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ICCS
2009
Springer
14 years 5 months ago
Explicit Time Stepping Methods with High Stage Order and Monotonicity Properties
This paper introduces a three and a four order explicit time stepping method. These methods have high stage order and favorable monotonicity properties. The proposed methods are ba...
Emil M. Constantinescu, Adrian Sandu
SIGECOM
2004
ACM
254views ECommerce» more  SIGECOM 2004»
14 years 4 months ago
Competitive algorithms for VWAP and limit order trading
We introduce new online models for two important aspects of modern financial markets: Volume Weighted Average Price trading and limit order books. We provide an extensive study o...
Sham Kakade, Michael J. Kearns, Yishay Mansour, Lu...
SIAMNUM
2010
105views more  SIAMNUM 2010»
13 years 5 months ago
Quantization Based Filtering Method Using First Order Approximation
The quantization based filtering method (see [13], [14]) is a grid based approximation method to solve nonlinear filtering problems with discrete time observations. It relies on o...
Afef Sellami
ECML
2007
Springer
14 years 5 months ago
Learning Directed Probabilistic Logical Models: Ordering-Search Versus Structure-Search
We discuss how to learn non-recursive directed probabilistic logical models from relational data. This problem has been tackled before by upgrading the structure-search algorithm i...
Daan Fierens, Jan Ramon, Maurice Bruynooghe, Hendr...
LILOG
1989
14 years 2 months ago
Order Sorted Predicate Logic
We propose a theory for reasoning about actions based on order-sorted predicate logic where one can consider an elaborate taxonomy of objects. We are interested in the projection ...
Arnold Oberschelp