We compare static arbitrage price bounds on basket calls, i.e. bounds that only involve buy-and-hold trading strategies, with the price range obtained within a multivariate genera...
Abstract. The Unified Modelling Language (UML) is intended to describe systems, but it is not clear what systems satisfy a given collection of UML diagrams. Stephen Mellor has desc...
We introduce dynamic correlated topic models (DCTM) for analyzing discrete data over time. This model is inspired by the hierarchical Gaussian process latent variable models (GP-L...
— A hybrid controller that induces stable running gaits on a monopedal robot is developed. The robot features a rigid leg with a revolute knee and a heavy torso with center of ma...
Weblogs are becoming increasingly popular and bloggers desire traffic. This study seeks to give an overall view of weblog systems including factors that affect weblog traffic. Key...
Xitong Guo, Doug Vogel, Zhongyun Zhou, Xi Zhang, H...