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SIAMCO
2008
116views more  SIAMCO 2008»
15 years 6 months ago
Optimal Reflection of Diffusions and Barrier Options Pricing under Constraints
We introduce a new class of control problems in which the gain depends on the solution of a stochastic differential equation reflected at the boundary of a bounded domain, along d...
Bruno Bouchard
CORR
2010
Springer
91views Education» more  CORR 2010»
15 years 6 months ago
Tata Kelola Database Perguruan Tinggi Yang Optimal Dengan Data Warehouse
The emergence of new higher education institutions has created the competition in higher education market, and data warehouse can be used as an effective technology tools for incr...
Spits Warnars H. L. H
SODA
2010
ACM
181views Algorithms» more  SODA 2010»
15 years 4 months ago
Near-Optimal Sublinear Time Algorithms for Ulam Distance
We give near-tight bounds for estimating the edit distance between two non-repetitive strings (Ulam distance) with constant approximation, in sub-linear time. For two strings of l...
Alexandr Andoni, Huy L. Nguyen
SIGMOD
2009
ACM
291views Database» more  SIGMOD 2009»
16 years 6 months ago
Partial join order optimization in the paraccel analytic database
The ParAccel Analytic DatabaseTM is a fast shared-nothing parallel relational database system with a columnar orientation, adaptive compression, memory-centric design, and an enha...
Yijou Chen, Richard L. Cole, William J. McKenna, S...
AAAI
2010
15 years 7 months ago
Smooth Optimization for Effective Multiple Kernel Learning
Multiple Kernel Learning (MKL) can be formulated as a convex-concave minmax optimization problem, whose saddle point corresponds to the optimal solution to MKL. Most MKL methods e...
Zenglin Xu, Rong Jin, Shenghuo Zhu, Michael R. Lyu...