We introduce a general approach to model a joint market of stock price and a term structure of variance swaps in an HJM-type framework. In such a model, strongly volatility-depend...
mation science has shown that human abstractors extract sentences for summaries based on the hierarchical structure of documents; however, the existing automatic summarization mode...
We propose a novel approach to optimize Partially Observable Markov Decisions Processes (POMDPs) defined on continuous spaces. To date, most algorithms for model-based POMDPs are ...
Josep M. Porta, Nikos A. Vlassis, Matthijs T. J. S...
Matchmaking arises when supply and demand meet in an electronic marketplace, or when agents search for a web service to perform some task, or even when recruiting agencies match c...
Tommaso Di Noia, Eugenio Di Sciascio, Francesco M....
We address the problem of representing and processing 3D objects, described through simplicial meshes, which consist of parts of mixed dimensions, and with a non-manifold topology...
Leila De Floriani, Paola Magillo, Enrico Puppo, Da...