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...
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 ...
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...
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...
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 ...