationalization: A Methodology for Architecture Verifiability, Traceability and Completeness
Architecture modeling is practiced extensively in the software industry but there is little attention paid to the traceability, verifiability and completeness of architecture desi...
Antony Tang, Jun Han