Here we develop an option pricing method for European options based on the Fourier-cosine series, and call it the COS method. The key insight is in the close relation of the charac...
This paper deals with the quantization problem of a random variable X taking values in a separable and reexive Banach space, and with the related question of clustering independ...
Low latency anonymity systems are susceptive to traffic analysis attacks. In this paper, we propose a dependent link padding scheme to protect anonymity systems from traffic analy...
We propose a method that rates the suitability of given templates for template-based tracking in real-time. This is important for applications with online template selection, such...
This paper points out some drawbacks and proposes some modifications to the conventional layer-by-layer BP algorithm. In particular, we present a new perspective to the learning ra...
Xu-Qin Li, Fei Han, Tat-Ming Lok, Michael R. Lyu, ...