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AOR
2010
13 years 7 months ago
Computing general static-arbitrage bounds for European basket options via Dantzig-Wolfe decomposition
We study the problem of computing general static-arbitrage bounds for European basket options; that is, computing bounds on the price of a basket option, given the only assumption...
Javier Peña, Xavier Saynac, Juan Carlos Ver...
PVLDB
2010
92views more  PVLDB 2010»
13 years 8 months ago
Proximity Rank Join
We introduce the proximity rank join problem, where we are given a set of relations whose tuples are equipped with a score and a real-valued feature vector. Given a target feature...
Davide Martinenghi, Marco Tagliasacchi
CORR
2012
Springer
193views Education» more  CORR 2012»
12 years 5 months ago
A Unifying Framework for Linearly Solvable Control
Recent work has led to the development of an elegant theory of Linearly Solvable Markov Decision Processes (LMDPs) and related Path-Integral Control Problems. Traditionally, LMDPs...
Krishnamurthy Dvijotham, Emanuel Todorov
SENSYS
2003
ACM
14 years 3 months ago
Minimal and maximal exposure path algorithms for wireless embedded sensor networks
Sensor networks not only have the potential to change the way we use, interact with, and view computers, but also the way we use, interact with, and view the world around us. In o...
Giacomino Veltri, Qingfeng Huang, Gang Qu, Miodrag...
CHI
2010
ACM
14 years 4 months ago
ColorPIN: securing PIN entry through indirect input
Automated teller machine (ATM) frauds are increasing drastically these days. When analyzing the most common attacks and the reasons for successful frauds, it becomes apparent that...
Alexander De Luca, Katja Hertzschuch, Heinrich Hus...