c Modular Abstractions for Template Numerical Constraints David Monniaux May 26, 2010 We propose a method for automatically generating abstract transformstatic analysis by abstrac...
Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
This paper presents a novel time-adaptive estimation technique by revisiting the classical Wiener-Hopf equation. Any convex and not necessarily differentiable function can be used...
We introduce VLADYMIR, a matrix library that permits the development of array-based code in C++. It is especially useful for numerical simulation tasks and parallelises automatical...
Boosted PRIM (Patient Rule Induction Method) is a new algorithm developed for two-class classification problems. PRIM is a variation of those Tree-Based methods ( [4] Ch9.3), seek...
Pei Wang, Young Kim, Jonathan R. Pollack, Robert T...