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WSC
2004
14 years 9 days ago
Efficient Pricing of Barrier Options with the Variance-Gamma Model
We develop an efficient Monte Carlo algorithm for pricing barrier options with the variance gamma model (Madan, Carr, and Chang 1998). After generalizing the double-gamma bridge s...
Athanassios N. Avramidis
AMI
2009
Springer
14 years 5 months ago
Adaptive User Profiles in Pervasive Advertising Environments
Abstract: Nowadays modern advertising environments try to provide more efficient ads by targeting costumers based on their interests. Various approaches exist today as to how infor...
Florian Alt, Moritz Balz, Stefanie Kristes, Alirez...
DEXA
2008
Springer
143views Database» more  DEXA 2008»
14 years 22 days ago
XML Filtering Using Dynamic Hierarchical Clustering of User Profiles
Information filtering systems constitute a critical component in modern information seeking applications. As the number of users grows and the information available becomes even bi...
Panagiotis Antonellis, Christos Makris
EKAW
2008
Springer
14 years 21 days ago
Ontological Profiles in Enterprise Search
Ontology-driven search applications use ontological concepts either to index documents or to guide and understand the users. Since ontologies by nature are domain-dependent and app...
Geir Solskinnsbakk, Jon Atle Gulla
ICRA
2009
IEEE
116views Robotics» more  ICRA 2009»
13 years 8 months ago
Multi-vehicle path coordination in support of communication
Abstract-- This paper presents a framework for generating time-optimal velocity profiles for a group of pathconstrained vehicle robots that have fixed and known initial and goal lo...
Pramod Abichandani, Hande Y. Benson, Moshe Kam