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FS
2011
168views more  FS 2011»
14 years 8 months ago
Gamma expansion of the Heston stochastic volatility model
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...
Paul Glasserman, Kyoung-Kuk Kim
JCDL
2011
ACM
244views Education» more  JCDL 2011»
14 years 7 months ago
Product review summarization from a deeper perspective
With product reviews growing in depth and becoming more numerous, it is growing challenge to acquire a comprehensive understanding of their contents, for both customers and produc...
Duy Khang Ly, Kazunari Sugiyama, Ziheng Lin, Min-Y...
SCHOLARPEDIA
2011
14 years 7 months ago
N-body simulations
Abstract. Scientists’ ability to generate and collect massive-scale datasets is increasing. As a result, constraints in data analysis capability rather than limitations in the av...
AAAI
2011
14 years 4 months ago
A Switching Planner for Combined Task and Observation Planning
From an automated planning perspective the problem of practical mobile robot control in realistic environments poses many important and contrary challenges. On the one hand, the p...
Moritz Göbelbecker, Charles Gretton, Richard ...
EDOC
2011
IEEE
14 years 4 months ago
UML Metamodel-based Workflow Modeling and Execution
—In this paper, we present a UML metamodel-based approach for creating and executing workflow models. The modeling language is introduced through its abstract syntax, and an eval...
Jens Brüning, Martin Gogolla
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