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SAC
2002
ACM
13 years 5 months ago
Option pricing under model and parameter uncertainty using predictive densities
The theoretical price of a financial option is given by the expectation of its discounted expiry time payoff. The computation of this expectation depends on the density of the val...
F. Oliver Bunnin, Yike Guo, Yuhe Ren
CORR
2010
Springer
168views Education» more  CORR 2010»
13 years 3 months ago
Gaussian Process Structural Equation Models with Latent Variables
In a variety of disciplines such as social sciences, psychology, medicine and economics, the recorded data are considered to be noisy measurements of latent variables connected by...
Ricardo Silva
CVPR
2012
IEEE
11 years 7 months ago
A learning-based framework for depth ordering
Depth ordering is instrumental for understanding the 3D geometry of an image. We as humans are surprisingly good ordering even with abstract 2D line drawings. In this paper we pro...
Zhaoyin Jia, Andrew C. Gallagher, Yao-Jen Chang, T...