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SODA
2004
ACM
102views Algorithms» more  SODA 2004»
15 years 7 months ago
An exact subexponential-time lattice algorithm for Asian options
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...
Tian-Shyr Dai, Yuh-Dauh Lyuu
ICTAI
1993
IEEE
15 years 10 months ago
Robust Feature Selection Algorithms
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...
Haleh Vafaie, Kenneth DeJong
ICPR
2006
IEEE
16 years 7 months ago
A Robust Algorithm for Generalized Orthonormal Discriminant Vectors
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...
Wenming Zheng, Xiaoou Tang
WSC
2008
15 years 8 months ago
A simulation based optimization algorithm for slack reduction and workforce scheduling
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 ...
Daniel Noack, Oliver Rose
IFIP
2004
Springer
15 years 11 months ago
Efficient Protocols for Computing the Optimal Swap Edges of a Shortest Path Tree
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...