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IOR
2006
192views more  IOR 2006»
15 years 5 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
JBI
2006
140views Bioinformatics» more  JBI 2006»
15 years 5 months ago
Chester: Towards a personal medication advisor
Dialogue systems for health communication hold out the promise of providing intelligent assistance to patients through natural interfaces that require no training to use. But in o...
James F. Allen, George Ferguson, Nate Blaylock, Do...
145
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DEBU
2007
211views more  DEBU 2007»
15 years 5 months ago
Provenance in Databases: Past, Current, and Future
The need to understand and manage provenance arises in almost every scientific application. In many cases, information about provenance constitutes the proof of correctness of re...
Wang Chiew Tan
JCP
2006
139views more  JCP 2006»
15 years 5 months ago
Generalized Sequential Pattern Mining with Item Intervals
Sequential pattern mining is an important data mining method with broad applications that can extract frequent sequences while maintaining their order. However, it is important to ...
Yu Hirate, Hayato Yamana
JUCS
2008
186views more  JUCS 2008»
15 years 5 months ago
A Safe Dynamic Adaptation Framework for Aspect-Oriented Software Development
: One focus of current software development is the re-use of components in the construction of systems. Software Adaptation facilitates the consequent need to adapt these component...
Miguel Ángel Pérez Toledano, Amparo ...
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