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WSC
2000
15 years 5 months ago
Variance reduction techniques for value-at-risk with heavy-tailed risk factors
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
SLP
1993
110views more  SLP 1993»
15 years 5 months ago
Logic Program Specialisation With Deletion of Useless Clauses
In this paper we describe a method of programspecialisation and give an extended example of its application to specialisation of a refutation proof procedure for rst order logic. ...
D. Andre de Waal, John P. Gallagher
GIS
2008
ACM
15 years 5 months ago
Sparse terrain pyramids
Bintrees based on longest edge bisection and hierarchies of diamonds are popular multiresolution techniques on regularly sampled terrain datasets. In this work, we consider sparse...
Kenneth Weiss, Leila De Floriani
POPL
2010
ACM
15 years 4 months ago
Nested interpolants
In this paper, we explore the potential of the theory of nested words for partial correctness proofs of recursive programs. Our conceptual contribution is a simple framework that ...
Matthias Heizmann, Jochen Hoenicke, Andreas Podels...
ICANN
2010
Springer
15 years 4 months ago
Automatic Segmentation of Color Lip Images Based on Morphological Filter
This paper addresses the problem of lip segmentation in color space, which is a crucial issue to the success of a lip-reading system. We present a new segmentation approach to lip ...
Meng Li, Yiu-ming Cheung