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GBRPR
2005
Springer
14 years 1 months ago
Approximating the Problem, not the Solution: An Alternative View of Point Set Matching
This work discusses the issue of approximation in point set matching problems. In general, one may have two classes of approximations when tackling a matching problem: a representa...
Tibério S. Caetano, Terry Caelli
WSC
2007
13 years 10 months ago
American option pricing under stochastic volatility: a simulation-based approach
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
Arunachalam Chockalingam, Kumar Muthuraman
APPROX
2005
Springer
131views Algorithms» more  APPROX 2005»
14 years 1 months ago
Approximation Schemes for Node-Weighted Geometric Steiner Tree Problems
Abstract. In this paper we introduce a new technique for approximation schemes for geometrical optimization problems. As an example problem, we consider the following variant of th...
Jan Remy, Angelika Steger
SIGECOM
2004
ACM
96views ECommerce» more  SIGECOM 2004»
14 years 1 months ago
A stochastic programming approach to scheduling in TAC SCM
In this paper, we combine two approaches to handling uncertainty: we use techniques for finding optimal solutions in the expected sense to solve combinatorial optimization proble...
Michael Benisch, Amy R. Greenwald, Victor Narodits...
BMCBI
2006
161views more  BMCBI 2006»
13 years 8 months ago
A novel approach to phylogenetic tree construction using stochastic optimization and clustering
Background: The problem of inferring the evolutionary history and constructing the phylogenetic tree with high performance has become one of the major problems in computational bi...
Ling Qin, Yixin Chen, Yi Pan, Ling Chen