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FS
2010
95views more  FS 2010»
15 years 5 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
KDD
2010
ACM
246views Data Mining» more  KDD 2010»
15 years 5 months ago
Latent aspect rating analysis on review text data: a rating regression approach
In this paper, we define and study a new opinionated text data analysis problem called Latent Aspect Rating Analysis (LARA), which aims at analyzing opinions expressed about an e...
Hongning Wang, Yue Lu, Chengxiang Zhai
JMMA
2010
90views more  JMMA 2010»
15 years 1 months ago
A Unified Approach to Algorithms Generating Unrestricted and Restricted Integer Compositions and Integer Partitions
An original algorithm is presented that generates both restricted integer compositions and restricted integer partitions that can be constrained simultaneously by a) upper and low...
John Douglas Opdyke
ATAL
2011
Springer
14 years 6 months ago
Trust as dependence: a logical approach
We propose that the trust an agent places in another agent declaratively captures an architectural connector between the two agents. We formulate trust as a generic modality expre...
Munindar P. Singh
ICIP
2001
IEEE
16 years 8 months ago
Improving motion and orientation estimation using an equilibrated total least squares approach
This paper outlines the ubiquitous presence of generalized orientation (or subspace) estimationproblems in image analysis. We show the potential sources of bias in naive approache...
Matthias Mühlich, Rudolf Mester