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ICASSP
2011
IEEE
14 years 10 months ago
Adaptive frequency-domain biased estimation algorithms with automatic adjustment of shrinkage factors
In this work, we propose adaptive frequency-domain biased estimation algorithms with mechanisms to automatically adjust the shrinkage factors. The proposed estimation algorithms i...
Sheng Li, Rodrigo C. de Lamare, Martin Haardt
CPAIOR
2011
Springer
14 years 10 months ago
Manipulating MDD Relaxations for Combinatorial Optimization
Abstract. We study the application of limited-width MDDs (multivalued decision diagrams) as discrete relaxations for combinatorial optimization problems. These relaxations are used...
David Bergman, Willem Jan van Hoeve, John N. Hooke...
SIAMFM
2011
72views more  SIAMFM 2011»
14 years 9 months ago
Robust Hedging of Double Touch Barrier Options
We consider model-free pricing of digital options, which pay out if the underlying asset has crossed both upper and lower barriers. We make only weak assumptions about the underly...
A. M. G. Cox, Jan Obloj
COMGEO
2012
ACM
14 years 2 months ago
Point-set embeddings of plane 3-trees
A straight-line drawing of a plane graph G is a planar drawing of G, where each vertex is drawn as a point and each edge is drawn as a straight line segment. Given a set S of n poi...
Rahnuma Islam Nishat, Debajyoti Mondal, Md. Saidur...
SDM
2012
SIAM
285views Data Mining» more  SDM 2012»
13 years 9 months ago
A Novel Approximation to Dynamic Time Warping allows Anytime Clustering of Massive Time Series Datasets
Given the ubiquity of time series data, the data mining community has spent significant time investigating the best time series similarity measure to use for various tasks and dom...
Qiang Zhu 0002, Gustavo E. A. P. A. Batista, Thana...