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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
PRL
2002
213views more  PRL 2002»
15 years 3 months ago
Character preclassification based on genetic programming
This paper presents a learning system that uses genetic programming as a tool for automatically inferring the set of classification rules to be used during a preclassification sta...
Claudio De Stefano, Antonio Della Cioppa, Angelo M...
DIS
2006
Springer
15 years 7 months ago
Incremental Algorithm Driven by Error Margins
Incremental learning is an approach to deal with the classification task when datasets are too large or when new examples can arrive at any time. One possible approach uses concent...
Gonzalo Ramos-Jiménez, José del Camp...
IRI
2005
IEEE
15 years 9 months ago
Exploiting efficient data mining techniques to enhance intrusion detection systems
- Security is becoming a critical part of organizational information systems. Intrusion Detection System (IDS) is an important detection that is used as a countermeasure to preserv...
Chang-Tien Lu, Arnold P. Boedihardjo, Prajwal Mana...
HUC
2010
Springer
15 years 4 months ago
Examining micro-payments for participatory sensing data collections
The rapid adoption of mobile devices that are able to capture and transmit a wide variety of sensing modalities (media and location) has enabled a new data collection paradigm - p...
Sasank Reddy, Deborah Estrin, Mark H. Hansen, Mani...