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FS
2006
117views more  FS 2006»
15 years 4 months ago
Consistent Variance Curve Models
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...
Hans Buehler
JASIS
2008
102views more  JASIS 2008»
15 years 4 months ago
Hierarchical summarization of large documents
mation science has shown that human abstractors extract sentences for summaries based on the hierarchical structure of documents; however, the existing automatic summarization mode...
Christopher C. Yang, Fu Lee Wang
JMLR
2006
116views more  JMLR 2006»
15 years 4 months ago
Point-Based Value Iteration for Continuous POMDPs
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...
JAIR
2007
146views more  JAIR 2007»
15 years 4 months ago
Semantic Matchmaking as Non-Monotonic Reasoning: A Description Logic Approach
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....
CAD
2004
Springer
15 years 4 months ago
A multi-resolution topological representation for non-manifold meshes
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...