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CORR
2004
Springer
116views Education» more  CORR 2004»
13 years 9 months ago
Static versus Dynamic Arbitrage Bounds on Multivariate Option Prices
We compare static arbitrage price bounds on basket calls, i.e. bounds that only involve buy-and-hold trading strategies, with the price range obtained within a multivariate genera...
Alexandre d'Aspremont
JMLR
2012
11 years 11 months ago
Learning Low-order Models for Enforcing High-order Statistics
Models such as pairwise conditional random fields (CRFs) are extremely popular in computer vision and various other machine learning disciplines. However, they have limited expre...
Patrick Pletscher, Pushmeet Kohli
DAGM
2007
Springer
14 years 3 months ago
Rigid Motion Constraints for Tracking Planar Objects
Typical tracking algorithms exploit temporal coherence, in the sense of expecting only small object motions. Even without exact knowledge of the scene, additional spatial coherence...
Olaf Kähler, Joachim Denzler
CPM
2000
Springer
136views Combinatorics» more  CPM 2000»
14 years 1 months ago
Approximating the Maximum Isomorphic Agreement Subtree Is Hard
The Maximum Isomorphic Agreement Subtree (MIT) problem is one of the simplest versions of the Maximum Interval Weight Agreement Subtree method (MIWT) which is used to compare phyl...
Paola Bonizzoni, Gianluca Della Vedova, Giancarlo ...
CONCUR
1997
Springer
14 years 1 months ago
Bounded Stacks, Bags and Queues
We prove that a bounded stack can be specified in process algebra with just the operators alternative and sequential composition and iteration. The bounded bag cannot be specified ...
Jos C. M. Baeten, Jan A. Bergstra