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FS
2011
168views more  FS 2011»
14 years 8 months ago
Gamma expansion of the Heston stochastic volatility model
Abstract We derive an explicit representation of the transitions of the Heston stochastic volatility model and use it for fast and accurate simulation of the model. Of particular i...
Paul Glasserman, Kyoung-Kuk Kim
173
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GECCO
2011
Springer
236views Optimization» more  GECCO 2011»
14 years 8 months ago
Online, GA based mixture of experts: a probabilistic model of ucs
In recent years there have been efforts to develop a probabilistic framework to explain the workings of a Learning Classifier System. This direction of research has met with lim...
Narayanan Unny Edakunni, Gavin Brown, Tim Kovacs
ICDCN
2011
Springer
14 years 8 months ago
Reliable Networks with Unreliable Sensors
Abstract. Wireless sensor networks (WSNs) deployed in hostile environments suffer from a high rate of node failure. We investigate the effect of such failure rate on network conn...
Srikanth Sastry, Tsvetomira Radeva, Jianer Chen, J...
196
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ICLP
2011
Springer
14 years 8 months ago
Constraints in Non-Boolean Contexts
In high-level constraint modelling languages, constraints can occur in non-Boolean contexts: implicitly, in the form of partial functions, or more explicitly, in the form of const...
Leslie De Koninck, Sebastian Brand, Peter J. Stuck...
146
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IJAR
2011
86views more  IJAR 2011»
14 years 8 months ago
On open questions in the geometric approach to structural learning Bayesian nets
The basic idea of an algebraic approach to learning Bayesian network (BN) structures is to represent every BN structure by a certain uniquely determined vector, called the standar...
Milan Studený, Jirí Vomlel