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ABSTRACT RECENT ADVANCES IN SIMULATION FOR SECURITY PRICING
"... Computational methods play an important role in modern finance. Through the theory of arbitragefree pricing, the price of a derivative security can be expressed as the expected value of its payouts under a particular probability measure. The resulting in-tegral becomes quite complicated if there are ..."
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if there are several state variables or if payouts are path-dependent. Sim-ulation has proved to be a valuable tool for these calculations. This paper summarizes some of the recent applications and developments of the Monte Carlo method to security pricing problems. 1
Abstract Recent Advances in Categorical Data Analysis
"... The last fifteen years have brought many changes to the practice of categorical data analysis. This paper reviews some of the major changes and shifts of emphasis and discusses several examples using SAS ® software procedures. Topics include the use of exact methods, generalized estimating equations ..."
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The last fifteen years have brought many changes to the practice of categorical data analysis. This paper reviews some of the major changes and shifts of emphasis and discusses several examples using SAS ® software procedures. Topics include the use of exact methods, generalized estimating equations, conditional logistic regression, and current uses of weighted least squares modeling. Applications provide illustration for many topics. This paper describes software currently available in the SAS System and indicates the areas in which new software should be available in the next few years. The references include some pertinent methodology and review papers.
ABSTRACT Recent advances and future trends in Wireless Sensor Networks
"... Wireless Sensor networks (WSNs) have become one of the most interesting areas of research in the past few years. A WSN is composed of a number of wireless sensor nodes which form a sensor field and a sink. These large numbers of nodes, having the abilities to sense their surroundings, perform limite ..."
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Cited by 4 (0 self)
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limited computation and communicate wirelessly form the WSNs. Recent advances in wireless and electronic technologies have enabled a wide range of applications of WSNs in military, traffic surveillance, target tracking, environment monitoring, healthcare monitoring, and so on. There are many new
Abstract Recent advances in Semantic Web and Web Service technologies has shown
, 2011
"... promise for automatically deriving geospatial information and knowledge from Earth science data distributed over the Web. In a service-oriented environment, the data, information, and knowledge are often consumed or produced by complex, distributed geoscientific workflows or service chains. In order ..."
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promise for automatically deriving geospatial information and knowledge from Earth science data distributed over the Web. In a service-oriented environment, the data, information, and knowledge are often consumed or produced by complex, distributed geoscientific workflows or service chains. In order for the chaining results to be consumable, sufficient metadata for data products to be delivered by service chains must be provided. This paper proposes automatic generation of geospatial metadata for Earth science virtual data products. A virtual data product is represented using process models, and can be materialized on demand by dynamically binding and chaining archived data and services, as opposed to requiring that Earth science data products be physically archived. Semantics-enabled geospatial metadata is generated, validated, and propagated during the materialization of a virtual data product. The generated metadata not only provides a context in which end-users can interpret data products before intensive execution of service chains, but also assures semantic consistency of the service chains.
ABSTRACT RECENT ADVANCES IN THE MODELING, SCHEDULIPJG AND CONTROL OF FLEXIBLE AUTOMATION
"... This paper initially discusses the state-of-the-art and the current limitations in the modeling, scheduling and control of flexible automation. To model flexible automation, it is argued that the simulation tools must provide enhanced capabilities to consider both controller interactions and the flo ..."
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This paper initially discusses the state-of-the-art and the current limitations in the modeling, scheduling and control of flexible automation. To model flexible automation, it is argued that the simulation tools must provide enhanced capabilities to consider both controller interactions and the flow of resources that support production. It is also dem-onstrated that scheduling and control must be considered concurrently in real-time to effectively manage flexible manufacturing systems (FMSs). The complexity of the modem FMS further requires that the integrated scheduling and control function must be distributed among several coordinators with the system. The second part of the paper presents several research developments pertaining to the modeling, scheduling and control of flexible automation including: a Recursive, Object-Oriented Control Hierarchy for the integrated dis-tribution of scheduling and control; a Hierarchical Object-Oriented Programmable Logic Simulator €or the detailed modeling of FMSs; and a Hierarchical System Coordinator for implementing real-time scheduling and control. A physical emulator for an FMS which is being constructed is discussed as the example application in this presentation. Finally, the futureresearch plan and theeducational program based upon the developments is outlined. 1
Model checking and abstraction
- ACM Transactions on Programming Languages and Systems
, 1994
"... software developers are using the Java language as the language of choice on many applications. This is due to the effective use of the object-oriented (OO) paradigm to develop large software projects and the ability of the Java language to support the increasing use of web technologies in business ..."
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Cited by 742 (55 self)
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applications. The recent release of the Java version 5.0 has further increased its popularity due to the inclusion of new features that exist in other OO languages. The transition from Java 1.4.x to Java 1.5.x has provided the programmer with more flexibility when implementing programs in Java. In this paper
On understanding types, data abstraction, and polymorphism
- ACM COMPUTING SURVEYS
, 1985
"... Our objective is to understand the notion of type in programming languages, present a model of typed, polymorphic programming languages that reflects recent research in type theory, and examine the relevance of recent research to the design of practical programming languages. Object-oriented languag ..."
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Cited by 845 (13 self)
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Our objective is to understand the notion of type in programming languages, present a model of typed, polymorphic programming languages that reflects recent research in type theory, and examine the relevance of recent research to the design of practical programming languages. Object
Automatic predicate abstraction of C programs
- IN PROC. ACM PLDI
, 2001
"... Model checking has been widely successful in validating and debugging designs in the hardware and protocol domains. However, state-space explosion limits the applicability of model checking tools, so model checkers typically operate on abstractions of systems. Recently, there has been significant in ..."
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Cited by 488 (33 self)
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Model checking has been widely successful in validating and debugging designs in the hardware and protocol domains. However, state-space explosion limits the applicability of model checking tools, so model checkers typically operate on abstractions of systems. Recently, there has been significant
ATOMIC DECOMPOSITION BY BASIS PURSUIT
, 1995
"... The Time-Frequency and Time-Scale communities have recently developed a large number of overcomplete waveform dictionaries -- stationary wavelets, wavelet packets, cosine packets, chirplets, and warplets, to name a few. Decomposition into overcomplete systems is not unique, and several methods for d ..."
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Cited by 2728 (61 self)
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successfully only because of recent advances in linear programming by interior-point methods. We obtain reasonable success with a primal-dual logarithmic barrier method and conjugate-gradient solver.
The architecture of complexity
- Proceedings of the American Philosophical Society
, 1962
"... A number of proposals have been advanced in recent years for the development of “general systems theory ” that, abstracting from properties peculiar to physical, biological, or social systems, would be applicable to all of them. 1 We might well feel that, while the goal is laudable, systems of such ..."
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Cited by 772 (1 self)
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A number of proposals have been advanced in recent years for the development of “general systems theory ” that, abstracting from properties peculiar to physical, biological, or social systems, would be applicable to all of them. 1 We might well feel that, while the goal is laudable, systems
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