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SIGECOM
2004
ACM
254views ECommerce» more  SIGECOM 2004»
14 years 2 months ago
Competitive algorithms for VWAP and limit order trading
We introduce new online models for two important aspects of modern financial markets: Volume Weighted Average Price trading and limit order books. We provide an extensive study o...
Sham Kakade, Michael J. Kearns, Yishay Mansour, Lu...
ICSM
2003
IEEE
14 years 2 months ago
Reverse Engineering of the Interaction Diagrams from C++ Code
In object oriented programming, the functionalities of a system result from the interactions (message exchanges) among the objects allocated by the system. While designing object ...
Paolo Tonella, Alessandra Potrich
ICIAR
2010
Springer
14 years 1 months ago
A Geometric Data Structure Applicable to Image Mining and Retrieval
Abstract. Due to improvements in image acquisition and storage technology, terabyte-sized databases of images are nowadays common. This abundance of data leads us to two basic prob...
T. Iwaszko, Mahmoud Melkemi, Lhassane Idoumghar
RIDE
1998
IEEE
14 years 27 days ago
Design of Multi-user Editing Servers for Continuous Media
Based on a fifteen month investigation of a post production facilities for both the entertainment industry and broadcasters, we identified a number of challenges with the design an...
Seon Ho Kim, Shahram Ghandeharizadeh
WSC
2007
13 years 11 months ago
Path-sampling for state-dependent importance sampling
State-dependent importance sampling (SDIS) has proved to be particularly useful in simulation (specially in rare event analysis of stochastic systems). One approach for designing ...
Jose H. Blanchet, Jingchen Liu