We develop an efficient Monte Carlo algorithm for pricing barrier options with the variance gamma model (Madan, Carr, and Chang 1998). After generalizing the double-gamma bridge s...
Abstract--This work presents a channel model for the broadband characterization of power lines in presence of time variation of the loads. The model is characterized by taking into...
This paper concerns learning and prediction with probabilistic models where the domain sizes of latent variables have no a priori upper-bound. Current approaches represent prior d...
Abstract. We develop three new techniques to build on the recent advances in online learning with kernels. First, we show that an exponential speed-up in prediction time per trial ...
The fault-prone module detection in source code is of importance for assurance of software quality. Most of previous fault-prone detection approaches are based on software metrics...