Juan Cespedes

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We present a simple adjustment to the single-factor credit capital model, which recognizes the diversification from a multi-factor credit setting. The model can be applied to extend the Basel II regulatory framework to a general multi-factor setting, thus allowing for more accurate modeling of diversification for portfolios across various asset classes,(More)
In this paper we generalize the Continuous Adversarial Queuing Theory (CAQT) model (Blesa et al. in MFCS, Lecture Notes in Computer Science, vol. 3618, pp. 144–155, 2005) by considering the possibility that the router clocks in the network are not synchronized. We name the new model Non Synchronized CAQT (NSCAQT). Clearly, this new extension to the model(More)
Cough is a natural reflex that protects respiratory airways against infections or mucus retention. Cough maintains an adequate cleaning of the airways and is a mainstay of respiratory therapy. It can be triggered voluntarily by the patient or by a specific cough device. Peak cough flow (PCF) is used to assess the effectiveness of the cough. When this value(More)
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