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SIAMFM
2011
75views more  SIAMFM 2011»
14 years 9 months ago
Dynamic Hedging of Portfolio Credit Derivatives
As shown by the recent turmoil in credit markets, much remains to be done for the proper risk management of credit derivatives. In particular, the static copula-based models commo...
Rama Cont, Yu Hang Kan
CHI
2008
ACM
16 years 7 months ago
Eye movements as implicit relevance feedback
Reading detection is an important step in the process of automatic relevance feedback generation based on eye movements for information retrieval tasks. We describe a reading dete...
Georg Buscher, Andreas Dengel, Ludger van Elst
ICCAD
2001
IEEE
95views Hardware» more  ICCAD 2001»
16 years 3 months ago
On the Signal Bounding Problem in Timing Analysis
In this paper, we study the propagation of slew dependent bounding signals and the corresponding slew problem in static timing analysis. The selection of slew from the latest arri...
Jin-fuw Lee, Daniel L. Ostapko, Jeffery Soreff, C....
AVSS
2007
IEEE
16 years 1 months ago
Adaptive summarisation of surveillance video sequences
We describe our studies on summarising surveillance videos using optical flow information. The proposed method incorporates motion analysis into a video skimming scheme in which ...
Jian Li, Stavri G. Nikolov, Christopher P. Benton,...
ICALP
2007
Springer
16 years 27 days ago
Commitment Under Uncertainty: Two-Stage Stochastic Matching Problems
Abstract. We define and study two versions of the bipartite matching problem in the framework of two-stage stochastic optimization with recourse. In one version the uncertainty is...
Irit Katriel, Claire Kenyon-Mathieu, Eli Upfal