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Full-Text Articles in Operations Research, Systems Engineering and Industrial Engineering
Computation Of Risk Measures In Finance And Parallel Real-Time Scheduling, Yajuan Li
Computation Of Risk Measures In Finance And Parallel Real-Time Scheduling, Yajuan Li
Dissertations
Many application areas employ various risk measures, such as a quantile, to assess risks. For example, in finance, risk managers employ a quantile to help determine appropriate levels of capital needed to be able to absorb (with high probability) large unexpected losses in credit portfolios comprising loans, bonds, and other financial instruments subject to default. This dissertation discusses the computation of risk measures in finance and parallel real-time scheduling.
Firstly, two estimation approaches are compared for one risk measure, a quantile, via randomized quasi-Monte Carlo (RQMC) in an asymptotic setting where the number of randomizations for RQMC grows large, but …
Improving Multi-Threaded Qos In Clouds, Weiwei Jia
Improving Multi-Threaded Qos In Clouds, Weiwei Jia
Dissertations
Multi-threading and resource sharing are pervasive and critical in clouds and data-centers. In order to ease management, save energy and improve resource utilization, multi-threaded applications from different tenants are often encapsulated in virtual machines (VMs) and consolidated on to the same servers. Unfortunately, despite much effort, it is still extremely challenging to maintain high quality of service (QoS) for multi-threaded applications of different tenants in clouds, and these applications often suffer severe performance degradation, poor scalability, unfair resource allocation, and so on.
The dissertation identifies the causes of the QoS problems and improves the QoS of multi-threaded execution with three …