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IOR
2006
192views more  IOR 2006»
14 years 9 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
101
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JPDC
2008
134views more  JPDC 2008»
14 years 9 months ago
Middleware for data mining applications on clusters and grids
This paper gives an overview of two middleware systems that have been developed over the last 6 years to address the challenges involved in developing parallel and distributed imp...
Leonid Glimcher, Ruoming Jin, Gagan Agrawal
DSP
2007
14 years 9 months ago
Short-time phase spectrum in speech processing: A review and some experimental results
Incorporating information from the short-time phase spectrum into a feature set for automatic speech recognition (ASR) may possibly serve to improve recognition accuracy. Currentl...
Leigh D. Alsteris, Kuldip K. Paliwal
KAIS
2008
221views more  KAIS 2008»
14 years 9 months ago
Forecasting skewed biased stochastic ozone days: analyses, solutions and beyond
Much work on skewed, stochastic, high dimensional, and biased datasets usually implicitly solve each problem separately. Recently, we have been approached by Texas Commission on En...
Kun Zhang, Wei Fan
JPDC
2006
103views more  JPDC 2006»
14 years 9 months ago
Fractal: A mobile code-based framework for dynamic application protocol adaptation
The rapid growth of heterogeneous devices and diverse networks in our daily life, makes it is very difficult, if not impossible, to build a one-size-fits-all application or protoc...
Hanping Lufei, Weisong Shi
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