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WSC
2007
15 years 5 months ago
Monte Carlo simulation in financial engineering
This paper reviews the use of Monte Carlo simulation in the field of financial engineering. It focuses on several interesting topics and introduces their recent development, inc...
Nan Chen, L. Jeff Hong
WSC
2004
15 years 4 months ago
Simulation Output Analysis: A Tutorial Based on One Research Thread
In reviewing topics in simulation output analysis, we advocate univariate analysis, micro/macro replications based on fixed sample sizes, overlapping batches, batch sizes based on...
Bruce W. Schmeiser
ICDM
2008
IEEE
80views Data Mining» more  ICDM 2008»
15 years 9 months ago
Collective Latent Dirichlet Allocation
In this paper, we propose a new variant of Latent Dirichlet Allocation(LDA): Collective LDA (C-LDA), for multiple corpora modeling. C-LDA combines multiple corpora during learning...
Zhiyong Shen, Jun Sun, Yi-Dong Shen
ACL
2008
15 years 4 months ago
Learning Document-Level Semantic Properties from Free-Text Annotations
This paper demonstrates a new method for leveraging unstructured annotations to infer semantic document properties. We consider the domain of product reviews, which are often anno...
S. R. K. Branavan, Harr Chen, Jacob Eisenstein, Re...
CAISE
2003
Springer
15 years 8 months ago
Conceptual Modelling in Practice - Myth or Reality?
Conceptual modelling is thought (by academics at least) to be a key activity of Business Systems Analysis. For decades, comprehensive research has been conducted on related topics ...
Islay Davies, Peter Green, Michael Rosemann