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IOR
2006
192views more  IOR 2006»
14 years 9 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
ISCI
2006
145views more  ISCI 2006»
14 years 9 months ago
Processing count queries over event streams at multiple time granularities
Management and analysis of streaming data has become crucial with its applications in web, sensor data, network traffic data, and stock market. Data streams consist of mostly nume...
Aykut Ünal, Yücel Saygin, Özgü...
JCB
2006
115views more  JCB 2006»
14 years 9 months ago
Designing an A* Algorithm for Calculating Edit Distance between Rooted-Unordered Trees
Tree structures are useful for describing and analyzing biological objects and processes. Consequently, there is a need to design metrics and algorithms to compare trees. A natura...
Yair Horesh, Ramit Mehr, Ron Unger
JFR
2006
140views more  JFR 2006»
14 years 9 months ago
Improving robot navigation through self-supervised online learning
In mobile robotics, there are often features that, while potentially powerful for improving navigation, prove difficult to profit from as they generalize poorly to novel situations...
Boris Sofman, Ellie Lin, J. Andrew Bagnell, John C...
JMIV
2006
185views more  JMIV 2006»
14 years 9 months ago
Intrinsic Statistics on Riemannian Manifolds: Basic Tools for Geometric Measurements
In medical image analysis and high level computer vision, there is an intensive use of geometric features like orientations, lines, and geometric transformations ranging from simp...
Xavier Pennec