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HPCS
2005
IEEE
14 years 3 months ago
Parallel Lattice Implementation for Option Pricing under Mixed State-Dependent Volatility Models
— With the principal goal of developing an alternative, relatively simple and tractable pricing framework for accurately reproducing a market implied volatility surface, this pap...
Giuseppe Campolieti, Roman Makarov
ICTAI
2005
IEEE
14 years 3 months ago
Planning with POMDPs Using a Compact, Logic-Based Representation
Partially Observable Markov Decision Processes (POMDPs) provide a general framework for AI planning, but they lack the structure for representing real world planning problems in a...
Chenggang Wang, James G. Schmolze
CVBIA
2005
Springer
14 years 3 months ago
Segmenting Brain Tumors with Conditional Random Fields and Support Vector Machines
Abstract. Markov Random Fields (MRFs) are a popular and wellmotivated model for many medical image processing tasks such as segmentation. Discriminative Random Fields (DRFs), a dis...
Chi-Hoon Lee, Mark Schmidt, Albert Murtha, Aalo Bi...
INFOCOM
2003
IEEE
14 years 3 months ago
Asymptotic Insensitivity of Least-Recently-Used Caching to Statistical Dependency
Abstract— We investigate a widely popular Least-RecentlyUsed (LRU) cache replacement algorithm with semi-Markov modulated requests. Semi-Markov processes provide the flexibility...
Predrag R. Jelenkovic, Ana Radovanovic
ISCC
2000
IEEE
104views Communications» more  ISCC 2000»
14 years 2 months ago
Dynamic Routing and Wavelength Assignment Using First Policy Iteration
With standard assumptions the routing and wavelength assignment problem (RWA) can be viewed as a Markov Decision Process (MDP). The problem, however, defies an exact solution bec...
Esa Hyytiä, Jorma T. Virtamo