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AAIM
2007
Springer
94views Algorithms» more  AAIM 2007»
15 years 10 months ago
An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options
Abstract. Pricing arithmetic average options continues to intrigue researchers in the field of financial engineering. Since there is no analytical solution for this problem until...
Tian-Shyr Dai, Jr-Yan Wang, Hui-Shan Wei
AIME
2007
Springer
15 years 10 months ago
On the Behaviour of Information Measures for Test Selection
In diagnostic decision-support systems, a test-selection facility serves to select tests that are expected to yield the largest decrease in the uncertainty about a patient’s diag...
Danielle Sent, Linda C. van der Gaag
CIT
2007
Springer
15 years 10 months ago
Performance Assessment of Some Clustering Algorithms Based on a Fuzzy Granulation-Degranulation Criterion
In this paper a fuzzy quantization dequantization criterion is used to propose an evaluation technique to determine the appropriate clustering algorithm suitable for a particular ...
Sriparna Saha, Sanghamitra Bandyopadhyay
CP
2007
Springer
15 years 10 months ago
Solving the Salinity Control Problem in a Potable Water System
Salinity is the relative concentration of salts in water. In a city of southern China, the local water supply company pumps water from a nearby river for potable use. During the wi...
Chiu Wo Choi, Jimmy Ho-Man Lee
FSTTCS
2007
Springer
15 years 10 months ago
Solving Parity Games in Big Steps
Abstract. This paper proposes a new algorithm that improves the complexity bound for solving parity games. Our approach combines McNaughton’s iterated fixed point algorithm with...
Sven Schewe