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IIE
2006
101views more  IIE 2006»
14 years 11 months ago
Random Factors in IOI 2005 Test Case Scoring
We examine the precision with which the cumulative score from a suite of test cases ranks participants in the International Olympiad in Informatics (IOI). Our concern is the abilit...
Gordon V. Cormack
ICC
2008
IEEE
100views Communications» more  ICC 2008»
15 years 6 months ago
Discrete-Time Frequency-Selective Rayleigh Fading Channel --- Impact of Correlated Scattering on Outage and Ergodic Capacity
Abstract— We consider a discrete-time frequencyselective block-fading channel with Rayleigh fading and correlated scattering. This is relevant in the area of UWB and if transceiv...
Christian Müller, Martin Mittelbach
WSC
2004
15 years 1 months ago
Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
Mark Broadie, Özgür Kaya
KDD
2002
ACM
128views Data Mining» more  KDD 2002»
16 years 4 days ago
Privacy preserving mining of association rules
We present a framework for mining association rules from transactions consisting of categorical items where the data has been randomized to preserve privacy of individual transact...
Alexandre V. Evfimievski, Ramakrishnan Srikant, Ra...
TWC
2010
14 years 6 months ago
Multiple antenna spectrum sensing in cognitive radios
In this paper, we consider the problem of spectrum sensing by using multiple antenna in cognitive radios when the noise and the primary user signal are assumed as independent compl...
Abbas Taherpour, Masoumeh Nasiri-Kenari, Saeed Gaz...