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WSC
2000
13 years 6 months ago
Low cost response surface methods for and from simulation optimization
We propose "low cost response surface methods" (LCRSM) that typically require half the experimental runs of standard response surface methods based on central composite ...
Theodore Allen, Liyang Yu
WCE
2007
13 years 5 months ago
Comparing Risk Neutral Density Estimation Methods using Simulated Option Data
Abstract—In this paper I use Monte Carlo simulated option data to investigate the empirical power of six Risk Neutral Density (RND) estimation techniques. Three alternative appro...
Amine Bouden
CORR
2011
Springer
241views Education» more  CORR 2011»
12 years 11 months ago
An Alternating Direction Algorithm for Matrix Completion with Nonnegative Factors
This paper introduces a novel algorithm for the nonnegative matrix factorization and completion problem, which aims to find nonnegative matrices X and Y from a subset of entries o...
Yangyang Xu, Wotao Yin, Zaiwen Wen, Yin Zhang
ICDM
2006
IEEE
145views Data Mining» more  ICDM 2006»
13 years 10 months ago
Stability Region Based Expectation Maximization for Model-based Clustering
In spite of the initialization problem, the ExpectationMaximization (EM) algorithm is widely used for estimating the parameters in several data mining related tasks. Most popular ...
Chandan K. Reddy, Hsiao-Dong Chiang, Bala Rajaratn...
EUROPAR
2008
Springer
13 years 6 months ago
DGSim: Comparing Grid Resource Management Architectures through Trace-Based Simulation
Abstract. Many advances in grid resource management are still required to realize the grid computing vision of the integration of a worldwide computing infrastructure for scientifi...
Alexandru Iosup, Omer Ozan Sonmez, Dick H. J. Epem...