Works Published in 2015
Displaying works 41 - 60 of 159 in total
Sorted by most recent date added to the index first, which may not be the same as publication date order.
2015 journal article
GARCH Models for Credit Risk and Market Risk of Relative Returns
Journal of Finance and Management Research, 1(1), 19–38.
Source: NC State University Libraries
Added: July 28, 2019
2015 journal article
CVA Wrong Way Risk Multiplier Decomposition and Efficient CVA Curve
Journal of Risk Management in Financial Institutions, 8(4), 390–404.
Source: NC State University Libraries
Added: July 28, 2019
2015 chapter
An Application of Functional Ito's Formula to Stochastic Portfolio Optimization with Bounded Memory
In 2015 Proceedings of the Conference on Control and its Applications (pp. 159–166).
TL;DR:
A stochastic portfolio optimization model in which the returns of risky asset depend on its past performance is considered, and the functional Ito’s formula is used to derive the associated HamiltonJacobi-Bellman equation.
(via Semantic Scholar)
epubs.siam.org (publisher PDF)
Source: Crossref
Added: July 28, 2019
2015 journal article
Convergence Studies on Monte Carlo Methods for Pricing Mortgage-Backed Securities
International Journal of Financial Studies, 3(2), 136–150.
author keywords: Monte Carlo method; mortgage-backed securities (MBS); coefficient of variation (CV); absolute convergence; relative convergence; option-adjusted spread (OAS); effective duration (DUR); effective convexity (CNVX); Greeks
TL;DR:
This paper studies the convergence of Monte Carlo methods in calculating the option-adjusted spread, effective duration (DUR) and effective convexity (CNVX) of MBS instruments, and defines two new concepts, absolute convergence and relative convergence, and shows that practitioners can reduce the computational time substantially without sacrificing simulation accuracy.
(via Semantic Scholar)
Source: Crossref
Added: July 28, 2019
2015 chapter
The Flexibility of DAE Formulations
In Surveys in Differential-Algebraic Equations III (pp. 1–59).
TL;DR:
This survey focuses on a number of problems where the extra flexibility of a DAE formulation permits the solution of a problem that would be hard to solve otherwise.
(via Semantic Scholar)
Sources: Crossref, ORCID
Added: July 20, 2019
2015 journal article
Optimal Investment and Consumption for Portfolios with Stochastic Dividends
Journal of Finance and Management Research, 1(2), 1–22.
Source: NC State University Libraries
Added: July 11, 2019
2015 book
Simulation Modeling with SIMIO: A Workbook V4
Raleigh, NC: SIMIO LLC.
Source: ORCID
Added: December 6, 2018
2015 book
Simulation modeling with SIMIO: A Workbook V4 (4th ed.)
Sewickley, PA: SIMIO LLC.
Source: NC State University Libraries
Added: November 7, 2018
2015 article
Reverse Logistics of US Carpet Recycling
(T. C. E. C. T.-M. Choi, Ed.). SUSTAINABLE FASHION SUPPLY CHAIN MANAGEMENT: FROM SOURCING TO RETAILING, Vol. 1, pp. 3–30.
Ed(s): T. Choi
UN Sustainable Development Goal Categories
12. Responsible Consumption and Production
(Web of Science)
Sources: Web Of Science, ORCID
Added: November 7, 2018
2015 book
Simulation Modeling with SIMIO: A Workbook
(4th, Economy Version). Simio LLC.
Source: NC State University Libraries
Added: November 2, 2018
2015 article
Offline Distance-Adaptive Routing and Spectrum Assignment (DA-RSA) in Rings
2015 IEEE GLOBAL COMMUNICATIONS CONFERENCE (GLOBECOM).
Sources: Web Of Science, ORCID
Added: August 6, 2018
2015 conference paper
Robust switching output feedback control of discrete-time linear polytopic uncertain systems
2015 34th Chinese Control Conference (CCC), 2973–2978.
UN Sustainable Development Goal Categories
16. Peace, Justice and Strong Institutions
(OpenAlex)
Source: NC State University Libraries
Added: August 6, 2018
2015 conference paper
Securing software application chains in a cloud
2015 2nd International Conference on Information Science and Security (ICISS), 50–53.
