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...
Selecting a set of features which is optimal for a given task is a problem which plays an important role in a wide variety of contexts including pattern recognition, adaptive cont...
In this paper, we propose a robust and efficient algorithm for generalized orthonormal discriminant vectors (GODV). The major advantage of the proposed method is the use of the ra...
In an assembly line with high labor proportion, the workforce planning and scheduling is a very complex problem. At the background of increasing labor costs, it is very important ...
We consider the problem of computing the optimal swap edges of a shortest-path tree. This theoretical problem arises in practice in systems that offer point-offailure shortest-path...
Paola Flocchini, Antonio Mesa Enriques, Linda Pagl...