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AOR
2010
13 years 6 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...
BMCBI
2007
135views more  BMCBI 2007»
13 years 9 months ago
LIMPIC: a computational method for the separation of protein MALDI-TOF-MS signals from noise
Background: Mass spectrometry protein profiling is a promising tool for biomarker discovery in clinical proteomics. However, the development of a reliable approach for the separat...
Dante Mantini, Francesca Petrucci, Damiana Pierago...
CVPR
2010
IEEE
14 years 5 months ago
Beyond Trees: MRF Inference via Outer-Planar Decomposition
Maximum a posteriori (MAP) inference in Markov Random Fields (MRFs) is an NP-hard problem, and thus research has focussed on either finding efficiently solvable subclasses (e.g. t...
Dhruv Batra, Andrew Gallagher, Devi Parikh, Tsuhan...
TVCG
2012
196views Hardware» more  TVCG 2012»
11 years 11 months ago
Robust Morse Decompositions of Piecewise Constant Vector Fields
—In this paper, we introduce a new approach to computing a Morse decomposition of a vector field on a triangulated manifold surface. The basic idea is to convert the input vector...
Andrzej Szymczak, Eugene Zhang
KDD
2008
ACM
115views Data Mining» more  KDD 2008»
14 years 9 months ago
Topical query decomposition
We introduce the problem of query decomposition, where we are given a query and a document retrieval system, and we want to produce a small set of queries whose union of resulting...
Francesco Bonchi, Carlos Castillo, Debora Donato, ...