Source: NC State University Libraries
Added: August 6, 2018
2015 conference paper
SDSecurity: A software defined security experimental framework
2015 IEEE International Conference on Communication Workshop, 1871–1876.
TL;DR:
This paper presents a novel experimental framework to provide a novel virtualized testbed environment for SDSec systems and builds on the Mininet simulator, where its core components, the host, switch and the controller, are customized to build the proposed experimental simulation framework for S DSec.
(via Semantic Scholar)
Source: NC State University Libraries
Added: August 6, 2018
2015 conference paper
Spectrum assignment in rings with shortest-path routing: Complexity and approximation algorithms
2015 International Conference on Computing, Networking and Communications (ICNC), 642–647.
TL;DR:
It is proved that, under the shortest path assumption, the SA problem can be solved in polynomial time in small rings, and constant-ratio approximation algorithms for large rings are developed.
(via Semantic Scholar)
Sources: NC State University Libraries, ORCID
Added: August 6, 2018
2015 article
The Helmholtz Conditions and the Method of Controlled Lagrangians
INVERSE PROBLEM OF THE CALCULUS OF VARIATIONS: LOCAL AND GLOBAL THEORY, pp. 1–29.
UN Sustainable Development Goal Categories
11. Sustainable Cities and Communities
(Web of Science)
Source: Web Of Science
Added: August 6, 2018
2015 article
Securing Scientific Workflows
2015 IEEE INTERNATIONAL CONFERENCE ON SOFTWARE QUALITY, RELIABILITY AND SECURITY - COMPANION (QRS-C 2015), pp. 95–104.
author keywords: Scientific workflow; Kepler; Vulnerability; Provenance; Cloud
TL;DR:
A prototype security enhanced Kepler engine is implemented to demonstrate viability of use of the Kepler provenance module in provision and management of the desired security properties.
(via Semantic Scholar)
UN Sustainable Development Goal Categories
3. Good Health and Well-being
(Web of Science)
Source: Web Of Science
Added: August 6, 2018
2015 article
Safety Can Be Dangerous: Secure Communications Impair Smart Grid Stability Under Emergencies
2015 IEEE GLOBAL COMMUNICATIONS CONFERENCE (GLOBECOM).
UN Sustainable Development Goal Categories
7. Affordable and Clean Energy
(Web of Science)
Sources: Web Of Science, ORCID
Added: August 6, 2018
2015 article
SDStorage: A Software Defined Storage Experimental Framework
2015 IEEE INTERNATIONAL CONFERENCE ON CLOUD ENGINEERING (IC2E 2015), pp. 341–346.
TL;DR:
SDStorage is an experimental framework to provide a novel virtualized test bed environment for SDStore systems and is based on the Mininet Software Defined Network (SDN) Open Flow simulator and is built over of it.
(via Semantic Scholar)
UN Sustainable Development Goal Categories
9. Industry, Innovation and Infrastructure
(Web of Science)
Source: Web Of Science
Added: August 6, 2018
2015 journal article
Resolving Goal Conflicts via Argumentation-Based Analysis of Competing Hypotheses
IEEE 25TH INTERNATIONAL REQUIREMENTS ENGINEERING CONFERENCE (RE), 156–165.
Contributors: P. Murukannaiah n, P. Telang*, A. Kalia n & M. Singh n
TL;DR:
Arg-ACH systematically captures the trail of a requirements engineer's thought process in resolving conflicts and is superior to ACH with respect to completeness and coverage of belief search; length of belief chaining; ease of use; explicitness of the assumptions made; and repeatability of conclusions across subjects.
(via Semantic Scholar)
Sources: NC State University Libraries, ORCID
Added: August 6, 2018
Citation Index includes data from a number of different sources. If you have questions about the sources of data in the Citation Index or need a set of data which is free to re-distribute, please contact us.
Certain data included herein are derived from the Web of Science© and InCites© (2024) of Clarivate Analytics. All rights reserved. You may not copy or re-distribute this material in whole or in part without the prior written consent of Clarivate Analytics.
