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HPCS
2005
IEEE
16 years 2 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
ICMCS
2005
IEEE
136views Multimedia» more  ICMCS 2005»
16 years 2 days ago
Human Posture Recognition with Convex Programming
We present a novel human posture recognition method using convex programming based matching schemes. Instead of trying to segment the object from the background, we develop a nove...
Hao Jiang, Ze-Nian Li, Mark S. Drew
ICMCS
2005
IEEE
130views Multimedia» more  ICMCS 2005»
16 years 2 days ago
Rate-Distortion Optimized Bandwidth Adaptation for Distributed Media Delivery
We propose a framework for rate-distortion optimized bandwidth adaptation via packet dropping at a network node, when the incoming traffic at the node consists of multiple video ...
Jacob Chakareski, Pascal Frossard
ICPP
2005
IEEE
16 years 2 days ago
Design and Implementation of a Parallel Performance Data Management Framework
Empirical performance evaluation of parallel systems and applications can generate significant amounts of performance data and analysis results from multiple experiments as perfo...
Kevin A. Huck, Allen D. Malony, Robert Bell, Alan ...
ITCC
2005
IEEE
16 years 1 days ago
The Grid-DBMS: Towards Dynamic Data Management in Grid Environments
Nowadays many data grid applications need to manage and process a huge amount of data distributed across multiple grid nodes and stored into heterogeneous databases. Grids encoura...
Giovanni Aloisio, Massimo Cafaro, Sandro Fiore, Ma...