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HPCS
2005
IEEE
15 years 11 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
15 years 11 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
15 years 11 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
15 years 10 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»
15 years 10 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