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IOR
2006
192views more  IOR 2006»
13 years 7 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
MANSCI
2007
121views more  MANSCI 2007»
13 years 7 months ago
Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web
Extracting sentiment from text is a hard semantic problem. We develop a methodology for extracting small investor sentiment from stock message boards. The algorithm comprises di...
Sanjiv R. Das, Mike Y. Chen
MANSCI
2006
119views more  MANSCI 2006»
13 years 7 months ago
Supply Chain Choice on the Internet
Internet companies extensively use the practice of drop-shipping, where the wholesaler stocks and owns the inventory and ships products directly to customers at retailers' re...
Serguei Netessine, Nils Rudi
HOA
1993
13 years 12 months ago
Strong Normalization of Typeable Rewrite Systems
This paper studies termination properties of rewrite systems that are typeable using intersection types. It introduces a notion of partial type assignment on Curryfied Term Rewri...
Steffen van Bakel, Maribel Fernández
FLAIRS
2006
13 years 9 months ago
Focusing AI Students' Attention: A Framework-Based Approach to Guiding Impasse-Driven Learning
Research indicates that impasse-driven learning can have important benefits for improving student mastery of material. When students recognize gaps in their understanding of a con...
Steven Bogaerts, David B. Leake