We study a problem of quick detection of top-k Personalized PageRank lists. This problem has a number of important applications such as finding local cuts in large graphs, estima...
Konstantin Avrachenkov, Nelly Litvak, Danil Nemiro...
In this paper, we develop a neurobiologicallymotivated statistical method for video analysis that simultaneously searches the combined motion and form space in a concerted and ef...
Portfolio credit derivatives that depend on default correlation are increasingly widespread in the credit market. Valuing such products often entails Monte Carlo simulation. Howev...
Monte Carlo Tree Search has given computer go a significant boost in strength the past few years, but progress seems to have slowed, and once again we have to ask ourselves how can...
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...