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APJOR
2010
118views more  APJOR 2010»
15 years 5 months ago
Alternative Randomization for Valuing American Options
This paper provides a fast and accurate randomization algorithm for valuing American puts and calls on dividend-paying stocks and their early exercise boundaries. The primal focus...
Toshikazu Kimura
CIKM
2010
Springer
15 years 4 months ago
Combining link and content for collective active learning
In this paper, we study a novel problem Collective Active Learning, in which we aim to select a batch set of "informative" instances from a networking data set to query ...
Lixin Shi, Yuhang Zhao, Jie Tang
CIKM
2010
Springer
15 years 4 months ago
Online stratified sampling: evaluating classifiers at web-scale
Deploying a classifier to large-scale systems such as the web requires careful feature design and performance evaluation. Evaluation is particularly challenging because these larg...
Paul N. Bennett, Vitor R. Carvalho
COLT
2010
Springer
15 years 4 months ago
Efficient Classification for Metric Data
Recent advances in large-margin classification of data residing in general metric spaces (rather than Hilbert spaces) enable classification under various natural metrics, such as ...
Lee-Ad Gottlieb, Leonid Kontorovich, Robert Krauth...
ICGI
2010
Springer
15 years 4 months ago
Exact DFA Identification Using SAT Solvers
Abstract. We present an exact algorithm for identification of deterministic finite automata (DFA) which is based on satisfiability (SAT) solvers. Despite the size of the low level ...
Marijn J. H. Heule, Sicco Verwer
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