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CACM
2010
105views more  CACM 2010»
15 years 7 months ago
Censored exploration and the dark pool problem
We introduce and analyze a natural algorithm for multi-venue exploration from censored data, which is motivated by the Dark Pool Problem of modern quantitative finance. We prove t...
Kuzman Ganchev, Yuriy Nevmyvaka, Michael Kearns, J...
CGF
2008
114views more  CGF 2008»
15 years 7 months ago
Real-time Shading with Filtered Importance Sampling
We propose an analysis of numerical integration based on sampling theory, whereby the integration error caused by aliasing is suppressed by pre-filtering. We derive a pre-filter f...
Jaroslav Krivánek, Mark Colbert
CORR
2010
Springer
66views Education» more  CORR 2010»
15 years 7 months ago
Price Trackers Inspired by Immune Memory
Abstract. In this paper we outline initial concepts for an immune inspired algorithm to evaluate price time series data. The proposed solution evolves a short term pool of trackers...
William O. Wilson, Phil Birkin, Uwe Aickelin
HEURISTICS
2006
197views more  HEURISTICS 2006»
15 years 7 months ago
Bucket elimination for multiobjective optimization problems
Multiobjective optimization deals with problems involving multiple measures of performance that should be optimized simultaneously. In this paper we extend bucket elimination (BE),...
Emma Rollon, Javier Larrosa
TWC
2008
88views more  TWC 2008»
15 years 7 months ago
Turbo Estimation and Equalization for Asynchronous Uplink MC-CDMA
In this contribution, we propose a new code-aided synchronization and channel estimation algorithm for uplink MC-CDMA. The space alternating generalized expectationmaximization (SA...
Mamoun Guenach, Mohamed Marey, Henk Wymeersch, Hei...