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31.
32.
Jules Sadefo Kamdem 《Computing and Visualization in Science》2007,10(4):197-210
In this paper, we generalize the Linear VaR method from portfolios with normally distributed risk factors to portfolios with
mixture of elliptically distributed ones. We treat both the Expected Shortfall and the Value-at-Risk of such portfolios. Special
attention is given to the particular case of a mixture of multivariate t-distributions.
This is a part of J. SADEFO-KAMDEM PhD Thesis[12] of the Université de Reims, France . It has been presented at the workshop
on modelling and computation in Financial Engineering at Bad Herrenalb, Germany May 6-8, 2003. The author is an associate
professor at the Department of mathematics, université d’Evry Val d’Essonne. 相似文献
33.
This study examined whether objects are attended in serial or in parallel during a demanding visual search task. A component of the event-related potential waveform, the N2pc wave, was used as a continuous measure of the allocation of attention to possible targets in the search arrays. Experiment 1 demonstrated that the relative allocation of attention shifts rapidly, favoring one item and then another. In Experiment 2, a paradigm was used that made it possible to track the absolute allocation of attention to individual items. This experiment showed that attention was allocated to one object for 100-150 ms before attention began to be allocated to the next object. These findings support models of attention that posit serial processing in demanding visual search tasks. (PsycINFO Database Record (c) 2010 APA, all rights reserved) 相似文献
34.
ATM网络的可用比特率业务 总被引:2,自引:0,他引:2
本文介绍了可用比特率业务的业务特点,速率控制机制以及该业务存在的问题。 相似文献
35.
Laura M. Haas Michael J. Carey Miron Livny Amit Shukla 《The VLDB Journal The International Journal on Very Large Data Bases》1997,6(3):241-256
In this paper, we re-examine the results of prior work on methods for computing ad hoc joins. We develop a detailed cost model for predicting join algorithm performance, and we use the model to develop cost formulas
for the major ad hoc join methods found in the relational database literature. We show that various pieces of “common wisdom” about join algorithm
performance fail to hold up when analyzed carefully, and we use our detailed cost model to derive op
timal buffer allocation schemes for each of the join methods examined here. We show that optimizing their buffer allocations
can lead to large performance improvements, e.g., as much as a 400% improvement in some cases. We also validate our cost model's
predictions by measuring an actual implementation of each join algorithm considered. The results of this work should be directly
useful to implementors of relational query optimizers and query processing systems.
Edited by M. Adiba. Received May 1993 / Accepted April 1996 相似文献
36.
In a survey of the practical wind energy resource present in the Tayside Region of Scotland it was estimated that over 1500 km2 of land is suitable for wind energy development in the Region after consideration of a range of physical, technical and institutional factors. Wind speed data for this survey was obtained from the Energy Technology Support Unit (ETSU) UK Wind Speed Data Package. To verify the wind speeds obtained from the ETSU package a representative sample of sites in and around the identified areas of potential in Tayside were modelled for mean annual wind speed using the Wind Atlas Analysis and Application Program (WAsP). The wind speeds for the sites obtained from the WAsP analysis were compared with those obtained from the ETSU UK Wind Speed Data Package and conclusions drawn as to the reliability of the Tayside wind energy survey and the general applicability of the ETSU package for broad wind energy resource assessment. 相似文献
37.
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39.
The problem of managing water scarcity by resorting to complex interconnected multi-source water systems needs to utilize
management optimization techniques analyzing aspects of water quantity and quality in a common strategy. In the southern regions
of Mediterranean Europe, the greater part of water resources for supply systems are derived from artificial reservoirs and
water systems can become quite complex since they interconnect several sources and demand centers, as indeed occurs in the
Region of Sardinia (Italy). A simplified approach to the requirement to insert water quality aspects in the mathematical optimization
model can be achieved by examining the trophic conditions of reservoirs. Trophic State Indexes (TSI) based on Carlson’s (1977) make it possible to insert quality constraints in the water management optimization model also considering complex multi-reservoir
and multi-user systems. Model formalization and implementation by the optimization toolkit WARGI (Water Resource system optimization
aided by Graphical Interface) (Sechi and Zuddas 2000; Manca et al. 2004; Salis et al. 2005) is illustrated in this paper. The usefulness of a mixed quantity–quality optimization approach has been confirmed by WARGI
application to a real multi-reservoir water resources system in southern Sardinia. The optimization model remains computationally
efficient dealing with this complex multi-reservoir system and the obtained results can be seen as a reference target in a
subsequent simulation phase. 相似文献
40.
Jong Min Kim Donghee Lee Sang Lyul Min Chong Sang Kim 《Information Processing Letters》2003,85(2):93-97
A new dynamic buffer allocation strategy based on the notion of marginal gains is presented for the buffer cache that is used by the operating system to store frequently accessed disk blocks in main memory, and the performance of the proposed strategy is compared with those of previous allocation strategies. In the proposed strategy, marginal gain values are predicted by exploiting functions that approximate the expected number of buffer hits per unit time. Experimental results from both trace-driven simulation and an actual implementation in the FreeBSD operating system show that the proposed strategy accurately predicts the marginal gain values for various workloads resulting in significantly improved buffer hit ratios. 相似文献