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IOR
2006
192views more  IOR 2006»
15 years 3 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
CSB
2004
IEEE
208views Bioinformatics» more  CSB 2004»
15 years 7 months ago
Pair Stochastic Tree Adjoining Grammars for Aligning and Predicting Pseudoknot RNA Structures
Motivation: Since the whole genome sequences for many species are currently available, computational predictions of RNA secondary structures and computational identifications of t...
Hiroshi Matsui, Kengo Sato, Yasubumi Sakakibara
CLEIEJ
2006
97views more  CLEIEJ 2006»
15 years 3 months ago
Prediction of RNA Pseudoknotted Secondary Structure using Stochastic Context Free Grammars (SCFG)
Pseudoknots are a frequent RNA structure that assumes essential roles for varied biocatalyst cell's functions. One of the most challenging fields in bioinformatics is the pre...
Rafael Garcia
ORL
2007
96views more  ORL 2007»
15 years 2 months ago
A note on scenario reduction for two-stage stochastic programs
We extend earlier work on scenario reduction by relying directly on Fortet–Mourier metrics instead of using upper bounds given in terms of mass transportation problems. The impo...
Holger Heitsch, Werner Römisch
CORR
2009
Springer
80views Education» more  CORR 2009»
15 years 1 months ago
A Type System for a Stochastic CLS
claim that types are the right abstraction in order to represent the interaction between elements without specifying exactly the element positions. Our claim is supported through a...
Mariangiola Dezani-Ciancaglini, Paola Giannini, An...