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AAIM
2007
Springer
94views Algorithms» more  AAIM 2007»
16 years 6 days ago
An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options
Abstract. Pricing arithmetic average options continues to intrigue researchers in the field of financial engineering. Since there is no analytical solution for this problem until...
Tian-Shyr Dai, Jr-Yan Wang, Hui-Shan Wei
GECCO
2006
Springer
182views Optimization» more  GECCO 2006»
15 years 9 months ago
Distributed genetic algorithm for energy-efficient resource management in sensor networks
In this work we consider energy-efficient resource management in an environment monitoring and hazard detection sensor network. Our goal is to allocate different detection methods...
Qinru Qiu, Qing Wu, Daniel J. Burns, Douglas Holzh...
TC
2008
15 years 6 months ago
Deferrable Scheduling for Maintaining Real-Time Data Freshness: Algorithms, Analysis, and Results
The periodic update transaction model has been used to maintain the freshness (or temporal validity) of real-time data. Period and deadline assignment has been the main focus of pa...
Ming Xiong, Song Han, Kam-yiu Lam, Deji Chen
ICANN
2005
Springer
15 years 11 months ago
Robust Structural Modeling and Outlier Detection with GMDH-Type Polynomial Neural Networks
Abstract. The paper presents a new version of a GMDH type algorithm able to perform an automatic model structure synthesis, robust model parameter estimation and model validation i...
Tatyana I. Aksenova, Vladimir Volkovich, Alessandr...
ICCAD
2003
IEEE
132views Hardware» more  ICCAD 2003»
16 years 2 months ago
A Sum-over-Paths Impulse-Response Moment-Extraction Algorithm for IC-Interconnect Networks: Verification, Coupled RC Lines
We have created a stochastic impulse-response (IR) momentextraction algorithm for RC circuit networks. It employs a newly discovered Feynman Sum-over-Paths Postulate. Full paralle...
Yannick L. Le Coz, Dhivya Krishna, Dusan M. Petran...