The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
We consider the problem of computing the k-sparse approximation to the discrete Fourier transform of an ndimensional signal. We show: • An O(k log n)-time randomized algorithm f...
Haitham Hassanieh, Piotr Indyk, Dina Katabi, Eric ...
Current research in indexing and mining time series data has produced many interesting algorithms and representations. However, it has not led to algorithms that can scale to the ...
This paper presents a background segmentation technique, which is able to process acceptable segmentation masks under fast global illumination changes. The histogram of the frame-...
Julien A. Vijverberg, Marijn J. H. Loomans, Cornel...
We present a fast proximity query algorithm for haptic display of complex deformable models using a layered representation. Assuming that each solid model can be represented as a ...
Nico Galoppo, Miguel A. Otaduy, Paul Mecklenburg, ...