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SODA
2004
ACM
102views Algorithms» more  SODA 2004»
15 years 5 months ago
An exact subexponential-time lattice algorithm for Asian options
Asian options are path-dependent derivatives. How to price them efficiently and accurately has been a longstanding research and practical problem. Asian options can be priced on t...
Tian-Shyr Dai, Yuh-Dauh Lyuu
NIPS
2000
15 years 5 months ago
Algorithms for Non-negative Matrix Factorization
Non-negative matrix factorization (NMF) has previously been shown to be a useful decomposition for multivariate data. Two different multiplicative algorithms for NMF are analyzed....
Daniel D. Lee, H. Sebastian Seung
NIPS
1993
15 years 5 months ago
Optimal Stochastic Search and Adaptive Momentum
Stochastic optimization algorithms typically use learning rate schedules that behave asymptotically as (t) = 0=t. The ensemble dynamics (Leen and Moody, 1993) for such algorithms ...
Todd K. Leen, Genevieve B. Orr
CORR
2010
Springer
122views Education» more  CORR 2010»
15 years 4 months ago
A Unified Algorithmic Framework for Multi-Dimensional Scaling
In this paper, we propose a unified algorithmic framework for solving many known variants of MDS. Our algorithm is a simple iterative scheme with guaranteed convergence, and is mo...
Arvind Agarwal, Jeff M. Phillips, Suresh Venkatasu...
CSDA
2007
99views more  CSDA 2007»
15 years 4 months ago
CLUES: A non-parametric clustering method based on local shrinking
In this paper, we propose a novel non-parametric clustering method based on non-parametric local shrinking. Each data point is transformed in such a way that it moves a specific ...
Xiaogang Wang, Weiliang Qiu, Ruben H. Zamar