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RT
2004
Springer
15 years 11 months ago
All-Frequency Precomputed Radiance Transfer for Glossy Objects
We introduce a method based on precomputed radiance transfer (PRT) that allows interactive rendering of glossy surfaces and includes shadowing effects from dynamic, “all-frequen...
Xinguo Liu, Peter-Pike J. Sloan, Heung-Yeung Shum,...
CISS
2008
IEEE
15 years 7 months ago
Portfolio diversification using subspace factorizations
Abstract-- Successful investment management relies on allocating assets so as to beat the stock market. Asset classes are affected by different market dynamics or latent trends. Th...
Ruairi de Frein, Konstantinos Drakakis, Scott Rick...
NIPS
2004
15 years 7 months ago
Hierarchical Eigensolver for Transition Matrices in Spectral Methods
We show how to build hierarchical, reduced-rank representation for large stochastic matrices and use this representation to design an efficient algorithm for computing the largest...
Chakra Chennubhotla, Allan D. Jepson
WCE
2007
15 years 7 months ago
Scenario Generation Employing Copulas
—Multistage stochastic programs are effective for solving long-term planning problems under uncertainty. Such programs are usually based on scenario generation model about future...
Kristina Sutiene, Henrikas Pranevicius
DATAMINE
2006
176views more  DATAMINE 2006»
15 years 5 months ago
A Bit Level Representation for Time Series Data Mining with Shape Based Similarity
Clipping is the process of transforming a real valued series into a sequence of bits representing whether each data is above or below the average. In this paper, we argue that clip...
Anthony J. Bagnall, Chotirat (Ann) Ratanamahatana,...