Random sampling from a multivariate normal distribution is essential for Monte Carlo simulations in many credit risk models. For a portfolio of N obligors, standard methods usually require O(N2) ...
Since the efficiency factors compare the designs to a (hypothetical) orthogonal design, values of 100% are not possible in this case. The OPTEX procedure includes facilities for examining the ...
Abstract: In this paper, authentication for mobile radio frequency identification (RFID) systems with low-cost tags is investigated. To this end, an adaptive modulus (AM) encryption algorithm is first ...