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SIAMSC
2008
99views more  SIAMSC 2008»
15 years 6 months ago
Monte Carlo Greeks for Financial Products via Approximative Transition Densities
In this paper we introduce efficient Monte Carlo estimators for the valuation of high-dimensional derivatives and their sensitivities ("Greeks"). These estimators are ba...
Jörg Kampen, Anastasia Kolodko, John Schoenma...
CVPR
2011
IEEE
15 years 2 months ago
Robust Sparse Coding for Face Recognition
Recently the sparse representation (or coding) based classification (SRC) has been successfully used in face recognition. In SRC, the testing image is represented as a sparse lin...
Meng Yang, Lei Zhang
ACSD
2005
IEEE
114views Hardware» more  ACSD 2005»
16 years 7 days ago
Controlling Speculative Design Processes Using Rich Component Models
This paper elaborates on the application of some aspects of robust systems control theory to the management of uncertainty and risk in distributed and complex design processes, ha...
Werner Damm
COLING
2008
15 years 8 months ago
Underspecified Modelling of Complex Discourse Constraints
We introduce a new type of discourse constraints for the interaction of discourse relations with the configuration of discourse segments. We examine corpus-extracted examples as s...
Markus Egg, Michaela Regneri
WOA
2003
15 years 8 months ago
Implementation Level Issues in MAS Modeling
— The aim of this paper is to focus on the issues connected with the diagrammatic notations and tools, which should support developers when moving from the design phase towards t...
Massimo Cossentino, Agostino Poggi, Giovanni Rimas...