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» A Discourse on Complexity of Process Models
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154
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ICIP
2006
IEEE
16 years 5 months ago
An adaptive mixture color model for robust visual tracking
Global color characterization is a very powerful tool to model in a simple yet discriminant way the visual appearance of complex objects. A fixed reference model of this type can ...
Antoine Lehuger, Patrick Léchat, Patrick P&...
130
Voted
WSC
2004
15 years 5 months ago
Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
Mark Broadie, Özgür Kaya
146
Voted
ISM
2008
IEEE
159views Multimedia» more  ISM 2008»
15 years 3 months ago
Adaptive Modeling of a User's Daily Life with a Wearable Sensor Network
In an environment where the contexts of users are complex and the degree of freedom of user activity is very high, such as in daily life, several factors need to be considered for...
Hyoungnyoun Kim, Ig-Jae Kim, Hyoung-Gon Kim, Ji-Hy...
135
Voted
STTT
2011
195views more  STTT 2011»
14 years 10 months ago
Parallel probabilistic model checking on general purpose graphics processors
We present algorithms for parallel probabilistic model checking on general purpose graphic processing units (GPGPUs). Our improvements target the numerical components of the tradit...
Dragan Bosnacki, Stefan Edelkamp, Damian Sulewski,...
SEMWEB
2009
Springer
15 years 10 months ago
Task Representation and Retrieval in an Ontology-Guided Modelling System
A modelling procedure consists of a sequence of modelling tasks. With the increasing size of models during the development, the relations among modelling objects and their correspo...
Yuan Ren, Jens Lemcke, Andreas Friesen, Tirdad Rah...