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FS
2010
162views more  FS 2010»
14 years 10 months ago
Can the implied volatility surface move by parallel shifts?
This note explores the analogy between the dynamics of the interest rate term structure and the implied volatility surface of a stock. In particular, we prove an impossibility theo...
L. C. G. Rogers, Michael Tehranchi
ICSM
2007
IEEE
15 years 6 months ago
Package Surface Blueprints: Visually Supporting the Understanding of Package Relationships
Large object-oriented applications are structured over large number of packages. Packages are important but complex structural entities that may be difficult to understand since ...
Stéphane Ducasse, Damien Pollet, Mathieu Su...
GECCO
2000
Springer
127views Optimization» more  GECCO 2000»
15 years 3 months ago
Evolving Molecules for Drug Design Using Genetic Algorithms via Molecular Trees
We present a new representation for a genetic algorithm to evolve molecular structures representing possible drugs that bind to a given protein target receptor. Our representation...
Gerard Kian-Meng Goh, James A. Foster
CGF
2010
95views more  CGF 2010»
14 years 11 months ago
Polygonal Surface Advection applied to Strange Attractors
Strange attractors of 3D vector field flows sometimes have a fractal geometric structure in one dimension, and smooth surface behavior in the other two. General flow visualization...
S. Yan, N. Max, K.-L. Ma
TROB
2008
311views more  TROB 2008»
14 years 11 months ago
Smooth Vertical Surface Climbing With Directional Adhesion
Stickybot is a bio-inspired robot that climbs smooth vertical surfaces such as glass, plastic and ceramic tile at 4 cm/s. The robot employs several design principles adapted from t...
Sangbae Kim, Matthew Spenko, Salomon Trujillo, Bar...