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...
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...
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. ...
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 ...
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...