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...
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...
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...
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&...
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...