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IOR
2008
126views more  IOR 2008»
15 years 6 months ago
Fast Simulation of Multifactor Portfolio Credit Risk
This paper develops rare event simulation methods for the estimation of portfolio credit risk -- the risk of losses to a portfolio resulting from defaults of assets in the portfol...
Paul Glasserman, Wanmo Kang, Perwez Shahabuddin
JACM
2008
91views more  JACM 2008»
15 years 6 months ago
On the minimization of XPath queries
XML queries are usually expressed by means of XPath expressions identifying portions of the selected documents. An XPath expression defines a way of navigating an XML tree and ret...
Sergio Flesca, Filippo Furfaro, Elio Masciari
CVIU
2007
154views more  CVIU 2007»
15 years 6 months ago
Smart particle filtering for high-dimensional tracking
Tracking articulated structures like a hand or body within a reasonable time is challenging because of the high dimensionality of the state space. Recently, a new optimization met...
Matthieu Bray, Esther Koller-Meier, Luc J. Van Goo...
JCP
2007
118views more  JCP 2007»
15 years 6 months ago
Dynamic Nonuniform Data Approximation in Databases with Haar Wavelet
Abstract— Data synopsis is a lossy compressed representation of data stored into databases that helps the query optimizer to speed up the query process, e.g. time to retrieve the...
Su Chen, Antonio Nucci
TWC
2008
120views more  TWC 2008»
15 years 6 months ago
Binary Power Control for Sum Rate Maximization over Multiple Interfering Links
We consider allocating the transmit powers for a wireless multi-link (N-link) system, in order to maximize the total system throughput under interference and noise impairments, and...
Anders Gjendemsjø, David Gesbert, Geir E. &...
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