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IOR
2006
192views more  IOR 2006»
13 years 7 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
PERVASIVE
2008
Springer
13 years 7 months ago
Detecting Human Movement by Differential Air Pressure Sensing in HVAC System Ductwork: An Exploration in Infrastructure Mediated
We have developed an approach for whole-house gross movement and room transition detection through sensing at only one point in the home. We consider this system to be one member o...
Shwetak N. Patel, Matthew S. Reynolds, Gregory D. ...
CGF
2004
203views more  CGF 2004»
13 years 7 months ago
A Biophysically-Based Spectral Model of Light Interaction with Human Skin
Despite the notable progress in physically-based rendering, there is still a long way to go before we can automatically generate predictable images of biological materials. In thi...
Aravind Krishnaswamy, Gladimir V. G. Baranoski
CIKM
2010
Springer
13 years 6 months ago
Fast and accurate estimation of shortest paths in large graphs
Computing shortest paths between two given nodes is a fundamental operation over graphs, but known to be nontrivial over large disk-resident instances of graph data. While a numbe...
Andrey Gubichev, Srikanta J. Bedathur, Stephan Seu...
CIKM
2010
Springer
13 years 6 months ago
Preference query evaluation over expensive attributes
Most database systems allow query processing over attributes that are derived at query runtime (e.g., user-defined functions and remote data calls to web services), making them e...
Justin J. Levandoski, Mohamed F. Mokbel, Mohamed E...