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FS
2010
140views more  FS 2010»
15 years 3 months ago
Nonparametric estimation for a stochastic volatility model
Abstract Consider discrete time observations (X δ)1≤ ≤n+1 of the process X satisfying dXt = √ VtdBt, with Vt a one-dimensional positive diffusion process independent of the...
F. Comte, V. Genon-Catalot, Yves Rozenholc
AI
2004
Springer
15 years 10 months ago
Knowledge Provenance
Knowledge Provenance (KP) is proposed to address the problem of how to determine the validity and origin of web information by introducing standards and methods for modeling and ma...
Mark S. Fox, Jingwei Huang
ISPASS
2003
IEEE
15 years 9 months ago
Memory reference reuse latency: Accelerated warmup for sampled microarchitecture simulation
Abstract— This paper proposes to speedup sampled microprocessor simulations by reducing warmup times without sacrificing simulation accuracy. It exploiting the observation that ...
John W. Haskins Jr., Kevin Skadron
SAT
2005
Springer
142views Hardware» more  SAT 2005»
15 years 10 months ago
Optimizations for Compiling Declarative Models into Boolean Formulas
Advances in SAT solver technology have enabled many automated analysis and reasoning tools to reduce their input problem to a SAT problem, and then to use an efficient SAT solver ...
Darko Marinov, Sarfraz Khurshid, Suhabe Bugrara, L...
ESA
2000
Springer
104views Algorithms» more  ESA 2000»
15 years 8 months ago
Efficient Algorithms for Centers and Medians in Interval and Circular-Arc Graphs
The p-center problem is to locate p facilities on a network so as to minimize the largest distance from a demand point to its nearest facility. The p-median problem is to locate p ...
Sergei Bespamyatnikh, Binay K. Bhattacharya, J. Ma...