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158
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FS
2010
95views more  FS 2010»
15 years 5 months ago
Pricing credit derivatives under incomplete information: a nonlinear-filtering approach
This paper considers a general reduced form pricing model for credit derivatives where default intensities are driven by some factor process X. The process X is not directly observ...
Rüdiger Frey, Wolfgang Runggaldier
ISVC
2010
Springer
15 years 4 months ago
Analysis of Time Domain Information for Footstep Recognition
This paper reports an experimental analysis of footsteps as a biometric. The focus here is on information extracted from the time domain of signals collected from an array of piezo...
Rubén Vera-Rodríguez, John S. D. Mas...
ICWSM
2009
15 years 4 months ago
Information Cascades in the Blogosphere: A Look Behind the Curtain
With an increasing number of people that read, write and comment on blogs, the blogosphere has established itself as an essential medium of communication. A fundamental characteri...
Manos Papagelis, Nilesh Bansal, Nick Koudas
235
Voted
WWW
2011
ACM
15 years 1 months ago
Web information extraction using Markov logic networks
In this paper, we consider the problem of extracting structured data from web pages taking into account both the content of individual attributes as well as the structure of pages...
Sandeepkumar Satpal, Sahely Bhadra, Sundararajan S...
159
Voted
ECIR
2008
Springer
15 years 8 months ago
Utilizing Passage-Based Language Models for Document Retrieval
Abstract. We show that several previously proposed passage-based document ranking principles, along with some new ones, can be derived from the same probabilistic model. We use lan...
Michael Bendersky, Oren Kurland