Abstract. Pricing arithmetic average options continues to intrigue researchers in the field of financial engineering. Since there is no analytical solution for this problem until...
Applications augmented with adaptive capabilities are becoming common in parallel computing environments which share resources such as main memory, network, or disk I/O. For large...
Nurzhan Ustemirov, Masha Sosonkina, Mark S. Gordon...
Time-series of count data are generated in many different contexts, such as web access logging, freeway traffic monitoring, and security logs associated with buildings. Since this...
We present a novel structure-enhancing adaptive filter guided by features derived from the Gradient Structure Tensor. We employ this filter to reduce noise in seismic data and to ...
In this paper, we present a joint source-channel decoding technique based on exact MAP estimation for data encoded by CABAC (Context-based Adaptive Binary Arithmetic Coding) in st...