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CSDA
2006
84views more  CSDA 2006»
15 years 6 months ago
Extremal financial risk models and portfolio evaluation
It is difficult to find an existing single model which is able to simultaneously model exceedances over thresholds in multivariate financial time series. A new modeling approach, ...
Zhengjun Zhang, James Huang
VISAPP
2010
15 years 6 months ago
Speeded up image matching using split and extended SIFT features
Matching feature points between images is one of the most fundamental issues in computer vision tasks. As the number of feature points increases, the feature matching rapidly becom...
Faraj Alhwarin, Danijela Ristić–Durrant and Axe...
JNW
2006
118views more  JNW 2006»
15 years 6 months ago
UMTS Capacity and Throughput Maximization for Different Spreading Factors
An analytical model for calculating capacity in multi-cell UMTS networks is presented. Capacity is maximized for different spreading factors and for perfect and imperfect power con...
Robert Akl, Son Nguyen
JSAC
2006
112views more  JSAC 2006»
15 years 6 months ago
Optimal Bandwidth Allocation in a Delay Channel
In this paper, we consider the problem of allocating bandwidth to two queues with arbitrary arrival processes, so as to minimize the total expected packet holding cost over a finit...
Navid Ehsan, Mingyan Liu
EOR
2007
66views more  EOR 2007»
15 years 6 months ago
Analysis of the queue-length distribution for the discrete-time batch-service Geo
In this paper, we consider a discrete-time finite-capacity queue with Bernoulli arrivals and batch services. In this queue, the single server has a variable service capacity and s...
Xeung W. Yi, Nam K. Kim, Bong K. Yoon, Kyung C. Ch...