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WSC
2000
13 years 9 months ago
Variance reduction techniques for value-at-risk with heavy-tailed risk factors
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
BMVC
2010
13 years 5 months ago
High Five: Recognising human interactions in TV shows
In this paper we address the problem of recognising interactions between two people in realistic scenarios for video retrieval purposes. We develop a per-person descriptor that us...
Alonso Patron, Marcin Marszalek, Andrew Zisserman,...
SIGGRAPH
2010
ACM
13 years 11 months ago
Volume contact constraints at arbitrary resolution
We introduce a new method for simulating frictional contact between volumetric objects using interpenetration volume constraints. When applied to complex geometries, our formulati...
Jérémie Allard, François Faure, Hadrien Courtec...
DEXAW
2009
IEEE
173views Database» more  DEXAW 2009»
14 years 2 months ago
Automatic Cluster Number Selection Using a Split and Merge K-Means Approach
Abstract—The k-means method is a simple and fast clustering technique that exhibits the problem of specifying the optimal number of clusters preliminarily. We address the problem...
Markus Muhr, Michael Granitzer
BIOINFORMATICS
2010
138views more  BIOINFORMATICS 2010»
13 years 7 months ago
Robust unmixing of tumor states in array comparative genomic hybridization data
Motivation: Tumorigenesis is an evolutionary process by which tumor cells acquire sequences of mutations leading to increased growth, invasiveness, and eventually metastasis. It i...
David Tolliver, Charalampos E. Tsourakakis, Ayshwa...