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FS
2006
84views more  FS 2006»
15 years 6 months ago
Iterative construction of the optimal Bermudan stopping time
Abstract. We present an iterative procedure for computing the optimal Bermudan stopping time, hence the Bermudan Snell envelope. The method produces an increasing sequence of appro...
Anastasia Kolodko, John Schoenmakers
IOR
2008
104views more  IOR 2008»
15 years 6 months ago
Arrival Rate Approximation by Nonnegative Cubic Splines
Estimating the arrival rate function of a non-homogeneous Poisson process based on observed arrival data is a problem naturally arising in many applications. Cubic spline function...
Farid Alizadeh, Jonathan Eckstein, Nilay Noyan, G&...
IWC
2006
165views more  IWC 2006»
15 years 6 months ago
Cross-cultural differences in recognizing affect from body posture
Conveyance and recognition of human emotion and affective expression is influenced by many factors, including culture. Within the user modeling field, it has become increasingly n...
Andrea Kleinsmith, P. Ravindra De Silva, Nadia Bia...
JUCS
2006
108views more  JUCS 2006»
15 years 6 months ago
Defining Atomic Composition in UML Behavioral Diagrams
Abstract: UML may be used to describe both the structure and behavior of objectoriented systems using a combination of notations. For the modeling of the dynamic behavior, a number...
Júlio Henrique Araújo Pereira Machad...
TCS
2008
15 years 6 months ago
On temporal logic constraint solving for analyzing numerical data time series
Temporal logics and model-checking have proved successful to respectively express biological properties of complex biochemical systems, and automatically verify their satisfaction...
François Fages, Aurélien Rizk
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