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SAC
2002
ACM
13 years 8 months ago
Option pricing under model and parameter uncertainty using predictive densities
The theoretical price of a financial option is given by the expectation of its discounted expiry time payoff. The computation of this expectation depends on the density of the val...
F. Oliver Bunnin, Yike Guo, Yuhe Ren
SIGCSE
2002
ACM
218views Education» more  SIGCSE 2002»
13 years 8 months ago
Participatory design in a human-computer interaction course: teaching ethnography methods to computer scientists
Empirical evidence shows the ability for computer technology to deliver on its promises of enhancing our quality of life relies on how well the application fits our understanding ...
Jerry B. Weinberg, Mary L. Stephen
TEC
2002
161views more  TEC 2002»
13 years 8 months ago
A fast and elitist multiobjective genetic algorithm: NSGA-II
Multiobjective evolutionary algorithms (EAs) that use nondominated sorting and sharing have been criticized mainly for their: 1) ( 3) computational complexity (where is the number ...
Kalyanmoy Deb, Samir Agrawal, Amrit Pratap, T. Mey...
TIT
2002
96views more  TIT 2002»
13 years 8 months ago
Wavelet-based estimators of scaling behavior
Various wavelet-based estimators of self-similarity or long-range dependence scaling exponent are studied extensively. These estimators mainly include the (bi)orthogonal wavelet e...
Benjamin Audit, E. Bacry, J.-F. Muzy, Alain Arneod...
TKDE
2002
148views more  TKDE 2002»
13 years 8 months ago
Parallel Star Join + DataIndexes: Efficient Query Processing in Data Warehouses and OLAP
On-Line Analytical Processing (OLAP) refers to the technologies that allow users to efficiently retrieve data from the data warehouse for decision-support purposes. Data warehouses...
Anindya Datta, Debra E. VanderMeer, Krithi Ramamri...