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» On Multiple Linear Approximations
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AAIM
2007
Springer
94views Algorithms» more  AAIM 2007»
15 years 5 months ago
An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options
Abstract. Pricing arithmetic average options continues to intrigue researchers in the field of financial engineering. Since there is no analytical solution for this problem until...
Tian-Shyr Dai, Jr-Yan Wang, Hui-Shan Wei
96
Voted
MLMI
2007
Springer
15 years 5 months ago
Frequency Domain Linear Prediction for QMF Sub-bands and Applications to Audio Coding
Abstract. This paper proposes an analysis technique for wide-band audio applications based on the predictability of the temporal evolution of Quadrature Mirror Filter (QMF) sub-ban...
Petr Motlícek, Sriram Ganapathy, Hynek Herm...
83
Voted
ICMLA
2007
15 years 11 days ago
Scalable optimal linear representation for face and object recognition
Optimal Component Analysis (OCA) is a linear method for feature extraction and dimension reduction. It has been widely used in many applications such as face and object recognitio...
Yiming Wu, Xiuwen Liu, Washington Mio
WSC
2000
15 years 8 days ago
Simulation optimization of stochastic systems with integer variables by sequential linearization
Discrete-event simulation is widely used to analyse and improve the performance of manufacturing systems. The related optimization problem often includes integer design variables ...
S. J. Abspoel, L. F. P. Etman, J. Vervoort, J. E. ...
88
Voted
JSCIC
2008
134views more  JSCIC 2008»
14 years 11 months ago
Discontinuous Hamiltonian Finite Element Method for Linear Hyperbolic Systems
Abstract We develop a Hamiltonian discontinuous finite element discretization of a generalized Hamiltonian system for linear hyperbolic systems, which include the rotating shallow ...
Yan Xu, Jaap J. W. van der Vegt, Onno Bokhove