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CORR
2002
Springer
98views Education» more  CORR 2002»
15 years 4 months ago
An Empirical Model for Volatility of Returns and Option Pricing
In a seminal paper in 1973, Black and Scholes argued how expected distributions of stock prices can be used to price options. Their model assumed a directed random motion for the ...
Joseph L. McCauley, Gemunu H. Gunaratne
INFORMS
1998
100views more  INFORMS 1998»
15 years 4 months ago
Feature Selection via Mathematical Programming
The problem of discriminating between two nite point sets in n-dimensional feature space by a separating plane that utilizes as few of the features as possible, is formulated as a...
Paul S. Bradley, Olvi L. Mangasarian, W. Nick Stre...
IOR
2010
114views more  IOR 2010»
15 years 2 months ago
Inventory Management of a Fast-Fashion Retail Network
Working in collaboration with Spain-based retailer Zara, we address the problem of distributing over time a limited amount of inventory across all the stores in a fast-fashion ret...
Felipe Caro, Jérémie Gallien
ICCAD
2009
IEEE
159views Hardware» more  ICCAD 2009»
15 years 2 months ago
First steps towards SAT-based formal analog verification
Boolean satisfiability (SAT) based methods have traditionally been popular for formally verifying properties for digital circuits. We present a novel methodology for formulating a...
Saurabh K. Tiwary, Anubhav Gupta, Joel R. Phillips...
TMM
2010
270views Management» more  TMM 2010»
14 years 11 months ago
Sequence Multi-Labeling: A Unified Video Annotation Scheme With Spatial and Temporal Context
Abstract--Automatic video annotation is a challenging yet important problem for content-based video indexing and retrieval. In most existing works, annotation is formulated as a mu...
Yuanning Li, YongHong Tian, Ling-Yu Duan, Jingjing...