The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
This paper proposes LTNC, a new recoding algorithm to build low complexity network codes. At the core of LTNC is a decentralized version of LT codes that allows the use of fast be...
— We propose a powerful symmetric kernel classifier for nonlinear detection in challenging rank-deficient multipleantenna aided communication systems. By exploiting the inheren...
Sheng Chen, Andreas Wolfgang, Chris J. Harris, Laj...
In this paper, we propose a powerful symmetric radial basis function (RBF) classifier for nonlinear detection in the so-called "overloaded" multiple-antenna-aided communi...
Sheng Chen, Andreas Wolfgang, Chris J. Harris, Laj...
This paper presents a new method for evaluating boolean set operations between Binary Space Partition (BSP) trees. Our algorithm has many desirable features including both numeric...