Abstract We derive an explicit representation of the transitions of the Heston stochastic volatility model and use it for fast and accurate simulation of the model. Of particular i...
We propose a novel sequential decision approach to modeling ordinal ratings in collaborative filtering problems. The rating process is assumed to start from the lowest level, eva...
: Provide application processes with strong agreement guarantees despite failures is a fundamental problem of fault-tolerant distributed computing. Correct processes have not to be...
"GP is a systematic, domain-independent method for getting computers to solve problems automatically starting from a high-level statement of what needs to be done. Using ideas...
Riccardo Poli, William B. Langdon, Nicholas Freit...
In this paper we present a multichannel image restoration method using Compound Gauss Markov Random Field (CGMRF) models. Information regarding the objects present in the scene is...
Rafael Molina, Javier Mateos, Aggelos K. Katsaggel...