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FS
2006
81views more  FS 2006»
15 years 6 months ago
Optimal portfolio choice in the bond market
We consider the Merton problem of optimal portfolio choice when the traded instruments are the set of zero-coupon bonds. Working within an infinite-factor Markovian Heath-Jarrow-Mo...
Nathanael Ringer, Michael Tehranchi
ESORICS
2006
Springer
15 years 10 months ago
Towards an Information-Theoretic Framework for Analyzing Intrusion Detection Systems
IDS research still needs to strengthen mathematical foundations and theoretic guidelines. In this paper, we build a formal framework, based on information theory, for analyzing and...
Guofei Gu, Prahlad Fogla, David Dagon, Wenke Lee, ...
ICSE
1995
IEEE-ACM
15 years 10 months ago
A Framework for Selective Recompilation in the Presence of Complex Intermodule Dependencies
Compilers and other programming environment tools derive information from the source code of programs; derived information includes compiled code, interprocedural summary informat...
Craig Chambers, Jeffrey Dean, David Grove
WSC
2004
15 years 8 months ago
Operational Analysis Framework for Emergency Operations Center Preparedness Training
As the U.S. Department of Homeland Security works to create an integrated emergency response system, it is evident that computer-based solutions can support this process. Individu...
Eytan Pollak, Mark Falash, Lorie Ingraham, Vivian ...
CORR
2008
Springer
126views Education» more  CORR 2008»
15 years 6 months ago
3D Building Model Fitting Using A New Kinetic Framework
We describe a new approach to fit the polyhedron describing a 3D building model to the point cloud of a Digital Elevation Model (DEM). We introduce a new kinetic framework that hi...
Mathieu Brédif, Didier Boldo, Marc Pierrot ...