The growing reliance on services provided by software applications places a high premium on the reliable and efficient operation of these applications. A number of these applicat...
Swapna S. Gokhale, Aniruddha S. Gokhale, Jeffrey G...
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
Cross validation allows models to be tested using the full training set by means of repeated resampling; thus, maximizing the total number of points used for testing and potential...
We present a probabilistic generative model of visual attributes, together with an efficient learning algorithm. Attributes are visual qualities of objects, such as ‘red’, ...
Revelation policies in an e-marketplace differ in terms of the level of competitive information disseminated to participating sellers. Since sellers who repeatedly compete against...
Amy R. Greenwald, Karthik Kannan, Ramayya Krishnan