The ability to query data streams is of increasing importance and has been identified as a crucial element for modern organizations and agencies. This paper identifies a class o...
— With the principal goal of developing an alternative, relatively simple and tractable pricing framework for accurately reproducing a market implied volatility surface, this pap...
Airlines routinely overbook flights based on the expectation that some fraction of booked passengers will not show for each flight. Accurate forecasts of the expected number of no...
Richard D. Lawrence, Se June Hong, Jacques Cherrie...
In this work, we present a new model for a Recurrent Support Vector Machine. We call it intrinsic because the complete recurrence is directly incorporated within the considered opt...
When facing the question of learning languages in realistic settings, one has to tackle several problems that do not admit simple solutions. On the one hand, languages are usually...
Leonor Becerra-Bonache, Colin de la Higuera, Jean-...