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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
IEEECIT
2010
IEEE
15 years 5 months ago
Introducing Hardware-in-Loop Concept to the Hardware/Software Co-design of Real-time Embedded Systems
—As the need for embedded systems to interact with other systems is growing fast, we see great opportunities in introducing the hardware-in-the-loop technique to the field of ha...
Dogan Fennibay, Arda Yurdakul, Alper Sen
BCB
2010
140views Bioinformatics» more  BCB 2010»
15 years 1 months ago
Guiding belief propagation using domain knowledge for protein-structure determination
A major bottleneck in high-throughput protein crystallography is producing protein-structure models from an electrondensity map. In previous work, we developed Acmi, a probabilist...
Ameet Soni, Craig A. Bingman, Jude W. Shavlik
ASAP
2003
IEEE
133views Hardware» more  ASAP 2003»
16 years 4 days ago
Storage Management in Process Networks using the Lexicographically Maximal Preimage
At the Leiden Embedded Research Center, we are developing a compiler called Compaan that automatically translates signal processing applications written in Matlab into Kahn Proces...
Alexandru Turjan, Bart Kienhuis
MBEES
2010
15 years 5 months ago
Test Case Integration: From Components to Systems
In a component-based development approach system integration generally implies the packaging and deployment of a group of software components on hardware units, possibly hiding th...
Bernhard Schätz, Christian Pfaller