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EOR
2010
99views more  EOR 2010»
14 years 4 months ago
Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming
We analyze the problem of pricing and hedging contingent claims in the multi-period, discrete time, discrete state case using the concept of a sufficiently attractive expected gai...
Mustafa Ç. Pinar, Aslihan Salih, Ahmet Camc...
IJCNN
2000
IEEE
15 years 2 months ago
A Neural Support Vector Network Architecture with Adaptive Kernels
In the Support Vector Machines (SVM) framework, the positive-definite kernel can be seen as representing a fixed similarity measure between two patterns, and a discriminant func...
Pascal Vincent, Yoshua Bengio
ICN
2009
Springer
15 years 2 months ago
Trainspotting, a WSN-Based Train Integrity System
In contrast to classic train protection systems where most of the safety measures are built into the rail infrastructure, future versions of the European railway safety system ERT...
Hans Scholten, Roel Westenberg, Manfred Schoemaker
ACL
1996
14 years 11 months ago
Using Parsed Corpora for Structural Disambiguation in the TRAINS Domain
This paper describes a prototype disambiguation module, KANKEI, which was tested on two corpora of the TRAINS project. In ambiguous verb phrases of form V ... NP PP or V ... NP ad...
Mark G. Core
IBPRIA
2003
Springer
15 years 3 months ago
Supervised Locally Linear Embedding Algorithm for Pattern Recognition
The dimensionality of the input data often far exceeds their intrinsic dimensionality. As a result, it may be difficult to recognize multidimensional data, especially if the number...
Olga Kouropteva, Oleg Okun, Matti Pietikäinen