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» Nonlinear dynamics in neural computation
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HPCS
2005
IEEE
15 years 7 months ago
Parallel Lattice Implementation for Option Pricing under Mixed State-Dependent Volatility Models
— With the principal goal of developing an alternative, relatively simple and tractable pricing framework for accurately reproducing a market implied volatility surface, this pap...
Giuseppe Campolieti, Roman Makarov
ICCS
2005
Springer
15 years 6 months ago
Ensemble-Based Data Assimilation for Atmospheric Chemical Transport Models
The task of providing an optimal analysis of the state of the atmosphere requires the development of dynamic data-driven systems (d3 as) that efficiently integrate the observationa...
Adrian Sandu, Emil M. Constantinescu, Wenyuan Liao...
4OR
2010
148views more  4OR 2010»
14 years 11 months ago
Point-to-point shortest paths on dynamic time-dependent road networks
This a summary of the author's PhD thesis supervised by Leo Liberti, Philippe Baptiste and Daniel Krob and defended on 18 June 2009 at Ecole Polytechnique, Palaiseau, France. ...
Giacomo Nannicini
NECO
2010
103views more  NECO 2010»
14 years 8 months ago
Population Models of Temporal Differentiation
Temporal derivatives are computed by a wide variety of neural circuits, but the problem of performing this computation accurately has received little theoretical study. Here we sy...
Bryan P. Tripp, Chris Eliasmith
NIPS
2004
15 years 2 months ago
Rate- and Phase-coded Autoassociative Memory
Areas of the brain involved in various forms of memory exhibit patterns of neural activity quite unlike those in canonical computational models. We show how to use well-founded Ba...
Máté Lengyel, Peter Dayan