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SIGMOD
2001
ACM
229views Database» more  SIGMOD 2001»
14 years 7 months ago
A Robust, Optimization-Based Approach for Approximate Answering of Aggregate Queries
The ability to approximately answer aggregation queries accurately and efficiently is of great benefit for decision support and data mining tools. In contrast to previous sampling...
Surajit Chaudhuri, Gautam Das, Vivek R. Narasayya
WSC
2004
13 years 9 months ago
Approximating Free Exercise Boundaries for American-Style Options Using Simulation and Optimization
Monte Carlo simulation can be readily applied to asset pricing problems with multiple state variables and possible path dependencies because convergence of Monte Carlo methods is ...
Barry R. Cobb, John M. Charnes
JCP
2007
143views more  JCP 2007»
13 years 7 months ago
Noisy K Best-Paths for Approximate Dynamic Programming with Application to Portfolio Optimization
Abstract— We describe a general method to transform a non-Markovian sequential decision problem into a supervised learning problem using a K-bestpaths algorithm. We consider an a...
Nicolas Chapados, Yoshua Bengio
MOC
2000
76views more  MOC 2000»
13 years 7 months ago
Optimal approximation of stochastic differential equations by adaptive step-size control
We study the pathwise (strong) approximation of scalar stochastic differential equations with respect to the global error in the L2-norm. For equations with additive noise we estab...
Norbert Hofmann, Thomas Müller-Gronbach, Klau...
PR
1998
86views more  PR 1998»
13 years 7 months ago
Optimizing the cost matrix for approximate string matching using genetic algorithms
This paper describes a method for optimizing the cost matrix of any approximate string matching algorithm based on the Levenshtein distance. The method, which uses genetic algorit...
Marc Parizeau, Nadia Ghazzali, Jean-Françoi...