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...
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. ...
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...
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...
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 ...