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» The Theory of Timed Automata
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JCAM
2010
107views more  JCAM 2010»
15 years 1 months ago
Pricing and hedging Asian basket spread options
Asian options, basket options and spread options have been extensively studied in literature. However, few papers deal with the problem of pricing general Asian basket spread opti...
Griselda Deelstra, Alexandre Petkovic, Michè...
ICASSP
2011
IEEE
14 years 10 months ago
Construction of positive time-frequency distributions using dynamic copula
In this paper we propose a novel approach termed as dynamic copula time-frequency distribution (DCTFD) for the construction of positive time-frequency distributions (PTFDs). DCTFD...
Shwan Ashrafi, Hamidreza Amindavar, James A. Ritce...
CIDR
2011
266views Algorithms» more  CIDR 2011»
14 years 10 months ago
Consistency in a Stream Warehouse
A stream warehouse is a Data Stream Management System (DSMS) that stores a very long history, e.g. years or decades; or equivalently a data warehouse that is continuously loaded. ...
Lukasz Golab, Theodore Johnson
ICOM
2011
14 years 10 months ago
A Context-Aware Proactive Controller for Smart Environments
In this paper we describe an implicit user interface for smart environment control: We make our system guess how to assist the user(s) proactively. Our controller is based on two ...
Frank Krüger, Gernot Ruscher, Sebastian Bader...
KDD
2012
ACM
205views Data Mining» more  KDD 2012»
13 years 9 months ago
From user comments to on-line conversations
We present an analysis of user conversations in on-line social media and their evolution over time. We propose a dynamic model that predicts the growth dynamics and structural pro...
Chunyan Wang, Mao Ye, Bernardo A. Huberman