Search Results - (((((((ant OR giant) OR wants) OR arts) OR cantor) OR anne) OR maarten) OR hints) algorithms.

Leadership and cultural webs in organisations : Weavers' tales by McLean, A. J. (Adrian J.)

Table of Contents: “…'Be the message, just make it clear ... '1 Embodiment as InterventionLanguage, Metaphor and the Formulation of Questions: The Gentle Art of Framing and Reframing; Framing and Reframing; Words Make Worlds: Language and Metaphor as Cultural Threads; Systems and Procedures as Cultural Threads; The Medium is the Message: Experience as Thread; Other Threads; Signage; Appointments, Promotions and Departures; Team Composition; Building Design -- Artefacts; Concluding Thoughts; References; Chapter 5 The Weaver's Craft; Fateful Questions; Treasure Your Exceptions; Difference that Makes a Difference.…”
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A cabinet of philosophical curiosities : a collection of puzzles, oddities, riddles, and dilemmas by Sorensen, Roy A.

Table of Contents: “…Infinite Two-Minute DebateIndian Debate Tournament; Winning by Losing; Minimising Selfishness; Lawrence of Arabia Collars a Leopard; A Bridge without Pillars; Advice from Shih Teng; Thales' Shady Measurement of Pyramids; The Cowpox Transmission Problem; Kant's Gloves; An Antipodal Algorithm; The Invisibility of Function Words; Necessary Waste; The Art of the Counterexample; The Philosophy of Scale Effects; Humble Exercise; Philosophy for the Eye; Synthetic A Priori Lies; Passive A Priori Deception; Crete Revisited; Less Lucky the Second Time?…”
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Analyzing Time Interval Data : Introducing an Information System for Time Interval Data Analysis. by Meisen, Philipp

Table of Contents: “…7.1.1 Data Repository7.1.2 Cache & Storage; 7.2 Configuration; 7.2.1 Model Configuration; 7.2.2 System Configuration; 7.3 Data Structures & Algorithms; 7.3.1 Model Handling; 7.3.2 Indexes; 7.3.3 Caching & Storage; 7.3.4 Aggregation Techniques; 7.3.5 Distance Calculation; 7.4 User Interfaces; 7.5 Summary; 8 Results & Evaluation; 8.1 Requirements & Features; 8.2 Performance; 8.2.1 High Performance Collections; 8.2.2 Load Performance; 8.2.4 Distance Performance; 8.2.5 Proprietary Solutions vs. …”
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Architecture-aware optimization strategies in real-time image processing by Li, Chao, Balla-Arabe, Souleymane, Yang, Fan

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Analytical evaluation of uncertainty propagation for probabilistic design optimisation by Ooi, Melanie Po-Leen, Rajan, Arvind (Data scientist), Kuang, Ye Chow, Demidenko, Serge

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Joyce without borders : circulations, sciences, media, and mortal flesh

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Web intelligence and security : advances in data and text mining techniques for detecting and preventing terrorist activities on the web

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Foundations of predictive analytics by Wu, James, 1965-

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Handbook of convex optimization methods in imaging science

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Advanced Computational Electromagnetic Methods. by Yu, Wenhua

