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IOR
2006
192views more  IOR 2006»
13 years 7 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
CORR
2007
Springer
124views Education» more  CORR 2007»
13 years 7 months ago
Anonymous Networking amidst Eavesdroppers
—The problem of security against packet timing based traffic analysis in wireless networks is considered in this work. An analytical measure of “anonymity” of routes in eave...
Parvathinathan Venkitasubramaniam, Ting He, Lang T...
IPM
2006
84views more  IPM 2006»
13 years 7 months ago
Qualitative evaluation of automatic assignment of keywords to images
In image retrieval, most systems lack user-centred evaluation since they are assessed by some chosen ground truth dataset. The results reported through precision and recall assess...
Chih-Fong Tsai, Kenneth McGarry, John Tait
JAL
2006
114views more  JAL 2006»
13 years 7 months ago
A wide-range algorithm for minimal triangulation from an arbitrary ordering
We present a new algorithm, called LB-Triang, which computes minimal triangulations. We give both a straightforward O(nm0) time implementation and a more involved O(nm) time imple...
Anne Berry, Jean Paul Bordat, Pinar Heggernes, Gen...
CSL
2007
Springer
13 years 7 months ago
Accessing speech data using strategic fixation
When users access information from text, they engage in strategic fixation, visually scanning the text to focus on regions of interest. However, because speech is both serial and ...
Steve Whittaker, Julia Hirschberg
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