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See detailThe Time-Varying Risk of Macroeconomic Disasters
Penasse, Julien UL

Presentation (2017, September 20)

Detailed reference viewed: 51 (0 UL)
See detailThe Time-Varying Risk of Macroeconomic Disasters
Penasse, Julien UL

Presentation (2017, April 13)

Detailed reference viewed: 57 (0 UL)
Peer Reviewed
See detailThe Time-Varying Risk of Macroeconomic Disasters
Penasse, Julien UL

Scientific Conference (2017, July 17)

Detailed reference viewed: 52 (0 UL)
Peer Reviewed
See detailThe Time-Varying Risk of Macroeconomic Disasters
Penasse, Julien UL

Scientific Conference (2017, September)

Detailed reference viewed: 63 (0 UL)
Peer Reviewed
See detailThe Time-Varying Risk of Macroeconomic Disasters
Penasse, Julien UL

Scientific Conference (2017, December)

Detailed reference viewed: 63 (0 UL)
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See detailTimed ATL: Forget Memory, Just Count
Knapik, Michal; André, Étienne; Petrucci, Laure et al

in Journal of Artificial Intelligence Research (2019), 66

Detailed reference viewed: 20 (0 UL)
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See detailA Timed extension of WSCoL
Baresi, Luciano; Bianculli, Domenico UL; Ghezzi, Carlo et al

in Proceedings of the IEEE International Conference on Web Services (ICWS 2007) (2007)

Detailed reference viewed: 59 (0 UL)
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See detailTimeliness in Selected Structural Credit Risk Model
Lehnert, Thorsten UL

Scientific Conference (2015)

Detailed reference viewed: 20 (1 UL)
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See detailTimeliness in Selected Structural Credit Risk Models
Jin, Xisong UL; Lehnert, Thorsten UL; Nadal de Simone, Francisco

E-print/Working paper (2013)

We empirically investigate and evaluate various approaches to structurally assess credit risk changes using a panel of selected European banking groups. The objective is to evaluate the models according ... [more ▼]

We empirically investigate and evaluate various approaches to structurally assess credit risk changes using a panel of selected European banking groups. The objective is to evaluate the models according to one metric, i.e., their ability to correctly and timely identify changes in credit risk indicators useful for macroprudential policy. We consider not only the standard approaches in the literature, but also include models that allow the asset volatility to be stochastic and models that allow for short- and long-term components of default risk. Surprisingly, we find that the GARCH structural credit risk model, despite its more sophisticated modeling approach, typically underperforms more basic models. Importantly for macro-prudential policy, combining the Merton model with the GARCH-MIDAS model performs best and reflects important market events earlier than the other approaches. [less ▲]

Detailed reference viewed: 79 (1 UL)
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See detailTimeliness in Selected Structural Credit Risk Models
Jin, Xisong UL

Scientific Conference (2015)

Detailed reference viewed: 29 (0 UL)
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See detailTimeo Danais dona ferre and the Constitution that Europeans may one day have given themselves
Van Der Walt, Johan Willem Gous UL

in Van Der Walt, Johan Willem Gous (Ed.) Constitutional Sovereignty and Social Solidarity in Europe (2015)

Detailed reference viewed: 146 (5 UL)
See detailTimes of Crisis, Times of Prospects: Can the EU Learn from the 1970s?
Herzog, Mechthild UL

E-print/Working paper (2017)

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See detailTimeWarp: Interactive Time Travel with a Mobile Mixed Reality Game
Herbst, Iris; Braun, Anne-Kathrine; McCall, Roderick UL et al

in In the Proceedings of MobileHCI 2008, Amsterdam, Netherlands (2008)

Mobile location-aware applications have become quite popular across a range of new areas such as pervasive games and mobile edutainment applications. However it is only recently, that approaches have been ... [more ▼]

Mobile location-aware applications have become quite popular across a range of new areas such as pervasive games and mobile edutainment applications. However it is only recently, that approaches have been presented which combine gaming and education with mobile Augmented Reality systems. However they typically lack a close crossmedia integration of the surroundings, and often annotate or extend the environment rather than modifying and altering it. In this paper we present a mobile outdoor mixed reality game for exploring the history of a city in the spatial and the temporal dimension. We introduce the design and concept of the game and present a universal mechanism to define and setup multi-modal user interfaces for the game challenges. Finally we discuss the results of the user tests. [less ▲]

Detailed reference viewed: 296 (2 UL)
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See detailTiming Analysis of Automotive Architectures and Software
Navet, Nicolas UL

Scientific Conference (2016, March 16)

This talk presents the general landscape of timing analysis as it is being used today in the design of automotive embedded systems, reviews the main timing verification techniques and discusses what we ... [more ▼]

This talk presents the general landscape of timing analysis as it is being used today in the design of automotive embedded systems, reviews the main timing verification techniques and discusses what we can expect from them and what their limitations are. We will then emphasize the need to question the models and their assumptions, and cross-validate their results. Finally, we will discuss the prerequisites for a safe use of timing-accurate simulation as verification technique and illustrate on case-studies from the automotive domains. [less ▲]

