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IOR
2006
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15 years 7 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
ISI
2006
Springer
15 years 7 months ago
Measures to Detect Word Substitution in Intercepted Communication
Abstract. Those who want to conceal the content of their communications can do so by replacing words that might trigger attention by other words or locutions that seem more ordinar...
SzeWang Fong, David B. Skillicorn, Dmitri Roussino...
ISI
2006
Springer
15 years 7 months ago
Entity Workspace: An Evidence File That Aids Memory, Inference, and Reading
An intelligence analyst often needs to keep track of more facts than can be held in human memory. As a result, analysts use a notebook or evidence file to record facts learned so f...
Eric A. Bier, Edward W. Ishak, Ed Chi
ISI
2006
Springer
15 years 7 months ago
An Embedded Bayesian Network Hidden Markov Model for Digital Forensics
In the paper we combine a Bayesian Network model for encoding forensic evidence during a given time interval with a Hidden Markov Model (EBN-HMM) for tracking and predicting the de...
Olivier Y. de Vel, Nianjun Liu, Terry Caelli, Tib&...
ISI
2006
Springer
15 years 7 months ago
Tracing the Event Evolution of Terror Attacks from On-Line News
Since the September 11th terror attack at New York in 2001, the frequency of terror attacks around the world has been increasing and it draws more attention of the public. On Janua...
Christopher C. Yang, Xiaodong Shi, Chih-Ping Wei
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