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FS
2010
95views more  FS 2010»
15 years 4 months ago
Pricing credit derivatives under incomplete information: a nonlinear-filtering approach
This paper considers a general reduced form pricing model for credit derivatives where default intensities are driven by some factor process X. The process X is not directly observ...
Rüdiger Frey, Wolfgang Runggaldier
INFORMS
2010
107views more  INFORMS 2010»
15 years 4 months ago
A Class Representative Model for Pure Parsimony Haplotyping
Haplotyping estimation from aligned Single Nucleotide Polymorphism (SNP) fragments has attracted more and more attention in the recent years due to its importance in analysis of m...
Daniele Catanzaro, Alessandra Godi, Martine Labb&e...
IPM
2010
157views more  IPM 2010»
15 years 4 months ago
Personalization of tagging systems
Social media systems have encouraged end user participation in the Internet, for the purpose of storing and distributing Internet content, sharing opinions and maintaining relatio...
Jun Wang, Maarten Clements, Jie Yang, Arjen P. de ...
JITECH
2010
116views more  JITECH 2010»
15 years 4 months ago
Design theory for dynamic complexity in information infrastructures: the case of building internet
We propose a design theory that tackles dynamic complexity in the design for Information Infrastructures (IIs) defined as a shared, open, heterogeneous and evolving socio-technica...
Ole Hanseth, Kalle Lyytinen
MFCS
2010
Springer
15 years 4 months ago
Qualitative Analysis of Partially-Observable Markov Decision Processes
We study observation-based strategies for partially-observable Markov decision processes (POMDPs) with parity objectives. An observationbased strategy relies on partial information...
Krishnendu Chatterjee, Laurent Doyen, Thomas A. He...