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FS
2010
95views more  FS 2010»
15 years 4 months ago
Pricing credit derivatives under incomplete information: a nonlinear-filtering approach
This paper considers a general reduced form pricing model for credit derivatives where default intensities are driven by some factor process X. The process X is not directly observ...
Rüdiger Frey, Wolfgang Runggaldier
ICRA
2010
IEEE
143views Robotics» more  ICRA 2010»
15 years 4 months ago
Apprenticeship learning via soft local homomorphisms
Abstract— We consider the problem of apprenticeship learning when the expert’s demonstration covers only a small part of a large state space. Inverse Reinforcement Learning (IR...
Abdeslam Boularias, Brahim Chaib-draa
PC
2010
177views Management» more  PC 2010»
15 years 4 months ago
Parallel graph component labelling with GPUs and CUDA
Graph component labelling, which is a subset of the general graph colouring problem, is a computationally expensive operation that is of importance in many applications and simula...
Kenneth A. Hawick, Arno Leist, Daniel P. Playne
WDAG
2010
Springer
233views Algorithms» more  WDAG 2010»
15 years 4 months ago
Minimum Dominating Set Approximation in Graphs of Bounded Arboricity
Abstract. Since in general it is NP-hard to solve the minimum dominating set problem even approximatively, a lot of work has been dedicated to central and distributed approximation...
Christoph Lenzen, Roger Wattenhofer
CIKM
2010
Springer
15 years 4 months ago
Combining link and content for collective active learning
In this paper, we study a novel problem Collective Active Learning, in which we aim to select a batch set of "informative" instances from a networking data set to query ...
Lixin Shi, Yuhang Zhao, Jie Tang