Abstract—With increasing popularity of media enabled handhelds, the need for high data-rate services for mobile users is evident. Large-scale Wireless LANs (WLANs) can provide su...
The theoretical price of a financial option is given by the expectation of its discounted expiry time payoff. The computation of this expectation depends on the density of the val...
In this paper, we introduce a simple, randomized dynamic data structure for storing multidimensional point sets, called a quadtreap. This data structure is a randomized, balanced ...
Market making refers broadly to trading strategies that seek to profit by providing liquidity to other traders, while avoiding accumulating a large net position in a stock. In th...
Following recent work of Clarkson, we translate the coreset framework to the problems of finding the point closest to the origin inside a polytope, finding the shortest distance...