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...
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
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 ...
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...
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...