Modeling COVID-19 spread in small colleges

We develop an agent-based model on a network meant to capture features unique to COVID-19 spread through a small residential college. We find that a safe reopening requires strong policy from administrators combined with cautious behavior from students. Strong policy includes weekly screening tests with quick turnaround and halving the campus population. Cautious behavior from students means wearing facemasks, socializing less, and showing up for COVID-19 testing. We also find that comprehensive testing and facemasks are the most effective single interventions, building closures can lead to infection spikes in other areas depending on student behavior, and faster return of test results significantly reduces total infections.

Enabling Cell Aware Diagnosis in a Foundry for Accurate and Efficient Failure Analysis of Cell Internal Defects

Cell aware diagnosis identifies defects within the standard cell as opposed to traditional layout aware diagnosis that identifies the failing standard cell or the area between two standard cells. In a mature technology dominated by random defects, cell aware results pinpoint the cell internal layer drastically reducing the turnaround time for failure analysis. This paper describes a method to enable cell aware diagnosis in a foundry environment, perform a volume diagnosis analysis with RCAD (fail mode pareto) and drive failure analysis with a quick turnaround time for a 14nm customer chip.

Supplier evaluation in industrial power services: a case study in gas-turbine maintenance, repair, and overhaul

The maintenance is one of the highest costs in a gas-turbine engine, after operating cost with approximately about 14-19 % of the total cost. Some of the operators do not have spare engines, and it will lead to operation shutdown. With the current market, most MRO challenged to provide their costumer to achieve quick turnaround time (TAT) at a low cost without affecting the quality of the product. Since MRO is selling the skill services, it took applied technology, skill training, and experience to deliver quality, which needs high cost. Therefore, MRO needs to collaborate with other parties (original manufacturer or others) to increase its capacity and capability. MRO should concern more for evaluating the vendors to align with the strategies to get quick turnaround time with the right quality product. Supplier selection is the objective of this research by analyzing the selection criteria at Industrial Gas-Turbine maintenance. The highest priority is the vendor effectiveness followed by the quality, cost, risk management. The highest weight is based on the priority of the supplier.

AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL

The LIBOR Market Model has become one of the most popular models for pricing interest rate products. It is commonly believed that Monte-Carlo simulation is the only viable method available for the LIBOR Market Model. In this article, however, we propose a lattice approach to price interest rate products within the LIBOR Market Model by introducing a shifted forward measure and several novel fast drift approximation methods. This model should achieve the best performance without losing much accuracy. Moreover, the calibration is almost automatic and it is simple and easy to implement. Adding this model to the valuation toolkit is actually quite useful; especially for risk management or in the case there is a need for a quick turnaround.

AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL

The LIBOR Market Model has become one of the most popular models for pricing interest rate products. It is commonly believed that Monte-Carlo simulation is the only viable method available for the LIBOR Market Model. In this article, however, we propose a lattice approach to price interest rate products within the LIBOR Market Model by introducing a shifted forward measure and several novel fast drift approximation methods. This model should achieve the best performance without losing much accuracy. Moreover, the calibration is almost automatic and it is simple and easy to implement. Adding this model to the valuation toolkit is actually quite useful; especially for risk management or in the case there is a need for a quick turnaround.

AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL

The LIBOR Market Model has become one of the most popular models for pricing interest rate products. It is commonly believed that Monte-Carlo simulation is the only viable method available for the LIBOR Market Model. In this article, however, we propose a lattice approach to price interest rate products within the LIBOR Market Model by introducing a shifted forward measure and several novel fast drift approximation methods. This model should achieve the best performance without losing much accuracy. Moreover, the calibration is almost automatic and it is simple and easy to implement. Adding this model to the valuation toolkit is actually quite useful; especially for risk management or in the case there is a need for a quick turnaround.

AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL

The LIBOR Market Model has become one of the most popular models for pricing interest rate products. It is commonly believed that Monte-Carlo simulation is the only viable method available for the LIBOR Market Model. In this article, however, we propose a lattice approach to price interest rate products within the LIBOR Market Model by introducing a shifted forward measure and several novel fast drift approximation methods. This model should achieve the best performance without losing much accuracy. Moreover, the calibration is almost automatic and it is simple and easy to implement. Adding this model to the valuation toolkit is actually quite useful; especially for risk management or in the case there is a need for a quick turnaround.

AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL

The LIBOR Market Model has become one of the most popular models for pricing interest rate products. It is commonly believed that Monte-Carlo simulation is the only viable method available for the LIBOR Market Model. In this article, however, we propose a lattice approach to price interest rate products within the LIBOR Market Model by introducing a shifted forward measure and several novel fast drift approximation methods. This model should achieve the best performance without losing much accuracy. Moreover, the calibration is almost automatic and it is simple and easy to implement. Adding this model to the valuation toolkit is actually quite useful; especially for risk management or in the case there is a need for a quick turnaround.