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CORR
2004
Springer
85views Education» more  CORR 2004»
14 years 11 months ago
A dynamical model of a GRID market
We discuss potential market mechanisms for the GRID. A complete dynamical model of a GRID market is defined with three types of agents. Providers, middlemen and users exchange uni...
Uli Harder, Peter G. Harrison, Maya Paczuski, Teja...
AUTOMATICA
2000
72views more  AUTOMATICA 2000»
14 years 11 months ago
Direct iterative tuning via spectral analysis
This paper introduces a nonparametric frequency-domain scheme for tuning closed-loop systems. A linear quadratic criterion is used for guiding the system towards an optimal-regula...
Leonardo C. Kammer, Robert R. Bitmead, Peter L. Ba...
ICIP
2010
IEEE
14 years 9 months ago
Instrument parameter estimation in bayesian convex deconvolution
This paper proposes a Bayesian approach for estimation of instrument parameter in convex image deconvolution. The parameters of the instrument response (PSF) are jointly estimated...
François Orieux, Thomas Rodet, Jean-Fran&cc...
CORR
2011
Springer
195views Education» more  CORR 2011»
14 years 6 months ago
Simplicial Homology of Random Configurations
Given a Poisson process on a d-dimensional torus, its random geometric simplicial complex is the complex whose vertices are the points of the Poisson process and simplices are give...
Laurent Decreusefond, Eduardo Ferraz, Hugues Randr...
JCAM
2010
107views more  JCAM 2010»
14 years 6 months ago
Pricing and hedging Asian basket spread options
Asian options, basket options and spread options have been extensively studied in literature. However, few papers deal with the problem of pricing general Asian basket spread opti...
Griselda Deelstra, Alexandre Petkovic, Michè...