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WSC
2004
15 years 4 months ago
Efficient Pricing of Barrier Options with the Variance-Gamma Model
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...
Athanassios N. Avramidis
JSAC
2006
91views more  JSAC 2006»
15 years 3 months ago
Innovative model for time-varying power line communication channel response evaluation
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...
Sami Barmada, Antonino Musolino, Marco Raugi
AAAI
2012
13 years 5 months ago
A Search Algorithm for Latent Variable Models with Unbounded Domains
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...
Michael Chiang, David Poole
COLT
2001
Springer
15 years 7 months ago
Learning Additive Models Online with Fast Evaluating Kernels
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 ...
Mark Herbster
SIGSOFT
2007
ACM
16 years 3 months ago
Training on errors experiment to detect fault-prone software modules by spam filter
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...
Osamu Mizuno, Tohru Kikuno