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ICASSP
2011
IEEE
14 years 3 months ago
Modeling microstructure noise using Hawkes processes
Hawkes processes are used for modeling tick-by-tick variations of a single or of a pair of asset prices. For each asset, two counting processes (with stochastic intensities) are a...
Emmanuel Bacry, Sylvain Delattre, Marc Hoffmann, J...
PAKDD
2005
ACM
120views Data Mining» more  PAKDD 2005»
15 years 5 months ago
Speeding-Up Hierarchical Agglomerative Clustering in Presence of Expensive Metrics
In several contexts and domains, hierarchical agglomerative clustering (HAC) offers best-quality results, but at the price of a high complexity which reduces the size of datasets ...
Mirco Nanni
ITCC
2003
IEEE
15 years 5 months ago
Fast Prefix Code Processing
As large main memory becomes more and more available at reasonable prices, processing speed of large data sets becomes more important than reducing main memory usage of internal d...
Renato Pajarola
PODC
2010
ACM
15 years 1 months ago
Brief announcement: efficient graph algorithms without synchronization
We give a graph decomposition technique that creates entirely independent subproblems for graph problems such as coloring and dominating sets that can be solved without synchroniz...
Johannes Schneider, Roger Wattenhofer
DSS
2006
91views more  DSS 2006»
14 years 12 months ago
Exploring auction databases through interactive visualization
We introduce AuctionExplorer, a suite of tools for exploring databases of online auctions. The suite combines tools for collecting, processing, and interactively exploring auction...
Galit Shmueli, Wolfgang Jank, Aleks Aris, Catherin...