CSIRO Australia

Displaying 1-6 of 6 results

  • White Papers // Jun 2011

    Secure Connectivity for Intra-Cloud and Inter-Cloud Communication

    The cloud has become an attractive platform for enterprises to deploy and execute their business services for B2B collaborations. Naturally, some of the confidential B2B collaborations require secure tunnels to secure the messaging between the services that are deployed within the same cloud or different clouds. This paper examines this...

    Provided By CSIRO Australia

  • White Papers // Mar 2011

    Bayesian Model Choice Of Grouped T-copula

    One of the most popular copulas for modeling dependence structures is t-copula. Recently the grouped t-copula was generalized to allow each group to have one member only, so that a priori grouping is not required and the dependence modeling is more flexible. This paper describes a Markov Chain Monte Carlo...

    Provided By CSIRO Australia

  • White Papers // Nov 2010

    LGD Credit Risk Model: Estimation Of Capital With Parameter Uncertainty Using MCMC

    This paper investigates the impact of parameter uncertainty on capital estimate in the well-known extended Loss Given Default (LGD) model with systematic dependence between default and recovery. The authors demonstrate how the uncertainty can be quantified using the full posterior distribution of model parameters obtained from Bayesian inference via Markov...

    Provided By CSIRO Australia

  • White Papers // Nov 2010

    Impact Of Insurance For Operational Risk: Is It Worthwhile To Insure Or Be Insured For Severe Losses?

    Under the Basel II standards, the Operational Risk (OpRisk) advanced measurement approach allows a provision for reduction of capital as a result of insurance mitigation of up to 20%. This paper studies different insurance policies in the context of capital reduction for a range of extreme loss models and insurance...

    Provided By CSIRO Australia

  • White Papers // Sep 2010

    Software Driven Underwater Acoustic Sensor Networks

    Deployment efforts of underwater acoustic sensor networks have been impeded by the prohibitive monetary cost and high power consumption of existing acoustic hardware, which typically targets deep water long range communication. To address this issue, the authors propose software-driven underwater networks that rely on widely available speakers and micro-phones in...

    Provided By CSIRO Australia

  • White Papers // Jun 2009

    On the Feasibility of Using Servo-Mechanisms in Wireless Multimedia Sensor Network Deployments

    This paper considers the use of servo-mechanisms as part of a tightly integrated homogeneous Wireless Multimedia Sensor Network (WMSN). The authors describe the design of their second generation WMSN node platform, which has increased image resolution, in-built audio sensors, PIR sensors, and servomechanisms. These devices have a wide disparity in...

    Provided By CSIRO Australia

  • White Papers // Jun 2011

    Secure Connectivity for Intra-Cloud and Inter-Cloud Communication

    The cloud has become an attractive platform for enterprises to deploy and execute their business services for B2B collaborations. Naturally, some of the confidential B2B collaborations require secure tunnels to secure the messaging between the services that are deployed within the same cloud or different clouds. This paper examines this...

    Provided By CSIRO Australia

  • White Papers // Mar 2011

    Bayesian Model Choice Of Grouped T-copula

    One of the most popular copulas for modeling dependence structures is t-copula. Recently the grouped t-copula was generalized to allow each group to have one member only, so that a priori grouping is not required and the dependence modeling is more flexible. This paper describes a Markov Chain Monte Carlo...

    Provided By CSIRO Australia

  • White Papers // Nov 2010

    LGD Credit Risk Model: Estimation Of Capital With Parameter Uncertainty Using MCMC

    This paper investigates the impact of parameter uncertainty on capital estimate in the well-known extended Loss Given Default (LGD) model with systematic dependence between default and recovery. The authors demonstrate how the uncertainty can be quantified using the full posterior distribution of model parameters obtained from Bayesian inference via Markov...

    Provided By CSIRO Australia

  • White Papers // Nov 2010

    Impact Of Insurance For Operational Risk: Is It Worthwhile To Insure Or Be Insured For Severe Losses?

    Under the Basel II standards, the Operational Risk (OpRisk) advanced measurement approach allows a provision for reduction of capital as a result of insurance mitigation of up to 20%. This paper studies different insurance policies in the context of capital reduction for a range of extreme loss models and insurance...

    Provided By CSIRO Australia

  • White Papers // Sep 2010

    Software Driven Underwater Acoustic Sensor Networks

    Deployment efforts of underwater acoustic sensor networks have been impeded by the prohibitive monetary cost and high power consumption of existing acoustic hardware, which typically targets deep water long range communication. To address this issue, the authors propose software-driven underwater networks that rely on widely available speakers and micro-phones in...

    Provided By CSIRO Australia

  • White Papers // Jun 2009

    On the Feasibility of Using Servo-Mechanisms in Wireless Multimedia Sensor Network Deployments

    This paper considers the use of servo-mechanisms as part of a tightly integrated homogeneous Wireless Multimedia Sensor Network (WMSN). The authors describe the design of their second generation WMSN node platform, which has increased image resolution, in-built audio sensors, PIR sensors, and servomechanisms. These devices have a wide disparity in...

    Provided By CSIRO Australia