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IOR
2006
192views more  IOR 2006»
15 years 4 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
FOCS
2009
IEEE
15 years 11 months ago
Symmetry and Approximability of Submodular Maximization Problems
Abstract— A number of recent results on optimization problems involving submodular functions have made use of the ”multilinear relaxation” of the problem [3], [8], [24], [14]...
Jan Vondrák
CORR
2007
Springer
117views Education» more  CORR 2007»
15 years 4 months ago
Perfectly Secure Steganography: Capacity, Error Exponents, and Code Constructions
An analysis of steganographic systems subject to the following perfect undetectability condition is presented in this paper. Following embedding of the message into the covertext,...
Ying Wang, Pierre Moulin
HPDC
2010
IEEE
15 years 4 months ago
Software architecture definition for on-demand cloud provisioning
Cloud computing [22] is a promising paradigm for the provisioning of IT services. Cloud computing infrastructures, such as those offered by the RESERVOIR project, aim to facilitat...
Clovis Chapman, Wolfgang Emmerich, Fermín G...
ENGL
2007
100views more  ENGL 2007»
15 years 4 months ago
Utilizing Computational Intelligence to Assist in Software Release Decision
—Defect tracking using computational intelligence methods is used to predict software readiness in this study. By comparing predicted number of faults and number of faults discov...
Tong-Seng Quah, Mie Mie Thet Thwin