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139
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WSC
2007
15 years 6 months ago
2007
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
138
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ATMOS
2007
15 years 6 months ago
2007
The Train Timetabling Problem (TTP) consists in finding a train schedule on a railway network that satisfies some operational constraints and maximizes a profit function which c...
146
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CEC
2010
IEEE
15 years 2 months ago
2010
IEEE
We introduce a novel combinatorial optimization problem: the one-commodity traveling salesman problem with selective pickup and delivery (1-TSP-SELPD), characterized by the fact th...
134
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ICASSP
2011
IEEE
14 years 8 months ago
2011
IEEE
Error resilient video coding critically relies on the accuracy of endto-end distortion estimation. An established solution, the recursive optimal per-pixel estimate (ROPE), is bas...
ASPLOS
2006
ACM
15 years 10 months ago
2006
ACM
Peephole optimizers are typically constructed using human-written pattern matching rules, an approach that requires expertise and time, as well as being less than systematic at ex...