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HPCS
2005
IEEE
16 years 4 days ago
Parallel Lattice Implementation for Option Pricing under Mixed State-Dependent Volatility Models
— With the principal goal of developing an alternative, relatively simple and tractable pricing framework for accurately reproducing a market implied volatility surface, this pap...
Giuseppe Campolieti, Roman Makarov
ISPDC
2005
IEEE
16 years 3 days ago
GMRES Method on Lightweight GRID System
Grid computing accomplishes high throughput computing by using a very large number of unexploited computing resources. We present a parallel method GMRES to solve large sparse lin...
Haiwu He, Guy Bergére, Serge G. Petiton
NCA
2005
IEEE
16 years 3 days ago
Decentralized Schemes for Size Estimation in Large and Dynamic Groups
Large-scale and dynamically changing distributed systems such as the Grid, peer-to-peer overlays, etc., need to collect several kinds of global statistics in a decentralized manne...
Dionysios Kostoulas, Dimitrios Psaltoulis, Indrani...
IUI
2005
ACM
16 years 3 days ago
Automated email activity management: an unsupervised learning approach
Many structured activities are managed by email. For instance, a consumer purchasing an item from an e-commerce vendor may receive a message confirming the order, a warning of a ...
Nicholas Kushmerick, Tessa A. Lau
MM
2005
ACM
139views Multimedia» more  MM 2005»
16 years 3 days ago
Exploiting self-adaptive posture-based focus estimation for lecture video editing
Head pose plays a special role in estimating a presenter’s focuses and actions for lecture video editing. This paper presents an efficient and robust head pose estimation algori...
Feng Wang, Chong-Wah Ngo, Ting-Chuen Pong