The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
This paper presents an efficient and homogeneous paradigm for automatic acquisition and recognition of nonparametric shapes. Acquisition time varies from linear to cubic in the nu...
Many structured prediction tasks involve complex models where inference is computationally intractable, but where it can be well approximated using a linear programming relaxation...
Ofer Meshi, David Sontag, Tommi Jaakkola, Amir Glo...
Designing a fixture layout of an object can be reduced to computing the largest simplex and the resulting simplex is classified using the radius of the largest inscribed ball cent...
Efficient and reliable power allocation algorithm in Cognitive radio (CR) networks is a challenging problem. Traditional water-filling algorithm is inefficient for CR networks due ...
Ziaul Hasan, Ekram Hossain, Charles L. Despins, Vi...