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CORR
2004
Springer
116views Education» more  CORR 2004»
15 years 5 months ago
Static versus Dynamic Arbitrage Bounds on Multivariate Option Prices
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...
Alexandre d'Aspremont
ECMDAFA
2006
Springer
166views Hardware» more  ECMDAFA 2006»
15 years 9 months ago
Dynamic Logic Semantics for UML Consistency
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...
Greg O'Keefe
ICDM
2008
IEEE
224views Data Mining» more  ICDM 2008»
16 years 1 hour ago
A Non-parametric Approach to Pair-Wise Dynamic Topic Correlation Detection
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...
Yang Song, Lu Zhang 0007, C. Lee Giles
128
Voted
ICRA
2009
IEEE
115views Robotics» more  ICRA 2009»
16 years 6 days ago
Modeling and control of the monopedal robot Thumper
— 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...
Ioannis Poulakakis, Jessy W. Grizzle
147
Voted
HICSS
2008
IEEE
102views Biometrics» more  HICSS 2008»
16 years 10 hour ago
Chaos Theory as a Model for Interpreting Weblog Traffic
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...