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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
JSAC
2010
142views more  JSAC 2010»
15 years 5 months ago
Extreme value FEC for reliable broadcasting in wireless networks
—The advent of practical rateless codes enables implementation of highly efficient packet-level forward error correction (FEC) strategies for reliable data broadcasting in loss-...
Weiyao Xiao, David Starobinski
IEEEARES
2006
IEEE
16 years 26 days ago
Application of the Digraph Method in System Fault Diagnostics
There is an increasing demand for highly reliable systems in the safety conscious climate of today’s world. When a fault does occur there are two desirable outcomes. Firstly, de...
E. M. Kelly, L. M. Bartlett
IPPS
2006
IEEE
16 years 26 days ago
Using virtual grids to simplify application scheduling
Users and developers of grid applications have access to increasing numbers of resources. While more resources generally mean higher capabilities for an application, they also rai...
Richard Y. Huang, Henri Casanova, Andrew A. Chien
IPPS
2006
IEEE
16 years 26 days ago
Bio-sequence database scanning on a GPU
Protein sequences with unknown functionality are often compared to a set of known sequences to detect functional similarities. Efficient dynamic programming algorithms exist for t...
Weiguo Liu, Bertil Schmidt, Gerrit Voss, Adrian Sc...