CCruncher is a project for quantifying portfolio credit risk using the copula approach. It is a framework consisting of two elements: a technical document that explains the theory, and a software program that implements it. CCruncher evaluates the portfolio credit risk by sampling the portfolio loss distribution and computing the Expected Loss (EL), Value at Risk (VaR) and Expected Shortfall (ES) statistics. The portfolio losses are obtained simulating the default times of obligors and...
Sage is a web-based stats system for your Folding@Home team. It is light, fast, and based on PHP and an assortment of SQL-based database management systems, so it is ideal for webservers.
Multi-user online service implementation for web-based factory modeling. Rich user interface and scalable backend system to build online simulation services on or do other processing of factory data. Demo at https://fabriksimulation.ipa.fraunhofer.de