Table of Contents: “…2.7 ADVANCED FORMS OF HIGH-ORDER FDTD ALGORITHMS -- REFERENCES -- 3.1 INTRODUCTION -- 3.2 FDTD CODE FOR MICROWAVE CIRCUIT SIMULATION -- 3.3 FDTD CODE USING CUDA -- 3.4 NUMERICAL RESULTS -- REFERENCES -- 4.1 INTRODUCTION -- 4.2 CURRENT STATE OF THE ART -- 4.3 FDTD EARTH-IONOSPHERE MODEL OVERVIEW -- 4.4 NEW MAGNETIZED IONOSPHERIC PLASMA ALGORITHM -- 4.5 STOCHASTIC FDTD (S-FDTD) -- 4.6 INPUT TO FDTD/S-FDTD EARTH-PLAMSA IONOSPHERE MODELS -- 4.7 CONCLUSIONS -- REFERENCES -- 5.1 INTRODUCTION -- 5.2 ENVIRONMENT REQUIREMENTS AND SETTINGS -- 5.3 CODE DEVELOPMENT -- 5.4 NUMERICAL RESULTS -- REFERENCES -- 6.1 FETI METHODS WITH ONE AND TWO LAGRANGE MULTIPLIERS -- 6.2 FETI-DP METHODS WITH ONE AND TWO LAGRANGE MULTIPLIERS -- 6.3 LM-BASED NONCONFORMAL FETI-DP METHOD -- 6.4 CE-BASED NONCONFORMAL FETI-DP METHOD -- 6.5 FETI-DP METHOD ENHANCED BY THE SECOND-ORDER TRANSMISSION CONDITION -- 6.6 HYBRID NONCONFORMAL FETI/CONFORMAL FETI-DP METHOD -- 6.7 NUMERICAL EXAMPLES -- 6.8 SUMMARY -- REFERENCES -- 7.1 NORMALIZED RESIDUAL ERROR -- 7.2 HIGH-ORDER TREATMENT OF SMOOTH TARGETS -- 7.3 THE DIPOLE ANTENNA -- 7.4 HIGH-ORDER TREATMENT OF WEDGE SINGULARITIES -- 7.5 HIGH-ORDER TREATMENT OF JUNCTIONS -- 7.7 PROSPECTS FOR CONTROLLED ACCURACY COMPUTATIONS IN THREE-DIMENSIONAL PROBLEMS -- 7.8 SUMMARY -- REFERENCES -- 8.1 INTRODUCTION -- 8.2 LOW RANK PROPERTY OF SUBMATRICES OF PARTITIONED IMPEDANCE MATRIX -- 8.3 PARTITIONING OF THE COMPUTATIONAL DOMAIN -- 8.4 LOW RANK MATRIX DECOMPOSITION -- 8.5 LOW RANK DECOMPOSITION OF MULTIPLE RIGHT SIDES -- 8.6 DIRECT SOLVER BASED ON BLOCK LU DECOMPOSITION -- 8.7 PARALLELIZATION VIA OPENMP AND BLAS LIBRARY -- 8.8 NUMERICAL EXAMPLES -- 8.9 SUMMARY -- REFERENCES -- 9.1 INTRODUCTION -- 9.2 PHYSICS-BASED MODELING FOR THE ANALYSIS OF THE MACHINE DRIVE -- 9.3 EQUIVALENT SOURCE MODELING -- 9.4 POWER CONVERTERS.…”
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Special issue on Electromagnetic Fields in Electrical Engineering. by Wiak, Slawomir

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Gradience in grammar : generative perspectives

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Methods and Interdisciplinarity

Table of Contents: “…Simulation in geography and algorithmic thinking; 2.3.1. A difficult path; 2.3.2. …”
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Automatic control in aerospace : Aerospace Control '94 : a postprint volume from the IFAC symposium, Palo Alto, California, USA, 12-16 September 1994

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Robotics : science and systems III

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Spectral sensing research for surface and air monitoring in chemical, biological and radiological defense and security applications

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Credit securitizations and derivatives : challenges for the global markets

