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...
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 ...
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...
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...
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 ...