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In this paper we develop efficient Monte Carlo methods for large credit portfolios. We assume the default indicators admit a Gaussian copula. Therefore, we are able to embed the default correlations into a continuous Gaussian random field, which is capable of incorporating an infinite size portfolio and potentially highly correlated defaults. We are particularly interested in estimating the expectations,...
To achieve better performance with various load and system parameters in controlling a current-source rectifier (CSR) with less computing cost, a neural-network-based implementation of three-logic space-vector modulation (SVM) is proposed in this research, and the random weight change (RWC)algorithm is employed for on-line parameter tuning. The scheme has been simulated in SABER simulation software...
Privacy-preserving cooperative linear system of equations problem is an important scientific computation and widely used in many areas such as banking, manufacturing, and telecommunications. In this paper, we present a new privacy- preserving cooperative linear system of equations protocol under the semi-honest mode, which is more efficient as compared with existing schemes. The security of the newly...
Traffic congestion has been increasing world-wide as a result of increased motorization, urbanization, population growth and changes in population density. Interest in intelligent transport system (ITS) comes from the problems caused by traffic congestion and a synergy of new information technologies for simulation, real-time control and communications networks. Successful implementation of ITS depends...
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