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SIAMFM
2011
75views more  SIAMFM 2011»
14 years 10 months ago
Dynamic Hedging of Portfolio Credit Derivatives
As shown by the recent turmoil in credit markets, much remains to be done for the proper risk management of credit derivatives. In particular, the static copula-based models commo...
Rama Cont, Yu Hang Kan
180
Voted
SWAT
1994
Springer
117views Algorithms» more  SWAT 1994»
15 years 11 months ago
Lower Bounds for Dynamic Algorithms
We study the complexity of the dynamic partial sum problem in the cell-probe model. We give the model access to nondeterministic queries and prove that the problem remains hard. We...
Michael L. Fredman
IJIS
2002
79views more  IJIS 2002»
15 years 6 months ago
Formal semantics of meta-level architectures: Dynamic control of reasoning
Meta-level architectures for dynamic control of reasoning processes are quite powerful. In the literature many applications in reasoning systems modelling complex tasks are descri...
Jan Treur
222
Voted
IAT
2007
IEEE
16 years 1 months ago
Dynamic Data Driven Multi-Agent Simulation
Networks of sensors and simulation models of the physical environment have been implemented separately, often using agent-based methodologies. Some work has been done in providing...
Gary M. Pereira
ASPDAC
2006
ACM
104views Hardware» more  ASPDAC 2006»
16 years 1 months ago
Workload prediction and dynamic voltage scaling for MPEG decoding
– In this paper we present three efficient DVS techniques for an MPEG decoder. Their energy reduction is comparable to that of the optimal solution. A workload prediction model i...
Ying Tan, Parth Malani, Qinru Qiu, Qing Wu