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EOR
2010
99views more  EOR 2010»
13 years 2 months ago
Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming
We analyze the problem of pricing and hedging contingent claims in the multi-period, discrete time, discrete state case using the concept of a sufficiently attractive expected gai...
Mustafa Ç. Pinar, Aslihan Salih, Ahmet Camc...
IWPC
2000
IEEE
13 years 11 months ago
Types and Concept Analysis for Legacy Systems
We combine type inference and concept analysis in order to gain insight into legacy software systems. Type inference for COBOL yields the types for variables and program parameter...
Tobias Kuipers, Leon Moonen
ICDAR
2009
IEEE
13 years 5 months ago
Towards Handwritten Mathematical Expression Recognition
In this paper, we propose a new framework for online handwritten mathematical expression recognition. The proposed architecture aims at handling mathematical expression recognitio...
Ahmad-Montaser Awal, Harold Mouchère, Chris...
GECCO
2007
Springer
300views Optimization» more  GECCO 2007»
14 years 1 months ago
A NSGA-II, web-enabled, parallel optimization framework for NLP and MINLP
Engineering design increasingly uses computer simulation models coupled with optimization algorithms to find the best design that meets the customer constraints within a time con...
David J. Powell, Joel K. Hollingsworth
PLDI
2003
ACM
14 years 19 days ago
Linear analysis and optimization of stream programs
As more complex DSP algorithms are realized in practice, an increasing need for high-level stream abstractions that can be compiled without sacrificing efficiency. Toward this en...
Andrew A. Lamb, William Thies, Saman P. Amarasingh...