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IOR
2006
192views more  IOR 2006»
14 years 12 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
DSS
2007
226views more  DSS 2007»
14 years 12 months ago
Dare to share: Protecting sensitive knowledge with data sanitization
chool of Business Research – FY 2007 Research Abstracts Dare to Share: Protecting Sensitive Knowledge with Data Sanitization Data sanitization is a process that is used to promot...
Ali Amiri
JGS
2006
154views more  JGS 2006»
14 years 12 months ago
Area-to-point Kriging with inequality-type data
In practical applications of area-to-point spatial interpolation, inequality constraints, such as non-negativity, or more general constraints on the maximum and/or minimum allowab...
E.-H. Yoo, Phaedon C. Kyriakidis
ESWA
2007
127views more  ESWA 2007»
14 years 11 months ago
Clustering support vector machines for protein local structure prediction
Understanding the sequence-to-structure relationship is a central task in bioinformatics research. Adequate knowledge about this relationship can potentially improve accuracy for ...
Wei Zhong, Jieyue He, Robert W. Harrison, Phang C....
PAMI
2006
227views more  PAMI 2006»
14 years 11 months ago
Matching 2.5D Face Scans to 3D Models
The performance of face recognition systems that use two-dimensional images depends on factors such as lighting and subject's pose. We are developing a face recognition system...
Xiaoguang Lu, Anil K. Jain, Dirk Colbry