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» Numerical Recipes in C
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CIKM
2010
Springer
13 years 6 months ago
Construction of a sentimental word dictionary
The Web has plenty of reviews, comments and reports about products, services, government policies, institutions, etc. The opinions expressed in these reviews influence how people...
Eduard C. Dragut, Clement T. Yu, A. Prasad Sistla,...
FS
2010
105views more  FS 2010»
13 years 6 months ago
Local time and the pricing of time-dependent barrier options
Abstract A time-dependent double-barrier option is a derivative security that delivers the terminal value φ(ST ) at expiry T if neither of the continuous time-dependent barriers b...
Aleksandar Mijatovic
FS
2010
95views more  FS 2010»
13 years 6 months ago
Pricing credit derivatives under incomplete information: a nonlinear-filtering approach
This paper considers a general reduced form pricing model for credit derivatives where default intensities are driven by some factor process X. The process X is not directly observ...
Rüdiger Frey, Wolfgang Runggaldier
JSAC
2010
143views more  JSAC 2010»
13 years 6 months ago
Balancing competing resource allocation demands in a public cellular network that supports emergency services
Abstract—When an emergency happens, public communication networks, including cellular networks, public switched telecommunication networks, and the Internet can be utilized to su...
Jiazhen Zhou, C. Beard
JVCIR
2010
162views more  JVCIR 2010»
13 years 6 months ago
Tetrolet transform: A new adaptive Haar wavelet algorithm for sparse image representation
In order to get an efficient image representation we introduce a new adaptive Haar wavelet transform, called Tetrolet Transform. Tetrolets are Haar-type wavelets whose supports ar...
Jens Krommweh