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WCE
2007
15 years 7 months ago
Comparing Risk Neutral Density Estimation Methods using Simulated Option Data
Abstract—In this paper I use Monte Carlo simulated option data to investigate the empirical power of six Risk Neutral Density (RND) estimation techniques. Three alternative appro...
Amine Bouden
ICML
2010
IEEE
15 years 7 months ago
Probabilistic Backward and Forward Reasoning in Stochastic Relational Worlds
Inference in graphical models has emerged as a promising technique for planning. A recent approach to decision-theoretic planning in relational domains uses forward inference in d...
Tobias Lang, Marc Toussaint
CSMR
2004
IEEE
15 years 9 months ago
Experimental Results on the Alignment of Multilingual Web Sites
Institutions and companies that are based in countries where the main language is not English typically publish Web sites that offer the same information at least in the local lan...
Filippo Ricca, Paolo Tonella, Emanuele Pianta, Chr...
TSE
2008
148views more  TSE 2008»
15 years 5 months ago
Benchmarking Classification Models for Software Defect Prediction: A Proposed Framework and Novel Findings
Software defect prediction strives to improve software quality and testing efficiency by constructing predictive classification models from code attributes to enable a timely ident...
Stefan Lessmann, Bart Baesens, Christophe Mues, Sw...
173
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ECML
2006
Springer
15 years 9 months ago
Prioritizing Point-Based POMDP Solvers
Recent scaling up of POMDP solvers towards realistic applications is largely due to point-based methods such as PBVI, Perseus, and HSVI, which quickly converge to an approximate so...
Guy Shani, Ronen I. Brafman, Solomon Eyal Shimony