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CSC
2006
14 years 11 months ago
Developing Efficient Option Pricing Algorithms by Combinatorial Techniques
How to price options efficiently and accurately is an important research problem. Options can be priced by the lattice model. Although the pricing results converge to the theoreti...
Tian-Shyr Dai, Yuh-Dauh Lyuu, Li-min Liu
MP
2008
115views more  MP 2008»
14 years 9 months ago
An efficient approach to updating simplex multipliers in the simplex algorithm
The simplex algorithm computes the simplex multipliers by solving a system (or two triangular systems) at each iteration. This note offers an efficient approach to updating the sim...
Jian-Feng Hu, Ping-Qi Pan
INFOCOM
1999
IEEE
15 years 2 months ago
Efficient Selective Frame Discard Algorithms for Stored Video Delivery across Resource Constrained Networks
Video delivery from a server to a client across a network is an important component of many multimedia applications. While delivering a video stream across a resource constrained ...
Zhi-Li Zhang, Srihari Nelakuditi, Rahul Aggarwal, ...
KDD
1997
ACM
104views Data Mining» more  KDD 1997»
15 years 1 months ago
An Efficient Algorithm for the Incremental Updation of Association Rules in Large Databases
Efficient discover of association rules in large databases is a we 1 studied problem and several ap-1y proaches have been proposed. However, it is non trivial to maintain the asso...
Shiby Thomas, Sreenath Bodagala, Khaled Alsabti, S...
DAWAK
2004
Springer
15 years 1 months ago
PROWL: An Efficient Frequent continuity Mining Algorithm on Event Sequences
Mining association rule in event sequences is an important data mining problem with many applications. Most of previous studies on association rules are on mining intra-transaction...
Kuo-Yu Huang, Chia-Hui Chang, Kuo-Zui Lin