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CORR
2002
Springer
98views Education» more  CORR 2002»
14 years 9 months ago
An Empirical Model for Volatility of Returns and Option Pricing
In a seminal paper in 1973, Black and Scholes argued how expected distributions of stock prices can be used to price options. Their model assumed a directed random motion for the ...
Joseph L. McCauley, Gemunu H. Gunaratne
CORR
2002
Springer
105views Education» more  CORR 2002»
14 years 9 months ago
Effectiveness of Preference Elicitation in Combinatorial Auctions
Combinatorial auctions where agents can bid on bundles of items are desirable because they allow the agents to express complementarity and substitutability between the items. Howe...
Benoît Hudson, Tuomas Sandholm
ETT
2002
89views Education» more  ETT 2002»
14 years 9 months ago
Delay analysis of a probabilistic priority discipline
In computer networks, the Strict Priority (SP) discipline is perhaps the most common and simplest method to schedule packets from different classes of applications, each with diver...
Yuming Jiang, Chen-Khong Tham, Chi Chung Ko
ML
1998
ACM
131views Machine Learning» more  ML 1998»
14 years 9 months ago
Learning from Examples and Membership Queries with Structured Determinations
It is well known that prior knowledge or bias can speed up learning, at least in theory. It has proved di cult to make constructive use of prior knowledge, so that approximately c...
Prasad Tadepalli, Stuart J. Russell
TOG
2002
128views more  TOG 2002»
14 years 9 months ago
Modelling with implicit surfaces that interpolate
We introduce new techniques for modelling with interpolating implicit surfaces. This form of implicit surface was first used for problems of surface reconstruction [24] and shape ...
Greg Turk, James F. O'Brien