Harrison and Kreps showed in 1978 how the heterogeneity of investor beliefs can drive speculation, leading the price of an asset to exceed its intrinsic value. By focusing on an e...
Abstract We derive an explicit representation of the transitions of the Heston stochastic volatility model and use it for fast and accurate simulation of the model. Of particular i...
The smallest n such that every colouring of the edges of Kn must contain a monochromatic star K1,s+1 or a properly edge-coloured Kt is denoted by f(s, t). Its existence is guarant...
—Architectural schemes for low-power calibration of oversampled analog-to-digital (A/D) systems are presented. Conventional full-rate least-mean squares (LMS) calibration has two...
Subhanshu Gupta, Yi Tang, Kuang-Wei Cheng, Jeyanan...
Image feature selection (FS) is an important task which can affect the performance of image classification and recognition. In this paper, we present a feature selection algorithm ...