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AAIM
2007
Springer
94views Algorithms» more  AAIM 2007»
15 years 9 months ago
An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options
Abstract. Pricing arithmetic average options continues to intrigue researchers in the field of financial engineering. Since there is no analytical solution for this problem until...
Tian-Shyr Dai, Jr-Yan Wang, Hui-Shan Wei
113
Voted
ISQED
2006
IEEE
118views Hardware» more  ISQED 2006»
15 years 9 months ago
Localized On-Chip Power Delivery Network Optimization via Sequence of Linear Programming
— In this paper, we propose an efficient algorithm to reduce the voltage noises for on-chip power/ground (P/G) networks of VLSI. The new method is based on the sequence of linea...
Jeffrey Fan, I-Fan Liao, Sheldon X.-D. Tan, Yici C...
INFOCOM
2005
IEEE
15 years 8 months ago
Online time-constrained scheduling in linear networks
— We consider the problem of scheduling a sequence of packets over a linear network, where every packet has a source and a target, as well as a release time and a deadline by whi...
Joseph Naor, Adi Rosén, Gabriel Scalosub
ICFEM
2004
Springer
15 years 8 months ago
Linear Inequality LTL (iLTL): A Model Checker for Discrete Time Markov Chains
Abstract. We develop a way of analyzing the behavior of systems modeled using Discrete Time Markov Chains (DTMC). Specifically, we define iLTL, an LTL with linear inequalities on...
YoungMin Kwon, Gul Agha
GECCO
2009
Springer
130views Optimization» more  GECCO 2009»
15 years 7 months ago
Neutrality and variability: two sides of evolvability in linear genetic programming
The notion of evolvability has been put forward to describe the“core mechanism”of natural and artificial evolution. Recently, studies have revealed the influence of the envi...
Ting Hu, Wolfgang Banzhaf