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IOR
2006
192views more  IOR 2006»
14 years 9 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
SIAMCO
2008
103views more  SIAMCO 2008»
14 years 9 months ago
Perturbation Methods in Stability and Norm Analysis of Spatially Periodic Systems
We consider systems governed by partial differential equations with spatially periodic coefficients over unbounded domains. These spatially periodic systems are considered as pertu...
Makan Fardad, Bassam Bamieh
102
Voted
BMCBI
2010
193views more  BMCBI 2010»
14 years 4 months ago
Mayday - integrative analytics for expression data
Background: DNA Microarrays have become the standard method for large scale analyses of gene expression and epigenomics. The increasing complexity and inherent noisiness of the ge...
Florian Battke, Stephan Symons, Kay Nieselt
CSCW
2011
ACM
14 years 4 months ago
Supporting air traffic control collaboration with a TableTop system
Collaboration is key to safety and efficiency in Air Traffic Control. Legacy paper-based systems enable seamless and non-verbal collaboration, but trends in new software and hardw...
Stéphane Conversy, Hélène Gas...
CCS
2009
ACM
15 years 10 months ago
Automatic discovery of botnet communities on large-scale communication networks
Botnets are networks of compromised computers infected with malicious code that can be controlled remotely under a common command and control (C&C) channel. Recognized as one ...
Wei Lu, Mahbod Tavallaee, Ali A. Ghorbani