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CAMAD
2009
IEEE
15 years 11 months ago
Basic Estimation of Markovian Pseudo Long-Range Dependent Processes
—The pseudo self similar processes are quite attractive due to their simplicity but the question we are interested in this paper concerns the basic estimation of such models. How...
Stephan Robert
WSC
2007
15 years 9 months ago
Estimating tranche spreads by loss process simulation
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...
Kay Giesecke, Baeho Kim
WSC
1997
15 years 8 months ago
Simulation of Lumber Processing for Improved Raw Material Utilization
Robert C. Byrd Hardwood Technology Center R.R. 2, Box 556 Princeton, WV 24740, U.S.A. Lumber processing simulation allows the user an opportunity to examine ways to best utilize t...
Timothy Stiess
CPHYSICS
2006
95views more  CPHYSICS 2006»
15 years 6 months ago
Efficient data processing and quantum phenomena: Single-particle systems
We study the relation between the acquisition and analysis of data and quantum theory using a probabilistic and deterministic model for photon polarizers. We introduce criteria fo...
H. De Raedt, Koen De Raedt, K. Michielsen, S. Miya...
CORR
2010
Springer
80views Education» more  CORR 2010»
15 years 5 months ago
Analysis of temporal characteristics of the editorial processing in scientific periodicals
The first part of our work is connected with the analysis of typical random variables for the specific human-initiated process. We study the data characterizing editorial work wit...
Olesya Mryglod, Yurij Holovatch, Ihor Mryglod