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AOR
2010
13 years 6 months ago
Computing general static-arbitrage bounds for European basket options via Dantzig-Wolfe decomposition
We study the problem of computing general static-arbitrage bounds for European basket options; that is, computing bounds on the price of a basket option, given the only assumption...
Javier Peña, Xavier Saynac, Juan Carlos Ver...
JMLR
2012
11 years 11 months ago
Noise-Contrastive Estimation of Unnormalized Statistical Models, with Applications to Natural Image Statistics
We consider the task of estimating, from observed data, a probabilistic model that is parameterized by a finite number of parameters. In particular, we are considering the situat...
Michael Gutmann, Aapo Hyvärinen
RECOMB
2005
Springer
14 years 9 months ago
Improved Recombination Lower Bounds for Haplotype Data
Recombination is an important evolutionary mechanism responsible for the genetic diversity in humans and other organisms. Recently, there has been extensive research on understandi...
Vineet Bafna, Vikas Bansal
ICCD
2001
IEEE
121views Hardware» more  ICCD 2001»
14 years 5 months ago
Determining Schedules for Reducing Power Consumption Using Multiple Supply Voltages
Dynamic power is the main source of power consumption in CMOS circuits. It depends on the square of the supply voltage. It may significantly be reduced by scaling down the supply ...
Noureddine Chabini, El Mostapha Aboulhamid, Yvon S...
ICCAD
1997
IEEE
112views Hardware» more  ICCAD 1997»
14 years 1 months ago
Circuit optimization via adjoint Lagrangians
The circuit tuning problem is best approached by means of gradient-based nonlinear optimization algorithms. For large circuits, gradient computation can be the bottleneck in the o...
Andrew R. Conn, Ruud A. Haring, Chandramouli Viswe...