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FS
2010
95views more  FS 2010»
13 years 6 months ago
Pricing credit derivatives under incomplete information: a nonlinear-filtering approach
This paper considers a general reduced form pricing model for credit derivatives where default intensities are driven by some factor process X. The process X is not directly observ...
Rüdiger Frey, Wolfgang Runggaldier
PPOPP
2010
ACM
14 years 4 months ago
Symbolic prefetching in transactional distributed shared memory
We present a static analysis for the automatic generation of symbolic prefetches in a transactional distributed shared memory. A symbolic prefetch specifies the first object to be...
Alokika Dash, Brian Demsky
ICCV
2011
IEEE
12 years 7 months ago
Kernel Non-Rigid Structure from Motion
Non-rigid structure from motion (NRSFM) is a difficult, underconstrained problem in computer vision. The standard approach in NRSFM constrains 3D shape deformation using a linear...
Paulo F. U. Gotardo, Aleix M. Martinez
CORR
2011
Springer
174views Education» more  CORR 2011»
12 years 11 months ago
Parameter Learning of Logic Programs for Symbolic-Statistical Modeling
We propose a logical/mathematical framework for statistical parameter learning of parameterized logic programs, i.e. de nite clause programs containing probabilistic facts with a ...
Yoshitaka Kameya, Taisuke Sato
ACOM
2006
Springer
14 years 1 months ago
Flexible Conversations Using Social Commitments and a Performatives Hierarchy
In this research, we re-arrange FIPA’s ACL performatives to form a subsumption lattice (ontology) and apply a theory of social commitments to achieve a simplified and observable...
Robert C. Kremer, Roberto A. Flores