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WSC
2008
15 years 9 months ago
Efficient tail estimation for sums of correlated lognormals
Our focus is on efficient estimation of tail probabilities of sums of correlated lognormals. This problem is motivated by the tail analysis of portfolios of assets driven by corre...
Jose Blanchet, Sandeep Juneja, Leonardo Rojas-Nand...
WSC
2008
15 years 9 months ago
A modeling-based classification algorithm validated with simulated data
We present a Generalized Lotka-Volterra (GLV) based approach for modeling and simulation of supervised inductive learning, and construction of an efficient classification algorith...
Karen Hovsepian, Peter Anselmo, Subhasish Mazumdar
WSC
2008
15 years 9 months ago
A simulation based optimization algorithm for slack reduction and workforce scheduling
In an assembly line with high labor proportion, the workforce planning and scheduling is a very complex problem. At the background of increasing labor costs, it is very important ...
Daniel Noack, Oliver Rose
WSC
2008
15 years 9 months ago
Large deviations perspective on ordinal optimization of heavy-tailed systems
We consider the problem of selecting the best among several heavy-tailed systems using a large deviations perspective. In contrast to the light-tailed setting studied by Glynn and...
Jose Blanchet, Jingchen Liu, Bert Zwart
ICPR
2010
IEEE
15 years 9 months ago
Efficient Encoding of N-D Combinatorial Pyramids
Combinatorial maps define a general framework which allows to encode any subdivision of an n-D orientable quasi-manifold with or without boundaries. Combinatorial pyramids are def...
Sébastien Fourey, Luc Brun