منابع مشابه
Proceedings of the 2014 Winter Simulation Conference
As many other kinds of simulation experiments, simulations of computer networks tend to generate high volumes of output data. While the collection and the statistical processing of these data are challenges in and of themselves, creating meaningful visualizations from them is as much an art as it is a science. A sophisticated body of knowledge in information design and data visualization has be...
متن کاملof the 2014 Winter Simulation Conference
This paper presents an overview of the efficient Monte Carlo counterparty credit risk (CCR) estimation framework recently developed by Ghamami and Zhang (2014). We focus on the estimation of credit value adjustment (CVA), one of the most widely used and regulatory-driven counterparty credit risk measures. Our proposed efficient CVA estimators are developed based on novel applications of well-kn...
متن کاملMeeting Abstracts: 2014 ACAPS Winter Retreat
1 In 2013, the American Council of Academic Plastic Surgeons (ACAPS) increased its educational offerings to its membership by starting a Winter Retreat under the direction of now immediate-Past President Dr. Joe Losee. The purpose of the Winter Retreat was to do a “deep dive” into the Next Accreditation System (NAS) and Milestones project. It was a 1-day fly-in to Chicago where a large proporti...
متن کاملProceedings of the 2014 Winter Simulation Conference
In this paper, we construct efficient importance sampling Monte Carlo schemes for finite time exit probabilities in the presence of rest points. We focus on reversible diffusion processes with small noise that have an asymptotically stable equilibrium point. The main novelty of the work is the inclusion of rest points in the domain of interest. We motivate the construction of schemes that perfo...
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عنوان ژورنال:
رفتار حرکتیجلد ۵، شماره ۱۴، صفحات ۱-۲۳۶
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