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- Tsinghua UniversityCN44 papers
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- Nanyang Technological UniversitySG28 papers
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13 papers · 1 filter
Credit derivatives pricing with default density term structure modelled by Lévy random fields
Lijun Bo, Ying Jiao, Xuewei Yang
We model the term structure of the forward default intensity and the default density by using Lévy random fields, which allow us to consider the credit derivatives with an after-de…
Detecting Spurious Counterexamples Efficiently in Abstract Model Checking
Cong Tian, Zhenhua Duan
Abstraction is one of the most important strategies for dealing with the state space explosion problem in model checking. In the abstract model, the state space is largely reduced,…
Intelligent Bees for QoS Routing in Networks-on-Chip
Peibo Xie, Huaxi Gu
Networks-on-Chip (NoCs) for future many-core processor platforms integrate more and more heterogeneous components of different types and many real-time and latency-sensitive applic…
An improved distributed routing algorithm for Benes based optical NoC
Jing Zhang, Huaxi Gu, Yintang Yang
Integrated optical interconnect is believed to be one of the main technologies to replace electrical wires. Optical Network-on-Chip (ONoC) has attracted more attentions nowadays. B…
Edge covering pseudo-outerplanar graphs with forests
Xin Zhang, Guizhen Liu, Jian-Liang Wu
A graph is called pseudo-outerplanar if each block has an embedding on the plane in such a way that the vertices lie on a fixed circle and the edges lie inside the disk of this cir…
The countable versus uncountable branching recurrences in computability logic
Wenyan Xu, Sanyang Liu
This paper introduces a new simplified version of the countable branching recurrence of Computability Logic, proves its equivalence to the old one, and shows that the basic logic i…