Arithmetic Asian options are financial derivatives which have the feature of path-dependency: they depend on the entire price path of the underlying asset, rather than just the in...
Anson H. T. Tse, David B. Thomas, Kuen Hung Tsoi, ...
Particle filter is a sequential Monte Carlo method for object tracking in a recursive Bayesian filtering framework. The efficiency and accuracy of the particle filter depends on t...
Background: The problem of protein structure prediction consists of predicting the functional or native structure of a protein given its linear sequence of amino acids. This probl...
Abstract. We present an algorithm to generate samples from probability distributions on the space of curves. We view a traditional curve evolution energy functional as a negative l...
Ayres C. Fan, John W. Fisher III, William M. Wells...
—Comprehensive performance analysis of the unordered V-BLAST algorithm with various power allocation strategies is presented, which makes use of analytical tools and resorts to M...