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» Updating beliefs with incomplete observations
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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
ICANN
2001
Springer
13 years 12 months ago
Nonlinear Adaptive Beliefs and the Dynamics of Financial Markets: The Role of the Evolutionary Fitness Measure
We introduce a simple asset pricing model with two types of adaptively learning traders, fundamentalists and technical traders. Traders update their beliefs according to past perfo...
Andrea Gaunersdorfer, Cars H. Hommes
ATAL
2005
Springer
14 years 29 days ago
Approximating state estimation in multiagent settings using particle filters
State estimation consists of updating an agent’s belief given executed actions and observed evidence to date. In single agent environments, the state estimation can be formalize...
Prashant Doshi, Piotr J. Gmytrasiewicz
3DPVT
2006
IEEE
231views Visualization» more  3DPVT 2006»
13 years 11 months ago
Simplified Belief Propagation for Multiple View Reconstruction
We address multiple-view reconstruction under an optimization approach based on belief propagation. A novel formulation of belief propagation that operates in 3-D is proposed to f...
E. Scott Larsen, Philippos Mordohai, Marc Pollefey...
SAT
2005
Springer
104views Hardware» more  SAT 2005»
14 years 27 days ago
Observed Lower Bounds for Random 3-SAT Phase Transition Density Using Linear Programming
We introduce two incomplete polynomial time algorithms to solve satisfiability problems which both use Linear Programming (LP) techniques. First, the FlipFlop LP attempts to simul...
Marijn Heule, Hans van Maaren