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IOR
2006
91views more  IOR 2006»
14 years 9 months ago
Robust One-Period Option Hedging
The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...
Frank Lutgens, Jos F. Sturm, Antoon Kolen
FAST
2007
14 years 11 months ago
AMP: Adaptive Multi-stream Prefetching in a Shared Cache
Abstract— Prefetching is a widely used technique in modern data storage systems. We study the most widely used class of prefetching algorithms known as sequential prefetching. Th...
Binny S. Gill, Luis Angel D. Bathen
ICIP
2003
IEEE
15 years 11 months ago
A highly efficient multiplication-free binary arithmetic coder and its application in video coding
A novel and highly efficient algorithm of multiplicarionfree binary arithmetic coding is proposed. Our proposed method relies on simple table lookupsfor performing the computation...
Detlev Marpe, Thomas Wiegand
ICIP
2009
IEEE
15 years 10 months ago
Lcd Motion Blur Reduction Using Fir Filter Banks
Due to the sample-and-hold nature of Liquid Crystal Display (LCD) image formation, LCDs suffer from motion picture blur. This is especially evident during scenes containing fast m...
KDD
2009
ACM
152views Data Mining» more  KDD 2009»
15 years 10 months ago
TANGENT: a novel, 'Surprise me', recommendation algorithm
Most of recommender systems try to find items that are most relevant to the older choices of a given user. Here we focus on the "surprise me" query: A user may be bored ...
Kensuke Onuma, Hanghang Tong, Christos Faloutsos