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IPL
2006
86views more  IPL 2006»
13 years 11 months ago
Mu-calculus path checking
We investigate the path model checking problem for the
Nicolas Markey, Ph. Schnoebelen
IOR
2006
91views more  IOR 2006»
13 years 11 months ago
Robust One-Period Option Hedging
The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...
Frank Lutgens, Jos F. Sturm, Antoon Kolen
JCST
2008
124views more  JCST 2008»
13 years 11 months ago
Clustering by Pattern Similarity
The task of clustering is to identify classes of similar objects among a set of objects. The definition of similarity varies from one clustering model to another. However, in most ...
Haixun Wang, Jian Pei
JCP
2008
147views more  JCP 2008»
13 years 11 months ago
Analytical Valuation of Contingent Claims by Stochastic Interacting Systems for Stock Market
In the present paper, by applying the theory of stochastic processes and interacting particle systems and models, including stopping time theory and stochastic voter model, we mode...
Jun Wang, Qiuyuan Wang, Jiguang Shao
JCP
2008
114views more  JCP 2008»
13 years 11 months ago
Statistical Analysis and Data Analysis of Stock Market by Interacting Particle Models
The statistical analysis of Chinese stock market fluctuations modeled by the interacting particle systems has been done in this paper. The contact model and voter model of the inte...
Jun Wang, Bingli Fan, Tiansong Wang
JCC
2008
84views more  JCC 2008»
13 years 11 months ago
Explicit ion, implicit water solvation for molecular dynamics of nucleic acids and highly charged molecules
: An explicit ion, implicit water solvent model for molecular dynamics was developed and tested with DNA and RNA simulations. The implicit water model uses the finite difference Po...
Ninad V. Prabhu, Manoranjan Panda, Qingyi Yang, Ki...
JAIR
2008
173views more  JAIR 2008»
13 years 11 months ago
Computational Logic Foundations of KGP Agents
This paper presents the computational logic foundations of a model of agency called the KGP (Knowledge, Goals and Plan) model. This model allows the specification of heterogeneous...
Antonis C. Kakas, Paolo Mancarella, Fariba Sadri, ...
JAIR
2008
157views more  JAIR 2008»
13 years 11 months ago
Qualitative System Identification from Imperfect Data
Experience in the physical sciences suggests that the only realistic means of understanding complex systems is through the use of mathematical models. Typically, this has come to ...
George Macleod Coghill, Ashwin Srinivasan, Ross D....
JAIR
2008
93views more  JAIR 2008»
13 years 11 months ago
A Rigorously Bayesian Beam Model and an Adaptive Full Scan Model for Range Finders in Dynamic Environments
This paper proposes and experimentally validates a Bayesian network model of a range finder adapted to dynamic environments. All modeling assumptions are rigorously explained, and...
Tinne De Laet, Joris De Schutter, Herman Bruyninck...
CONSTRAINTS
2007
94views more  CONSTRAINTS 2007»
13 years 11 months ago
A Constraint-based Approach for Annotating Music Scores with Gestural Information
The physical gestures that operate music instruments are responsible for the qualities of the sound being produced in a performance. Gestural information is thereby crucial for a ...
Daniele P. Radicioni, Vincenzo Lombardo