Table of Contents: “…Market Credit Risk Pricing -- Regulation -- Developments in Structured Finance Markets -- Impairments of Asset-Backed Securities and Outstanding Ratings -- Issuance of Asset-backed Securities and Outstanding Volume -- Global CDO Issuance and Outstanding Volume -- PART II CREDIT PORTFOLIO RISK MEASUREMENT -- Mortgage Credit Risk -- Five C's of Credit and Mortgage Credit Risk -- Determinants of Mortgage Default, Loss Given Default and Exposure at Default -- Determinants of Mortgage Default -- Determinants of Mortgage LGD -- Determinants of Mortgage EAD -- Modeling Methods for Default, LGD and EAD -- Model Risk Management -- Credit Portfolio Correlations and Uncertainty -- Introduction -- Gaussian and Semi-Gaussian Single Risk Factor Model -- Individual and Simultaneous Confidence Bounds and Intervals -- Confidence Intervals for Asset Correlations -- Confidence Intervals for Default and Survival Time Correlations -- Confidence Intervals for Default Correlations -- Confidence Intervals for Survival Time Correlations -- Credit Portfolio Correlations with Dynamic Leverage Ratios -- The Hui et al. (2007) Model -- The Method of Images for Constant Coefficients -- The Method of Images for Time-Varying Coefficients -- Modelling Default Correlations in a Two-Firm Model -- Default Correlations -- A Two-Firm Model with Dynamic Leverage Ratios -- Method of Images for Constant Coefficients -- Method of Images for Time-Varying Coefficients -- Alternative Methodologies for General Values -- Numerical Results -- Accuracy -- The Impact of Correlation between Two Firms -- The Impact of Different Credit Quality Paired Firms -- The Impact of Volatilities -- The Impact of Drift Levels -- The Impact of Initial Value of Leverage Ratio Levels -- Impact of Correlation between Firms and Interest Rates -- The Price of Credit-Linked Notes -- A Hierarchical Model of Tail-Dependent Asset Returns -- The Variance Compound Gamma Model -- Multivariate Process for Logarithmic Asset Returns -- Dependence Structure -- Sampling -- Copula Properties -- An Application Example -- Portfolio Setup -- Test Portfolios -- Parameter Setup -- Simulation Results -- Importance Sampling Algorithm -- Conclusions -- Appendix A: The VCG Probability Distribution Function Appendix B: HAC Representation for the VCG Framework -- Monte Carlo Methods for Portfolio Credit Risk -- Modeling Credit Portfolio Losses -- Risk Measures -- Modeling Dependency -- Estimating Risk Measures via Monte Carlo -- Crude Monte Carlo Estimators -- Importance Sampling -- Specific Models -- The Bernoulli Mixture Model -- Factor Models -- Copula Models -- Intensity Models -- An Example Point Process Model -- Appendix A: A Primer on Rare-event Simulation -- Efficiency -- Importance Sampling -- The Choice of g -- Adaptive Importance Sampling -- Importance Sampling for Stochastic Processes -- Credit Portfolio Risk and Diversification -- Introduction -- Model Setup -- Independent Asset Values -- Correlated Asset Values -- Large Portfolio Limit -- Correlated Diffusion -- Correlated GARCH Process -- Applications of the Structural Recovery Rate -- Conclusions -- PART III CREDIT PORTFOLIO RISK SECURITIZATION AND TRANCHING -- Differences in Tranching Methods: Some Results and Implications -- Defining a Tranche -- The Mathematics of Tranching -- PD-based Tranching -- EL-based Tranching -- The EL of a Tranche Necessarily Increases When Either the Attachment Point or the Detachment Point is Decreased -- Upper Bound on Tranche Expected LGD (LGDt) Assumption Given EL-based Tranches -- Skipping of Some Tranches in the EL-based Approach -- Global Structured Finance Rating -- Asset-Backed Securities -- The ABS Structure for the Experiment -- Cash Flow Modeling -- Modeling and Simulating Defaults -- Expected Loss Rating -- Global Sensitivity Analysis -- Elementary Effects -- Variance-based Method -- Global Sensitivity Analysis Results -- Uncertainty Analysis -- Sensitivity Analysis -- Global Rating -- PART IV CREDIT DERIVATIVES -- Analytic Dynamic Factor Copula Model -- Pricing Equations -- One-factor Copula Model -- Multi-period Factor Copula Models -- Calibration -- Dynamic Modeling of Credit Derivatives -- General Model Choice -- Modeling Option Prices -- Modeling Credit Risk -- Portfolio Credit Derivatives -- Modeling Asset Dynamics -- The Market Model -- The Asset-value Model -- Empirical Analysis -- Elementary Data -- Implied Dividends -- Market Dynamics -- Asset Value Model -- Tranche Pricing -- Out-of-time Application -- Pricing and Calibration in Market Models -- Basic notions -- The model -- Modeling Assumptions -- Absence of Arbitrage -- An affine specification -- Pricing -- Calibration -- Calibration Procedure -- Calibration Results -- Appendix A: Computations -- Counterparty Credit Risk and Clearing of Derivatives -- From the Perspective of an Industrial Corporate with a Focus on Commodity Markets -- Credit exposures in commodity business -- Settlement Exposure -- Performance Exposure -- Example of Fixed Price Deal with Performance Exposure -- Example of a Floating Price Deal with Performance Exposure -- General Remarks on Credit Exposure Concepts -- Ex Ante exposure-reducing techniques -- Payment Terms -- Material Adverse Change Clauses -- Master Agreements -- Netting -- Margining -- Close Out Exposure and Threshold -- Ex Ante risk-reducing techniques -- Credit Enhancements in General -- Parent Company Guarantees -- Letters of Credit -- Credit Insurance -- Clearing via a Central Counterparty -- Ex Post risk-reducing techniques -- Factoring -- Novation -- Risk-reducing Trades -- Hedging with CDS -- Hedging with Contingent-CDS -- Hedging with Puts on Equity -- Ex Post work out considerations -- Practical credit risk management and pricing Peculiarities of commodity markets -- Peculiarities of commodity related credit portfolios -- Credit Risk Capital for a commodity related portfolio measured with an extension of CreditMetrics -- CreditRisk+ study: applied to a commodity related credit portfolio -- CDS Industrial Sector Indices, Credit and Liquidity Risk -- The Data -- Methodology and Results -- Preliminary Analysis -- Common Factor Analysis -- Stability of Relations -- Risk Transfer and Pricing of Illiquid Assets with Loan CDS -- Shipping Market -- Loan Credit Default Swaps -- LCDS Pricing -- Modeling LCDS Under the Intensity-based Model -- Valuation Framework for LCDS -- The Structural Approach -- Credit Risk in Shipping Loans -- Valuation of LCDS on Shipping Loans -- Simulation Model -- Numerical Results -- Appendix A: Monte Carlo Parameterization PART V REGULATION -- Regulatory Capital Requirements for Securitizations -- Regulatory Approaches for Securitizations -- Ratings Based Approach (RBA) -- Supervisory Formula Approach (SFA) -- Standardized Approach (SA) -- Post-crisis Revisions to the Basel Framework -- Regulating OTC Derivatives -- The Wall Street Transparency and Accountability Part of the Dodd-Frank Act of 2010 -- Which Derivatives Will Be Affected? …”
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Creating wicked students : designing courses for a complex world by Hanstedt, Paul, 1965-

