Abstract We derive an explicit representation of the transitions of the Heston stochastic volatility model and use it for fast and accurate simulation of the model. Of particular i...
Separating machine printed text and handwriting from overlapping text is a challenging problem in the document analysis field and no reliable algorithms have been developed thus f...
Generative models of pattern individuality attempt to represent the distribution of observed quantitative features, e.g., by learning parameters from a database, and then use such...
Copulas are used in finance and insurance for modeling stochastic dependency. They comprehend the entire dependence structure, not only the correlations. Here they are estimated ...
The main aim of randomized search heuristics is to produce good approximations of optimal solutions within a small amount of time. In contrast to numerous experimental results, th...
Tobias Friedrich, Nils Hebbinghaus, Frank Neumann,...