Search Results - (((((((ant OR wkanted) OR semantic) OR arts) OR cantor) OR anne) OR maarten) OR mantis) algorithms.

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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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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Electromagnetic Nondestructive Evaluation (XVII). by Capova, K.

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Advanced wireless communications & Internet : future evolving technologies by Glisic, Savo G.

Table of Contents: “…Glisic -- 11.1 Introduction 585 -- 11.2 Background and Related Work 586 -- 11.3 Cooperative Communications 593 -- 11.4 Relay-Assisted Communications 616 -- 11.5 Two-Way Relay-Assisted Communications 646 -- 11.6 Relay-Assisted Communications With Reuse of Resources 651 -- Appendices 668 -- 12 Biologically Inspired Paradigms inWireless Networks 683 -- 12.1 Biologically Inspired Model for Securing Hybrid Mobile Ad Hoc Networks 683 -- 12.2 Biologically Inspired Routing in Ad Hoc Networks 687 -- 12.3 Analytical Modeling of AntNet as Adaptive Mobile Agent Based Routing 691 -- 12.4 Biologically Inspired Algorithm for Optimum Multicasting 697 -- 12.5 Biologically Inspired (BI) Distributed Topology Control 703 -- 12.6 Optimization of Mobile Agent Routing in Sensor Networks 708 -- 12.7 Epidemic Routing 710 -- 12.8 Nano-Networks 715 -- 12.9 Genetic Algorithm Based Dynamic Topology Reconfiguration in Cellular Multihop Wireless Networks 718 -- References 739 -- 13 Positioning in Wireless Networks 743 -- 13.1 Mobile Station Location in Cellular Networks 743.…”
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Fractional order systems : modeling and control applications

Table of Contents: “…Marquardt algorithm for the least squares estimation. 8.7. Fractional models for IPMC actuators.…”
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Risk Modeling, Assessment, and Management. by Haimes, Yacov Y.

Table of Contents: “…Intro -- Title page -- Table of Contents -- Preface to the Fourth Edition -- The Companion Website -- Acknowledgments -- ACKNOWLEDGMENTS TO THE FIRST EDITION -- ACKNOWLEDGMENTS TO THE SECOND EDITION -- ACKNOWLEDGMENTS TO THE THIRD EDITION -- ACKNOWLEDGMENTS TO THE FOURTH EDITION -- Part I: Fundamentals of Risk Modeling, Assessment, and Management -- 1 The Art and Science of Systems and Risk Analysis -- 1.1 INTRODUCTION -- 1.2 SYSTEMS ENGINEERING -- 1.3 RISK ASSESSMENT AND MANAGEMENT -- 1.4 CONCEPT ROAD MAP -- 1.5 EPILOGUE -- REFERENCES…”
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Symmetry and Perturbation Theory, Proceedings of the International Conference On SPT 2002.

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Educational Data Mining with R and Rattle. by Kamath, R. S.

Table of Contents: “…1.4.3 Objectives1.5 R Data Mining Tool; 1.5.1 R Installation; 1.5.2 R Mining; 1.6 Rattle Data Mining Tool; 1.6.1 Rattle Installation; 1.6.2 Loading Rattle Package; 1.7 Reason for R and Rattle; Chapter 2 -- Emerging Research Directions in Educational Data Mining; 2.1 Introduction; 2.2 Prior Art Vis-à-vis of Research; 2.2.1 Educational Data Mining; 2.2.2 Data Mining Using R; 2.2.3 Mining Students' Academic Performance; 2.2.4 Factors Affecting on Students' Academic Performance; 2.2.5 Evaluation of Student Performance; 2.2.6 Knowledge Management System; 2.2.7 Placement Chance Prediction.…”
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Advances in Intelligent Robotics and Collaborative Automation

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Security and privacy in cyber-physical systems : foundations, principles, and applications

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Materials Informatics : Methods, Tools, and Applications

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Bioinformatics : a Swiss perspective

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Dependable software systems engineering

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Markov chains : from theory to implementation and experimentation by Gagniuc, Paul A.

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Computer vision and imaging in intelligent transportation systems

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Machine interpretation of patterns : image analysis and data mining

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Optimization for machine learning

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A Systems Approach to Lithium-Ion Battery Management. by Weicker, Phil

Table of Contents: “…1 Introduction -- 1.1 Battery Management Systems and Appli -- 1.2 State of the Art -- 1.3 Challenges -- 2 Lithium-Ion Battery Fundamentals -- 2.1 Battery Operation -- 2.2 Battery Construction -- 2.3 Battery Chemistry -- 2.4 Safety -- 2.5 Longevity -- 2.6 Performance -- 2.7 Integration -- 3 Large-Format Systems -- 3.1 Definition -- 3.2 Balance of Plant -- 3.3 Load Interface -- 3.4 Variation and Divergence -- 3.5 Application Parameters -- 4 System Description -- 4.1 Typical Inputs -- 4.2 Typical Outputs -- 4.3 Typical Functions -- 4.4 Summary -- 5 Architectures -- 5.1 Monolithic -- 5.2 Distributed -- 5.3 Semi-Distributed -- 5.4 Connection Methods -- 5.5 Additional Scalability -- 5.6 Battery Pack Architectures -- 5.7 Power Supply -- 5.8 Control Power -- 5.9 Computing Architecture -- 6 Measurement -- 6.1 Cell Voltage Measurement -- 6.2 Current Measurement -- 6.2.1 Current Sensors -- 6.2.2 Current Sense Measurement -- 6.3 Synchronization of Current and Volta -- 6.4 Temperature Measurement -- 6.5 Measurement Uncertainty and Battery -- 6.6 Interlock Status -- 7 Control -- 7.1 Contactor Control -- 7.2 Soft Start or Precharge Circuits -- 7.3 Control Topologies -- 7.4 Contactor Opening Transients -- 7.5 Chatter Detection -- 7.6 Economizers -- 7.7 Contactor Topologies -- 7.8 Contactor Fault Detection -- 8 Battery Management System Functionality -- 8.1 Charging Strategies -- 8.1.1 CC/CV Charging Method -- 8.1.2 Target Voltage Method -- 8.1.3 Constant Current Method -- 8.2 Thermal Management -- 8.3 Operational Modes -- 9 High-Voltage Electronics Fundamentals -- 9.1 High-Voltage DC Hazards -- 9.2 Safety of High-Voltage Electronics -- 9.3 Conductive Anodic Filaments -- 9.4 Floating Measurements -- 9.4.1 Y-Capacitance -- 9.5 HV Isolation -- 9.6 ESD Suppression on Isolated Devices -- 9.7 Isolation Detection -- 10 Communications -- 10.1 Overview.…”
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Advanced security solutions for multimedia

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