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SODA
2004
ACM
13 years 9 months ago
2004
ACM
Asian options are path-dependent derivatives. How to price them efficiently and accurately has been a longstanding research and practical problem. Asian options can be priced on t...
EDBT
2009
ACM
13 years 11 months ago
2009
ACM
Given a set of n query points in a general metric space, a metricspace skyline (MSS) query asks what are the closest points to all these query points in the database. Here, consid...
ICML
2009
IEEE
14 years 8 months ago
2009
IEEE
The general stochastic optimal control (SOC) problem in robotics scenarios is often too complex to be solved exactly and in near real time. A classical approximate solution is to ...
JMLR
2006
13 years 7 months ago
2006
Similarity of edge labeled graphs is considered in the sense of minimum squared distance between corresponding values. Vertex correspondences are established by isomorphisms if bo...
ACSAC
2001
IEEE
13 years 11 months ago
2001
IEEE
It is a well-known problem that intrusion detection systems overload their human operators by triggering thousands of alarms per day. As a matter of fact, we have been asked by on...