This paper presents a MapReduce algorithm for computing pairwise document similarity in large document collections. MapReduce is an attractive framework because it allows us to de...
In this paper, a new method for the approximation of discrete time state-affine systems is proposed. The method is based on the diagonalization of proposed generalized controllabi...
We investigate network design under volatile conditions of link failures and traffic overload. Our model is a non-simultaneous 2-commodity problem. We characterize the feasible so...
Credit risk analysis for portfolios containing CDO tranches is a challenging task for risk managers. We propose here a basis function approach for CDO tranche valuation and portfo...
It is well known that a stable matching in a many-to-one matching market with couples need not exist. We introduce a new matching algorithm for such markets and show that for a ge...