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HPCS
2005
IEEE
15 years 7 months ago
Parallel Lattice Implementation for Option Pricing under Mixed State-Dependent Volatility Models
— With the principal goal of developing an alternative, relatively simple and tractable pricing framework for accurately reproducing a market implied volatility surface, this pap...
Giuseppe Campolieti, Roman Makarov
SSDBM
2006
IEEE
123views Database» more  SSDBM 2006»
15 years 8 months ago
Mining Hierarchies of Correlation Clusters
The detection of correlations between different features in high dimensional data sets is a very important data mining task. These correlations can be arbitrarily complex: One or...
Elke Achtert, Christian Böhm, Peer Kröge...
BIRTHDAY
2009
Springer
15 years 8 months ago
Semi-formal Evaluation of Conversational Characters
Conversational dialogue systems cannot be evaluated in a fully formal manner, because dialogue is heavily dependent on context and current dialogue theory is not precise enough to ...
Ron Artstein, Sudeep Gandhe, Jillian Gerten, Anton...
TIT
2008
133views more  TIT 2008»
15 years 1 months ago
On the Uniqueness of Nonnegative Sparse Solutions to Underdetermined Systems of Equations
An underdetermined linear system of equations Ax = b with non-negativity constraint x 0 is considered. It is shown that for matrices A with a row-span intersecting the positive o...
Alfred M. Bruckstein, Michael Elad, Michael Zibule...
KDD
2002
ACM
191views Data Mining» more  KDD 2002»
16 years 2 months ago
Multimedia Knowledge Integration, Summarization And Evaluation
This paper presents new methods for automatically integrating, summarizing and evaluating multimedia knowledge. These are essential for multimedia applications to efficiently and ...
Ana B. Benitez, Shih-Fu Chang