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IOR
2006
192views more  IOR 2006»
13 years 8 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
APGV
2006
ACM
181views Visualization» more  APGV 2006»
14 years 1 months ago
Categorization of natural scenes: local vs. global information
Understanding the robustness and rapidness of human scene categorization has been a focus of investigation in the cognitive sciences over the last decades. At the same time, progr...
Julia Vogel, Adrian Schwaninger, Christian Wallrav...
RTSS
2007
IEEE
14 years 2 months ago
Chronos: Feedback Control of a Real Database System Performance
It is challenging to process transactions in a timely fashion using fresh data, e.g., current stock prices, since database workloads may considerably vary due to dynamic data/reso...
Kyoung-Don Kang, Jisu Oh, Sang Hyuk Son
TIP
2008
134views more  TIP 2008»
13 years 7 months ago
Higher Order SVD Analysis for Dynamic Texture Synthesis
Videos representing flames, water, smoke, etc. are often defined as dynamic textures: "textures" because they are characterized by redundant repetition of a pattern and &...
Roberto Costantini, Luciano Sbaiz, Sabine Süs...
IPPS
2009
IEEE
14 years 2 months ago
Accelerating HMMer on FPGAs using systolic array based architecture
HMMer is a widely-used bioinformatics software package that uses profile HMMs (Hidden Markov Models) to model the primary structure consensus of a family of protein or nucleic aci...
Yanteng Sun, Peng Li, Guochang Gu, Yuan Wen, Yuan ...