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See detailTiming and Frequency Synchronisation for Multiuser Detection on the Return Link of Interactive Mobile Satellite Networks
Abu Shaban, Zohair UL; Shankar, Bhavani UL; Christopoulos, Dimitrios UL et al

in Proceedings of the ICSSC conferrence (2013, October)

Synchronization, a key process in a communication system, can be very demanding, especially in burst mode transmissions. The estimation of timing, frequency and phase offsets is sensitive to the magnitude ... [more ▼]

Synchronization, a key process in a communication system, can be very demanding, especially in burst mode transmissions. The estimation of timing, frequency and phase offsets is sensitive to the magnitude of these offsets as well as the ambient interference and noise levels. The aggressive reuse of frequencies in a multibeam satellite system increases the co-channel interference significantly and motivates the need to revisit, and re-design if needed, the algorithms used for synchronization. This paper deals with such a scenario occurring on the return link of a mobile interactive satellite system and provides a set of synchronization sub-systems that allow for the design of a robust modem that can reap the benefits of sophisticated interference mitigation techniques. [less ▲]

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See detailTiming inconsistencies in the calculation of Funds of funds Net Asset Value
Terraza, Virginie UL; Neuberg, Luc; Louargant, Christine

in Fundexpert (2006)

The purpose of this paper is to analyze the impact upon tracking errors of timing inconsistencies in the calculation of Funds of Funds (FoF) Net Asset Value (NAV). When the NAV of a FoF is calculated, the ... [more ▼]

The purpose of this paper is to analyze the impact upon tracking errors of timing inconsistencies in the calculation of Funds of Funds (FoF) Net Asset Value (NAV). When the NAV of a FoF is calculated, the NAVs of underlying funds are not always available at the same market date. This can be due to the time of publication of the underlying funds NAVs and also due to the fact that the funds relate to different markets with different closing times. The NAV of the FoF are therefore calculated using diverse market days. Benchmarks of FoF are usually composed of indices. The level of these benchmarks are calculated using underlying prices at the same market day. If we compare the return series of a FoF with the return series of its benchmark, a problem occurs due to the timing inconsistencies in the calculation. We examine how these timing inconsistencies produce noise in the NAV of FoF and therefore noise in the tracking error. We construct Funds of Funds and calculate NAVs of these FoF using underlying NAVs at different dates. We then compare series of tracking errors to analyze the impact of the timing inconsistencies and formalize a relation including a systematic error term generated by these timing inconsistencies. [less ▲]

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See detailA Timing Model for Specifying Multi Clock Automotive Systems: The Timing Augmented Description Language V2
Peraldi-Frati, M. A.; Göknil, Arda UL; Deantoni, J. et al

in 17th International Conference on Engineering of Complex Computer Systems (ICECCS) 2013-12-05 15:24:57 +0000 (2012)

Detailed reference viewed: 66 (14 UL)
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See detailTiming verification of automotive communication architectures using quantile estimation
Navet, Nicolas UL; Louvart, Shehnaz; Villanueva, Jose et al

Scientific Conference (2014, March 07)

Early stage timing verification on CAN traditionally relies on simulation and schedulability analysis, also known as worst-case response time (WCRT) analysis. Despite recent progresses, the latter ... [more ▼]

Early stage timing verification on CAN traditionally relies on simulation and schedulability analysis, also known as worst-case response time (WCRT) analysis. Despite recent progresses, the latter technique remains pessimistic espe cially in complex networking architectures with gateways and heterogeneous communication stacks. Indeed, there are practical cases where no exact WCRT analysis is available, and merely upper bounds on the response times can be derived, on the basis of which unnecessary conservative design choices may be made. Simulation, on the other hand, does not provide any guarantees per se and, in the context of critical networks, should only be used along with an adequate methodology. In this paper, we argue for the use of quantiles of the response time distribution as performance metrics providing an adjustable trade-off between safety and resource usage optimization. We discuss how the exact value of the quantile to consider should be chosen with regard to the criticality of the frames, and illustrate the approach on two typical automotive use -cases. [less ▲]

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See detailTiming verification of real-time automotive Ethernet networks: what can we expect from simulation?
Navet, Nicolas UL; Seyler, Jan; Migge, Jörn

Scientific Conference (2015, May 23)

Switched Ethernet is a technology that may profoundly reshape automotive communication architectures as it did in other application domains such as avionics with the use of AFDX backbones. Ethernet is ... [more ▼]

Switched Ethernet is a technology that may profoundly reshape automotive communication architectures as it did in other application domains such as avionics with the use of AFDX backbones. Ethernet is meant in vehicles not only for the support of infotainment applications but also to transmit time-sensitive data used for the real-time control of the vehicle and ADAS functions. In such use-cases, the temporal behavior of the communication architecture must be carefully validated. Early stage timing verification of critical embedded networks typically relies on simulation and worst-case schedulability analysis, which basically consists in building a mathematical model of the worst possible situations that can be encountered at run-time. The two basic questions that we aim to study here is what can we expect from simulation? And how to use it properly? This empirical study explores these questions and provides methodological guidelines for the use of simulation in the design of switched Ethernet networks. A broader objective of the study is to compare the outcomes of schedulability analyses and simulation, and conclude about the scope of usability of simulation in the design of critical Ethernet networks. [less ▲]

Detailed reference viewed: 114 (4 UL)