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...
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....
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 ...
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...
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 ...