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» Algorithmic randomness of continuous functions
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FS
2010
105views more  FS 2010»
13 years 7 months ago
Local time and the pricing of time-dependent barrier options
Abstract A time-dependent double-barrier option is a derivative security that delivers the terminal value φ(ST ) at expiry T if neither of the continuous time-dependent barriers b...
Aleksandar Mijatovic
CP
2000
Springer
14 years 1 months ago
Optimal Anytime Constrained Simulated Annealing for Constrained Global Optimization
Abstract. In this paper we propose an optimal anytime version of constrained simulated annealing (CSA) for solving constrained nonlinear programming problems (NLPs). One of the goa...
Benjamin W. Wah, Yixin Chen
STOC
2005
ACM
150views Algorithms» more  STOC 2005»
14 years 9 months ago
Correcting errors without leaking partial information
This paper explores what kinds of information two parties must communicate in order to correct errors which occur in a shared secret string W. Any bits they communicate must leak ...
Yevgeniy Dodis, Adam Smith
PODS
2006
ACM
104views Database» more  PODS 2006»
14 years 9 months ago
Tractable database design through bounded treewidth
Given that most elementary problems in database design are NP-hard, the currently used database design algorithms produce suboptimal results. For example, the current 3NF decompos...
Georg Gottlob, Reinhard Pichler, Fang Wei
EDBT
2004
ACM
122views Database» more  EDBT 2004»
14 years 9 months ago
Sketch-Based Multi-query Processing over Data Streams
Abstract. Recent years have witnessed an increasing interest in designing algorithms for querying and analyzing streaming data (i.e., data that is seen only once in a fixed order) ...
Alin Dobra, Minos N. Garofalakis, Johannes Gehrke,...