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SIAMSC
2008
99views more  SIAMSC 2008»
13 years 7 months ago
Monte Carlo Greeks for Financial Products via Approximative Transition Densities
In this paper we introduce efficient Monte Carlo estimators for the valuation of high-dimensional derivatives and their sensitivities ("Greeks"). These estimators are ba...
Jörg Kampen, Anastasia Kolodko, John Schoenma...
BMCBI
2010
125views more  BMCBI 2010»
13 years 7 months ago
Haplotype allelic classes for detecting ongoing positive selection
Background: Natural selection eliminates detrimental and favors advantageous phenotypes. This process leaves characteristic signatures in underlying genomic segments that can be r...
Julie Hussin, Philippe Nadeau, Jean-Françoi...
ICDE
2008
IEEE
194views Database» more  ICDE 2008»
14 years 8 months ago
P-Cube: Answering Preference Queries in Multi-Dimensional Space
Many new applications that involve decision making need online (i.e., OLAP-styled) preference analysis with multidimensional boolean selections. Typical preference queries includes...
Dong Xin, Jiawei Han
AAI
2006
215views more  AAI 2006»
13 years 7 months ago
Extensive Evaluation of Efficient NLP-Driven Text Classification
Extensive experimental evidence is required to study the impact of text categorization approaches on real data and to assess the performance within operational scenarios. In this ...
Roberto Basili, Alessandro Moschitti, Maria Teresa...
MICCAI
2005
Springer
14 years 8 months ago
Physiological System Identification with the Kalman Filter in Diffuse Optical Tomography
Abstract. Diffuse optical tomography (DOT) is a noninvasive imaging technology that is sensitive to local concentration changes in oxyand deoxyhemoglobin. When applied to functiona...
Solomon Gilbert Diamond, Theodore J. Huppert, Vill...