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106
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WSC
2000
15 years 4 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...
109
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BMVC
2010
15 years 19 days 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,...
110
Voted
SIGGRAPH
2010
ACM
15 years 6 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...
108
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DEXAW
2009
IEEE
173views Database» more  DEXAW 2009»
15 years 9 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
127
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BIOINFORMATICS
2010
138views more  BIOINFORMATICS 2010»
15 years 2 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...