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AAIM
2007
Springer
94views Algorithms» more  AAIM 2007»
15 years 10 months ago
An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options
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...
Tian-Shyr Dai, Jr-Yan Wang, Hui-Shan Wei
ICPPW
2006
IEEE
15 years 10 months ago
Dynamic Algorithm Selection in Parallel GAMESS Calculations
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...
KDD
2006
ACM
240views Data Mining» more  KDD 2006»
16 years 4 months ago
Adaptive event detection with time-varying poisson processes
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...
Alexander T. Ihler, Jon Hutchins, Padhraic Smyth
CVPR
2004
IEEE
16 years 6 months ago
Towards Robust Structure-Based Enhancement and Horizon Picking in 3-D Seismic Data
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 ...
Sean M. O'Malley, Ioannis A. Kakadiaris
ICMCS
2006
IEEE
148views Multimedia» more  ICMCS 2006»
15 years 10 months ago
Controlled Complexity Map Decoding of CABAC Encoded Data
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...
Salma Ben Jamaa, Michel Kieffer, Pierre Duhamel