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FS
2010
95views more  FS 2010»
15 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
TON
2010
132views more  TON 2010»
15 years 5 months ago
The optimality of two prices: maximizing revenue in a stochastic communication system
—This paper considers the problem of pricing and transmission scheduling for an Access Point (AP) in a wireless network, where the AP provides service to a set of mobile users. T...
Longbo Huang, Michael J. Neely
ACSAC
2010
IEEE
15 years 5 months ago
A multi-user steganographic file system on untrusted shared storage
Existing steganographic file systems enable a user to hide the existence of his secret data by claiming that they are (static) dummy data created during disk initialization. Such ...
Jin Han, Meng Pan, Debin Gao, HweeHwa Pang
PIMRC
2010
IEEE
15 years 5 months ago
Enhanced parity packet transmission for Video multicast using R-DSTC
In this paper, a cooperative multicast scheme that uses Randomized Distributed Space Time Codes (RDSTC), along with packet level Forward Error Correction (FEC), is studied. For the...
Ozgu Alay, Zhili Guo, Yao Wang, Elza Erkip, Shiven...
ICDM
2009
IEEE
176views Data Mining» more  ICDM 2009»
15 years 5 months ago
SISC: A Text Classification Approach Using Semi Supervised Subspace Clustering
Text classification poses some specific challenges. One such challenge is its high dimensionality where each document (data point) contains only a small subset of them. In this pap...
Mohammad Salim Ahmed, Latifur Khan