This a summary of the author's PhD thesis supervised by Leo Liberti, Philippe Baptiste and Daniel Krob and defended on 18 June 2009 at Ecole Polytechnique, Palaiseau, France. ...
This paper provides a fast and accurate randomization algorithm for valuing American puts and calls on dividend-paying stocks and their early exercise boundaries. The primal focus...
Abstract Modern service robots will soon become an essential part of modern society. As they have to move and act in human environments, it is essential for them to be provided wit...
As it becomes increasingly viable to capture, store, and share large amounts of image and video data, automatic image analysis is crucial to managing visual information. Many prob...
This paper proposes a convolution forest kernel to effectively explore rich structured features embedded in a packed parse forest. As opposed to the convolution tree kernel, the p...