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15,762
Valuing American options by simulation: A simple leastsquares approach
 Review of Financial Studies
, 2001
"... This article presents a simple yet powerful new approach for approximating the value of America11 options by simulation. The kcy to this approach is the use of least squares to estimate the conditional expected payoff to the optionholder from continuation. This makes this approach readily applicable ..."
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Cited by 517 (9 self)
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This article presents a simple yet powerful new approach for approximating the value of America11 options by simulation. The kcy to this approach is the use of least squares to estimate the conditional expected payoff to the optionholder from continuation. This makes this approach readily
Theoretical improvements in algorithmic efficiency for network flow problems

, 1972
"... This paper presents new algorithms for the maximum flow problem, the Hitchcock transportation problem, and the general minimumcost flow problem. Upper bounds on ... the numbers of steps in these algorithms are derived, and are shown to compale favorably with upper bounds on the numbers of steps req ..."
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Cited by 560 (0 self)
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problem, in which all shortestpath computations are performed on networks with all weights nonnegative. In particular, this
EndtoEnd Routing Behavior in the Internet
, 1996
"... The largescale behavior of routing in the Internet has gone virtually without any formal study, the exception being Chinoy's analysis of the dynamics of Internet routing information [Ch93]. We report on an analysis of 40,000 endtoend route measurements conducted using repeated “traceroutes” ..."
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Cited by 655 (13 self)
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persisting for either days or weeks. For routing symmetry, we look at the likelihood that a path through the Internet visits at least one different city in the two directions. At the end of 1995, this was the case half the time, and at least one different autonomous system was visited 30 % of the time.
Resilient Overlay Networks
, 2001
"... A Resilient Overlay Network (RON) is an architecture that allows distributed Internet applications to detect and recover from path outages and periods of degraded performance within several seconds, improving over today’s widearea routing protocols that take at least several minutes to recover. A R ..."
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Cited by 1160 (31 self)
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A Resilient Overlay Network (RON) is an architecture that allows distributed Internet applications to detect and recover from path outages and periods of degraded performance within several seconds, improving over today’s widearea routing protocols that take at least several minutes to recover. A
Routing in a Delay Tolerant Network
, 2004
"... We formulate the delaytolerant networking routing problem, where messages are to be moved endtoend across a connectivity graph that is timevarying but whose dynamics may be known in advance. The problem has the added constraints of finite buffers at each node and the general property that no con ..."
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Cited by 621 (8 self)
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that no contemporaneous endtoend path may ever exist. This situation limits the applicability of traditional routing approaches that tend to treat outages as failures and seek to find an existing endtoend path. We propose a framework for evaluating routing algorithms in such environments. We then develop several
Image denoising using a scale mixture of Gaussians in the wavelet domain
 IEEE TRANS IMAGE PROCESSING
, 2003
"... We describe a method for removing noise from digital images, based on a statistical model of the coefficients of an overcomplete multiscale oriented basis. Neighborhoods of coefficients at adjacent positions and scales are modeled as the product of two independent random variables: a Gaussian vecto ..."
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Cited by 513 (17 self)
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vector and a hidden positive scalar multiplier. The latter modulates the local variance of the coefficients in the neighborhood, and is thus able to account for the empirically observed correlation between the coefficient amplitudes. Under this model, the Bayesian least squares estimate of each
Fibonacci Heaps and Their Uses in Improved Network optimization algorithms
, 1987
"... In this paper we develop a new data structure for implementing heaps (priority queues). Our structure, Fibonacci heaps (abbreviated Fheaps), extends the binomial queues proposed by Vuillemin and studied further by Brown. Fheaps support arbitrary deletion from an nitem heap in qlogn) amortized tim ..."
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Cited by 739 (18 self)
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in the problem graph: ( 1) O(n log n + m) for the singlesource shortest path problem with nonnegative edge lengths, improved from O(m logfmh+2)n); (2) O(n*log n + nm) for the allpairs shortest path problem, improved from O(nm lo&,,,+2,n); (3) O(n*logn + nm) for the assignment problem (weighted bipartite
A volumetric method for building complex models from range images,”
 in Proceedings of the 23rd annual conference on Computer graphics and interactive techniques. ACM,
, 1996
"... Abstract A number of techniques have been developed for reconstructing surfaces by integrating groups of aligned range images. A desirable set of properties for such algorithms includes: incremental updating, representation of directional uncertainty, the ability to fill gaps in the reconstruction, ..."
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Cited by 1020 (17 self)
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, and robustness in the presence of outliers. Prior algorithms possess subsets of these properties. In this paper, we present a volumetric method for integrating range images that possesses all of these properties. Our volumetric representation consists of a cumulative weighted signed distance function. Working
Illusion and wellbeing: A social psychological perspective on mental health.
 Psychological Bulletin,
, 1988
"... Many prominent theorists have argued that accurate perceptions of the self, the world, and the future are essential for mental health. Yet considerable research evidence suggests that overly positive selfevaluations, exaggerated perceptions of control or mastery, and unrealistic optimism are charac ..."
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Cited by 988 (20 self)
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, or even useful (Stein, 1982, p. 662). The definition of an illusion as a belief that departs from reality presupposes an objective grasp of reality. This point puts us on the perilous brink of philosophical debate concerning whether one can ever know reality. Fortunately, at least to some degree
A scaled conjugate gradient algorithm for fast supervised learning
 NEURAL NETWORKS
, 1993
"... A supervised learning algorithm (Scaled Conjugate Gradient, SCG) with superlinear convergence rate is introduced. The algorithm is based upon a class of optimization techniques well known in numerical analysis as the Conjugate Gradient Methods. SCG uses second order information from the neural netwo ..."
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Cited by 451 (0 self)
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network but requires only O(N) memory usage, where N is the number of weights in the network. The performance of SCG is benchmarked against the performance of the standard backpropagation algorithm (BP) [13], the conjugate gradient backpropagation (CGB) [6] and the onestep Broyden
Results 1  10
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15,762