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SIAMSC
2008
143views more  SIAMSC 2008»
13 years 7 months ago
Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model
Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
Jari Toivanen
AAAI
2008
13 years 10 months ago
Anytime Local Search for Distributed Constraint Optimization
Most former studies of Distributed Constraint Optimization Problems (DisCOPs) search considered only complete search algorithms, which are practical only for relatively small prob...
Roie Zivan
AIPS
2008
13 years 10 months ago
Stochastic Enforced Hill-Climbing
Enforced hill-climbing is an effective deterministic hillclimbing technique that deals with local optima using breadth-first search (a process called "basin flooding"). ...
Jia-Hong Wu, Rajesh Kalyanam, Robert Givan
ISCI
2008
159views more  ISCI 2008»
13 years 7 months ago
Large scale evolutionary optimization using cooperative coevolution
Evolutionary algorithms (EAs) have been applied with success to many numerical and combinatorial optimization problems in recent years. However, they often lose their effectivenes...
Zhenyu Yang, Ke Tang, Xin Yao
ECCV
2008
Springer
14 years 9 months ago
Viewpoint Invariant Pedestrian Recognition with an Ensemble of Localized Features
Viewpoint invariant pedestrian recognition is an important yet under-addressed problem in computer vision. This is likely due to the difficulty in matching two objects with unknown...
Douglas Gray, Hai Tao