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STOC
2012
ACM
251views Algorithms» more  STOC 2012»
11 years 10 months ago
Minimax option pricing meets black-scholes in the limit
Option contracts are a type of financial derivative that allow investors to hedge risk and speculate on the variation of an asset’s future market price. In short, an option has...
Jacob Abernethy, Rafael M. Frongillo, Andre Wibiso...
INFOCOM
2005
IEEE
14 years 1 months ago
A beacon-less location discovery scheme for wireless sensor networks
— In wireless sensor networks (WSNs), sensor location plays a critical role in many applications. Having a GPS receiver on every sensor node is costly. In the past, a number of l...
Lei Fang, Wenliang Du, Peng Ning
ICS
2004
Tsinghua U.
14 years 1 months ago
EXPERT: expedited simulation exploiting program behavior repetition
Studying program behavior is a central component in architectural designs. In this paper, we study and exploit one aspect of program behavior, the behavior repetition, to expedite...
Wei Liu, Michael C. Huang
PLDI
2003
ACM
14 years 26 days ago
Bug isolation via remote program sampling
We propose a low-overhead sampling infrastructure for gathering information from the executions experienced by a program’s user community. Several example applications illustrat...
Ben Liblit, Alexander Aiken, Alice X. Zheng, Micha...
SIGIR
2008
ACM
13 years 7 months ago
Learning query intent from regularized click graphs
This work presents the use of click graphs in improving query intent classifiers, which are critical if vertical search and general-purpose search services are to be offered in a ...
Xiao Li, Ye-Yi Wang, Alex Acero