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ANOR
2007
103views more  ANOR 2007»
15 years 3 months ago
A semi-analytical method for VaR and credit exposure analysis
In this paper, we discuss new analytical methods for computing Value-at-Risk (VaR)andacreditexposureprofile.UsingaMonteCarlosimulationapproachasabenchmark, we find that the analy...
Ben De Prisco, Ian Iscoe, Alexander Y. Kreinin, Ah...
121
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CGF
2008
110views more  CGF 2008»
15 years 3 months ago
Motorcycle Graphs: Canonical Quad Mesh Partitioning
We describe algorithms for canonically partitioning semi-regular quadrilateral meshes into structured submeshes, using an adaptation of the geometric motorcycle graph of Eppstein ...
David Eppstein, Michael T. Goodrich, Ethan Kim, Ra...
CORR
2008
Springer
186views Education» more  CORR 2008»
15 years 3 months ago
Greedy Signal Recovery Review
The two major approaches to sparse recovery are L1-minimization and greedy methods. Recently, Needell and Vershynin developed Regularized Orthogonal Matching Pursuit (ROMP) that ha...
Deanna Needell, Joel A. Tropp, Roman Vershynin
IJON
2008
109views more  IJON 2008»
15 years 3 months ago
Unsupervised learning neural network with convex constraint: Structure and algorithm
This paper proposed a kind of unsupervised learning neural network model, which has special structure and can realize an evaluation and classification of many groups by the compres...
Hengqing Tong, Tianzhen Liu, Qiaoling Tong
CAGD
2005
96views more  CAGD 2005»
15 years 3 months ago
Single-knot wavelets for non-uniform B-splines
We propose a flexible and efficient wavelet construction for non-uniform B-spline curves and surfaces. The method allows to remove knots in arbitrary order minimizing the displace...
Martin Bertram