Sciweavers

104 search results - page 21 / 21
» assets 2006
Sort
View
IOR
2006
192views more  IOR 2006»
13 years 4 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
MOR
2007
109views more  MOR 2007»
13 years 4 months ago
Solution and Forecast Horizons for Infinite-Horizon Nonhomogeneous Markov Decision Processes
We consider the problem of solving a nonhomogeneous infinite horizon Markov Decision Process (MDP) problem in the general case of potentially multiple optimal first period polic...
Torpong Cheevaprawatdomrong, Irwin E. Schochetman,...
DATE
2006
IEEE
78views Hardware» more  DATE 2006»
13 years 11 months ago
Wireless sensor networks and beyond
—Wireless Sensor Networks provide opportunities even outside their usual application domain of environmental monitoring. In this paper we present a case study on the use of Wirel...
Paul J. M. Havinga
BMCBI
2006
134views more  BMCBI 2006»
13 years 5 months ago
An approach for clustering gene expression data with error information
Background: Clustering of gene expression patterns is a well-studied technique for elucidating trends across large numbers of transcripts and for identifying likely co-regulated g...
Brian Tjaden