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IOR
2006
192views more  IOR 2006»
14 years 11 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
JEA
2008
97views more  JEA 2008»
14 years 11 months ago
Approximating the true evolutionary distance between two genomes
As more and more genomes are sequenced, evolutionary biologists are becoming increasingly interested in evolution at the level of whole genomes, in scenarios in which the genome e...
Krister M. Swenson, Mark Marron, Joel V. Earnest-D...
JMLR
2008
150views more  JMLR 2008»
14 years 11 months ago
Discriminative Learning of Max-Sum Classifiers
The max-sum classifier predicts n-tuple of labels from n-tuple of observable variables by maximizing a sum of quality functions defined over neighbouring pairs of labels and obser...
Vojtech Franc, Bogdan Savchynskyy
KAIS
2008
221views more  KAIS 2008»
14 years 11 months ago
Forecasting skewed biased stochastic ozone days: analyses, solutions and beyond
Much work on skewed, stochastic, high dimensional, and biased datasets usually implicitly solve each problem separately. Recently, we have been approached by Texas Commission on En...
Kun Zhang, Wei Fan
JMLR
2006
113views more  JMLR 2006»
14 years 11 months ago
On Inferring Application Protocol Behaviors in Encrypted Network Traffic
Several fundamental security mechanisms for restricting access to network resources rely on the ability of a reference monitor to inspect the contents of traffic as it traverses t...
Charles V. Wright, Fabian Monrose, Gerald M. Masso...
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