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162
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CISSE
2007
Springer
15 years 10 months ago
2007
Springer
Abstract- This paper explores valuing long-term equity forwardcontracts or futures where both the underlying volatility and the interest rates are modeled as stochastic random vari...
181
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COCOON
2007
Springer
15 years 10 months ago
2007
Springer
Each day a weather forecaster predicts a probability of each type of weather for the next day. After n days, all the predicted probabilities and the real weather data are sent to a...
179
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COLT
2007
Springer
15 years 10 months ago
2007
Springer
Abstract. The classical perceptron algorithm is an elementary algorithm for solving a homogeneous linear inequality system Ax > 0, with many important applications in learning t...
167
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COMPGEOM
2007
ACM
15 years 10 months ago
2007
ACM
For polytopes P, Q Rd we consider the intersection P Q; the convex hull of the union CH(P Q); and the Minkowski sum P + Q. We prove that given rational H-polytopes P1, P2, Q it...
186
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CP
2007
Springer
15 years 10 months ago
2007
Springer
Recent research has focused on using the power of look-ahead to speed up the resolution of the Max-SAT problem. Indeed, look-ahead techniques such as Unit Propagation (UP) allow to...