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FS
2010
140views more  FS 2010»
14 years 8 months ago
Nonparametric estimation for a stochastic volatility model
Abstract Consider discrete time observations (X δ)1≤ ≤n+1 of the process X satisfying dXt = √ VtdBt, with Vt a one-dimensional positive diffusion process independent of the...
F. Comte, V. Genon-Catalot, Yves Rozenholc
IOR
2008
113views more  IOR 2008»
14 years 8 months ago
Finding Supply Function Equilibria with Asymmetric Firms
Abstract Firms compete in supply functions when they offer a schedule of prices and quantities into a market; for example, this occurs in many wholesale electricity markets. We stu...
Edward J. Anderson, Xinmin Hu
ICRA
2010
IEEE
145views Robotics» more  ICRA 2010»
14 years 8 months ago
High quality pose estimation by aligning multiple scans to a latent map
Abstract— We introduce a method for fast and accurate registration of multiple horizontal laser scans obtained by a mobile robot. The method is based on novel representation of t...
Qi-Xing Huang, Dragomir Anguelov
ICSOC
2010
Springer
14 years 8 months ago
Service Discovery Using Communication Fingerprints
A request to a service registry must be answered with a service that fits in several regards, including semantic compatibility, non-functional compatibility, and interface compati...
Olivia Oanea, Jan Sürmeli, Karsten Wolf
IFIP
2010
Springer
14 years 8 months ago
Service Migration Protocol for NFC Links
Abstract. In future ubiquitous communication environments, users expect to move freely while continuously interacting with the available applications through a variety of devices. ...
Anders Nickelsen, Miquel Martin, Hans-Peter Schwef...