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IOR
2006
192views more  IOR 2006»
14 years 10 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
82
Voted
CORR
2007
Springer
99views Education» more  CORR 2007»
14 years 10 months ago
Fast Selection of Spectral Variables with B-Spline Compression
The large number of spectral variables in most data sets encountered in spectral chemometrics often renders the prediction of a dependent variable uneasy. The number of variables ...
Fabrice Rossi, Damien François, Vincent Wer...
97
Voted
CORR
2007
Springer
122views Education» more  CORR 2007»
14 years 10 months ago
Social Media as Windows on the Social Life of the Mind
This is a programmatic paper, marking out two directions in which the study of social media can contribute to broader problems of social science: understanding cultural evolution ...
Cosma Rohilla Shalizi
85
Voted
JNSM
2008
130views more  JNSM 2008»
14 years 10 months ago
Declarative Infrastructure Configuration Synthesis and Debugging
There is a large conceptual gap between end-to-end infrastructure requirements and detailed component configuration implementing those requirements. Today, this gap is manually br...
Sanjai Narain, Gary Levin, Sharad Malik, Vikram Ka...
JCB
2006
144views more  JCB 2006»
14 years 10 months ago
Modeling Virus Self-Assembly Pathways: Avoiding Dynamics Using Geometric Constraint Decomposition
We develop a model for elucidating the assembly pathways by which an icosahedral viral shell forms from 60 identical constituent protein monomers. This poorly understood process a...
Meera Sitharam, Mavis Agbandje-Mckenna