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SIGECOM
2011
ACM
320views ECommerce» more  SIGECOM 2011»
13 years 22 hour ago
Market making and mean reversion
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...
Tanmoy Chakraborty, Michael Kearns
JMIV
2010
85views more  JMIV 2010»
13 years 7 months ago
Statistical Tests of Anisotropy for Fractional Brownian Textures. Application to Full-field Digital Mammography
In this paper, we propose a new and generic methodology for the analysis of texture anisotropy. The methodology is based on the stochastic modeling of textures by anisotropic fract...
Frédéric J. P. Richard, Hermine Bier...
ADVAI
2010
110views more  ADVAI 2010»
13 years 3 months ago
Using Genetic Algorithms to Represent Higher-Level Planning in Simulation Models of Conflict
The focus of warfare has shifted from the Industrial Age to the Information Age, as encapsulated by the term Network Enabled Capability. This emphasises information sharing, comma...
James Moffat, Susan Fellows
WSC
2008
13 years 11 months ago
Supply chain risks analysis by using jump-diffusion model
This paper investigates the effects of demand risk on the performance of supply chain in continuous time setting. The inventory level has been modeled as a jump-diffusion process ...
Xianzhe Chen, Jun Zhang
MTA
2006
193views more  MTA 2006»
13 years 9 months ago
Audiovisual integration for tennis broadcast structuring
This paper focuses on the integration of multimodal features for sport video structure analysis. The method relies on a statistical model which takes into account both the shot co...
Ewa Kijak, Guillaume Gravier, Lionel Oisel, Patric...