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IP multicast with applications to IPTV and mobile DVB-H by Minoli, Daniel, 1952-

Table of Contents: “…Cover -- TOC36;CONTENTS -- Preface -- About the Author -- CH36;1 INTRODUCTION TO IP MULTICAST -- 146;1 Introduction -- 146;2 Why Multicast Protocols are Wanted47;Needed -- 146;3 Basic Multicast Protocols and Concepts -- 146;4 IPTV and DVB45;H Applications -- 146;5 Course of Investigation -- Appendix 146;A58; Multicast IETF Request for Comments -- Appendix 146;B58; Multicast Bibliography -- References -- CH36;2 MULTICAST ADDRESSING FOR PAYLOAD -- 246;1 IP Multicast Addresses -- 246;146;1 Limited Scope Addresses -- 246;146;2 GLOP Addressing -- 246;146;3 Generic IPv4 Addressing -- 246;2 Layer 2 Multicast Addresses -- 246;246;1 Ethernet MAC Address Mapping -- 246;3 MPEG45;Layer Addresses -- References -- CH36;3 MULTICAST PAYLOAD FORWARDING -- 346;1 Multicasting on a LAN Segment -- 346;2 Multicasting between Network Segments -- 346;3 Multicast Distribution Trees -- 346;4 Multicast Forwarding58; Reverse Path Forwarding -- 346;5 Multicast Forwarding58; Center45;Based Tree Algorithm -- 346;6 Implementing IP Multicast in a Network -- References -- CH36;4 DYNAMIC HOST REGISTRATION8212;INTERNET GROUP MANAGEMENT PROTOCOL -- 446;1 IGMP Messages -- 446;2 IGMPv3 Messages -- 446;3 IGMP Operation -- Appendix 446;A58; Protocol Details for IGMPv2 -- 446;A46;1 Overview -- 446;A46;2 Protocol Description -- 446;A46;3 Receiver 40;Host41; State Diagram -- 446;A46;4 Router State Diagram -- Appendix 446;B58; IGMP Snooping Switches -- Appendix 446;C58; Example of Router Configurations -- References -- CH36;5 MULTICAST ROUTING8212;SPARSE45;MODE PROTOCOLS58; PROTOCOL INDEPENDENT MULTICAST -- 546;1 Introduction to PIM -- 546;2 PIM SM Details -- 546;246;1 Approach -- 546;246;2 PIM SM Protocol Overview -- 546;246;3 Detailed Protocol Description -- 546;246;4 Packet Formats -- References -- CH36;6 MULTICAST ROUTING8212;SPARSE45;MODE PROTOCOLS58; CORE45;BASED TREES -- 646;1 Motivation -- 646;2 Basic Operation -- 646;3 CBT Components and Functions -- 646;346;1 CBT Control Message Retransmission Strategy -- 646;346;2 Nonmember Sending -- 646;4 Core Router Discovery -- 646;5 Protocol Specification Details -- 646;546;1 CBT HELLO Protocol -- 646;546;2 JOIN_REQUEST Processing -- 646;546;3 JOIN_ACK Processing -- 646;546;4 QUIT_NOTIFICATION Processing -- 646;546;5 ECHO_REQUEST Processing -- 646;546;6 ECHO_REPLY Processing -- 646;546;7 FLUSH_TREE Processing -- 646;546;8 Nonmember Sending -- 646;546;9 Timers and Default Values -- 646;546;10 CBT Packet Formats and Message Types -- 646;546;11 Core Router Discovery -- 646;6 CBT Version 3 -- 646;646;1 The First Step58; Joining the Tree -- 646;646;2 Transient State -- 646;646;3 Getting 34;On Tree34; -- 646;646;4 Pruning and Prune State -- 646;646;5 The Forwarding Cache -- 646;646;6 Packet Forwarding -- 646;646;7 The 34;Keepalive34; Protocol -- 646;646;8 Control Message Precedence and Forwarding Criteria -- 646;646;9 Broadcast LANs -- 646;646;10 The 34;all45;cbt45;routers34; Group -- 646;646;11 Nonmember Sending -- References -- CH36;7 MULTICAST ROUTING8212;DENSE45;MODE PROTOCOLS58; PIM DM.…”
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Electromagnetic Nondestructive Evaluation (XVII). by Capova, K.

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