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SAC
2002
ACM
13 years 7 months ago
Option pricing under model and parameter uncertainty using predictive densities
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...
F. Oliver Bunnin, Yike Guo, Yuhe Ren
TCSV
2002
167views more  TCSV 2002»
13 years 7 months ago
Three-dimensional subband coding techniques for wireless video communications
This paper presents a new 3-D subband coding framework that is able to achieve a good balance between high compression performance and channel error resilience. Various data transf...
Hong Man, Ricardo L. de Queiroz, Mark J. T. Smith
TIT
2002
96views more  TIT 2002»
13 years 7 months ago
Wavelet-based estimators of scaling behavior
Various wavelet-based estimators of self-similarity or long-range dependence scaling exponent are studied extensively. These estimators mainly include the (bi)orthogonal wavelet e...
Benjamin Audit, E. Bacry, J.-F. Muzy, Alain Arneod...
TON
2002
75views more  TON 2002»
13 years 7 months ago
Optimal retrial and timeout strategies for accessing network resources
The notion of timeout (namely, the maximal time to wait before retrying an action) turns up in many networking contexts, such as packet transmission, connection establishment, etc....
Lavy Libman, Ariel Orda
ESWA
2010
154views more  ESWA 2010»
13 years 6 months ago
Robust speech interaction in motorcycle environment
Aiming at robust spoken dialogue interaction in motorcycle environment, we investigate various configurations for a speech front-end, which consists of speech pre-processing, spee...
Iosif Mporas, Otilia Kocsis, Todor Ganchev, Nikos ...