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» Equivalences on Observable Processes
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109
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FS
2006
117views more  FS 2006»
15 years 3 months ago
Consistent Variance Curve Models
We introduce a general approach to model a joint market of stock price and a term structure of variance swaps in an HJM-type framework. In such a model, strongly volatility-depend...
Hans Buehler
CE
2007
113views more  CE 2007»
15 years 3 months ago
Research and development of web-based virtual online classroom
To build a web-based virtual learning environment depends on information technologies, concerns technology supporting learning methods and theories. A web-based virtual online cla...
Zongkai Yang, Qingtang Liu
129
Voted
GRID
2006
Springer
15 years 3 months ago
Multi-Replication with Intelligent Staging in Data-Intensive Grid Applications
Existing data grid scheduling systems handle huge data I/O via replica location services coupled with simple staging, decoupled from scheduling of computing tasks. However, when th...
Yuya Machida, Shin'ichiro Takizawa, Hidemoto Nakad...
IOR
2008
104views more  IOR 2008»
15 years 3 months ago
Arrival Rate Approximation by Nonnegative Cubic Splines
Estimating the arrival rate function of a non-homogeneous Poisson process based on observed arrival data is a problem naturally arising in many applications. Cubic spline function...
Farid Alizadeh, Jonathan Eckstein, Nilay Noyan, G&...
146
Voted
IJCIA
2006
88views more  IJCIA 2006»
15 years 3 months ago
Multi-Learner Based Recursive Supervised Training
In this paper, we propose the Multi-Learner Based Recursive Supervised Training (MLRT) algorithm which uses the existing framework of recursive task decomposition, by training the...
Laxmi R. Iyer, Kiruthika Ramanathan, Sheng Uei Gua...