computer arithmetic, such as multi-precision or finite-field arithmetic; curve-based public-key cryptography; cryptanalytic problems, such as integer factorization and finite-field discrete logarithms; efficient software (x86, manycore, GPU) and hardware (FPGA) implementation of the above. You can access my list of publications. Ph.D. students In order to extend ROC curve and ROC area to multi-class or multi- label ROC curves typically feature true positive rate on the Y axis, and false positive rate on the X axis. This means that the top left corner of the plot is the “ideal” point - a false positive rate of zero, and a true positive rate of one. A bootstrapped curve, correspondingly, is one where the prices of the instruments used as an input to the curve, will be an exact output, when these same instruments are valued using this curve.On the one hand, the C++ library contains simple examples of using the classes, but not for something as complex as the multi-curve bootstrapping. On the other hand, a complete multi-curve framework exists in the QuantLibXL Excel addin, but it's kind of complex and not very well documented.
The need for and general mechanisms to support virtual memory and address translation are studied, with a particular focus on paging. Mechanisms, such as translation look aside buffers and multi-level page tables, to improve the performance of paging are covered. Specific CPU architecture support for an OS implementations of paging are presented.
Post crisis, to accommodate credit risk, the now-standard pricing approach is the multi-curve framework where forecast -IBOR rates and discount factors exhibit disparity. Note that the economic pricing principle is unchanged: leg values are still identical at initiation. Jul 29, 2005 · A curve is considered covered, if its maximum absolute standardized difference from the bootstrap mean is less than the bootstrap constant C. The number of covered curves averaged over all the bootstrap subsets then yields the coverage probability for the given bootstrap constant, C .