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FS
2006
117views more  FS 2006»
15 years 6 months ago
Consistent Variance Curve Models
We introduce a general approach to model a joint market of stock price and a term structure of variance swaps in an HJM-type framework. In such a model, strongly volatility-depend...
Hans Buehler
KI
2010
Springer
15 years 5 months ago
Positions, Regions, and Clusters: Strata of Granularity in Location Modelling
Location models are data structures or knowledge bases used in Ubiquitous Computing for representing and reasoning about spatial relationships between so-called smart objects, i.e....
Hedda Rahel Schmidtke, Michael Beigl
EKAW
2010
Springer
15 years 4 months ago
Temporal Knowledge Acquisition and Modeling
The objectives of this paper are to present, describe, and explain the foundations and the functionalities of a temporal knowledge acquisition and modeling solution workflow, which...
Cyril Faucher, Charles Teissèdre, Jean-Yves...
ACII
2011
Springer
14 years 6 months ago
Predicting Facial Indicators of Confusion with Hidden Markov Models
Affect plays a vital role in learning. During tutoring, particular affective states may benefit or detract from student learning. A key cognitiveaffective state is confusion, which...
Joseph F. Grafsgaard, Kristy Elizabeth Boyer, Jame...
ICDE
2006
IEEE
204views Database» more  ICDE 2006»
16 years 8 months ago
Working Models for Uncertain Data
This paper explores an inherent tension in modeling and querying uncertain data: simple, intuitive representations of uncertain data capture many application requirements, but the...
Anish Das Sarma, Omar Benjelloun, Alon Y. Halevy, ...