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» Axioms for Sequential Convergence
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TNN
2011
107views more  TNN 2011»
13 years 29 days ago
Iterative Gaussianization: From ICA to Random Rotations
Abstract—Most signal processing problems involve the challenging task of multidimensional probability density function (PDF) estimation. In this paper, we propose a solution to t...
Valero Laparra, Gustavo Camps-Valls, Jesus Malo
STOC
2012
ACM
251views Algorithms» more  STOC 2012»
11 years 8 months ago
Minimax option pricing meets black-scholes in the limit
Option contracts are a type of financial derivative that allow investors to hedge risk and speculate on the variation of an asset’s future market price. In short, an option has...
Jacob Abernethy, Rafael M. Frongillo, Andre Wibiso...