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Results 1 - 10
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6,953
Option pricing when underlying stock returns are discontinuous
- Journal of Financial Economics
, 1976
"... The validity of the classic Black-Scholes option pricing formula dcpcnds on the capability of investors to follow a dynamic portfolio strategy in the stock that replicates the payoff structure to the option. The critical assumption required for such a strategy to be feasible, is that the underlying ..."
Abstract
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Cited by 1001 (3 self)
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of the attractive features of the original Black&holes formula in that it does not dcpcnd on investor prcfcrenccs or knowledge of the expcctsd return on the underlying stock. Morcovcr, the same analysis applied to the options can bc extcndcd to the pricingofcorporatc liabilities. 1. Intruduction
Shape modeling with front propagation: A level set approach
- IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE
, 1995
"... Shape modeling is an important constituent of computer vision as well as computer graphics research. Shape models aid the tasks of object representation and recognition. This paper presents a new approach to shape modeling which retains some of the attractive features of existing methods and over- ..."
Abstract
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Cited by 808 (20 self)
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Shape modeling is an important constituent of computer vision as well as computer graphics research. Shape models aid the tasks of object representation and recognition. This paper presents a new approach to shape modeling which retains some of the attractive features of existing methods and over
Ultra-wide bandwidth time-hopping spread spectrum impulse radio for wireless access communications
- IEEE TRANS. COMMUN
, 2000
"... Attractive features of time-hopping spread-spectrum multiple-access systems employing impulse signal technology are outlined, and emerging design issues are described. Performance of such communications systems in terms of achievable transmission rate and multiple-access capability are estimated fo ..."
Abstract
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Cited by 456 (16 self)
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Attractive features of time-hopping spread-spectrum multiple-access systems employing impulse signal technology are outlined, and emerging design issues are described. Performance of such communications systems in terms of achievable transmission rate and multiple-access capability are estimated
Knowledge-based Analysis of Microarray Gene Expression Data By Using Support Vector Machines
, 2000
"... We introduce a method of functionally classifying genes by using gene expression data from DNA microarray hybridization experiments. The method is based on the theory of support vector machines (SVMs). SVMs are considered a supervised computer learning method because they exploit prior knowledge of ..."
Abstract
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Cited by 520 (8 self)
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of gene function to identify unknown genes of similar function from expression data. SVMs avoid several problems associated with unsupervised clustering methods, such as hierarchical clustering and self-organizing maps. SVMs have many mathematical features that make them attractive for gene expression
A Singular Value Thresholding Algorithm for Matrix Completion
, 2008
"... This paper introduces a novel algorithm to approximate the matrix with minimum nuclear norm among all matrices obeying a set of convex constraints. This problem may be understood as the convex relaxation of a rank minimization problem, and arises in many important applications as in the task of reco ..."
Abstract
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Cited by 555 (22 self)
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remarkable features making this attractive for low-rank matrix completion problems. The first is that the soft-thresholding operation is applied to a sparse matrix; the second is that the rank of the iterates {X k} is empirically nondecreasing. Both these facts allow the algorithm to make use of very minimal
On active contour models and balloons
- CVGIP: Image
"... The use.of energy-minimizing curves, known as “snakes, ” to extract features of interest in images has been introduced by Kass, Witkhr & Terzopoulos (Znt. J. Comput. Vision 1, 1987,321-331). We present a model of deformation which solves some of the problems encountered with the original method. ..."
Abstract
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Cited by 588 (43 self)
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The use.of energy-minimizing curves, known as “snakes, ” to extract features of interest in images has been introduced by Kass, Witkhr & Terzopoulos (Znt. J. Comput. Vision 1, 1987,321-331). We present a model of deformation which solves some of the problems encountered with the original method
Efficiently computing static single assignment form and the control dependence graph
- ACM TRANSACTIONS ON PROGRAMMING LANGUAGES AND SYSTEMS
, 1991
"... In optimizing compilers, data structure choices directly influence the power and efficiency of practical program optimization. A poor choice of data structure can inhibit optimization or slow compilation to the point that advanced optimization features become undesirable. Recently, static single ass ..."
Abstract
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Cited by 1003 (8 self)
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In optimizing compilers, data structure choices directly influence the power and efficiency of practical program optimization. A poor choice of data structure can inhibit optimization or slow compilation to the point that advanced optimization features become undesirable. Recently, static single
Using Bayesian networks to analyze expression data
- Journal of Computational Biology
, 2000
"... DNA hybridization arrays simultaneously measure the expression level for thousands of genes. These measurements provide a “snapshot ” of transcription levels within the cell. A major challenge in computational biology is to uncover, from such measurements, gene/protein interactions and key biologica ..."
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Cited by 1088 (17 self)
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biological features of cellular systems. In this paper, we propose a new framework for discovering interactions between genes based on multiple expression measurements. This framework builds on the use of Bayesian networks for representing statistical dependencies. A Bayesian network is a graph-based model
Kernel-Based Object Tracking
, 2003
"... A new approach toward target representation and localization, the central component in visual tracking of non-rigid objects, is proposed. The feature histogram based target representations are regularized by spatial masking with an isotropic kernel. The masking induces spatially-smooth similarity fu ..."
Abstract
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Cited by 900 (4 self)
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A new approach toward target representation and localization, the central component in visual tracking of non-rigid objects, is proposed. The feature histogram based target representations are regularized by spatial masking with an isotropic kernel. The masking induces spatially-smooth similarity
Group formation in large social networks: membership, growth, and evolution
- IN KDD ’06: PROCEEDINGS OF THE 12TH ACM SIGKDD INTERNATIONAL CONFERENCE ON KNOWLEDGE DISCOVERY AND DATA MINING
, 2006
"... The processes by which communities come together, attract new members, and develop over time is a central research issue in the social sciences — political movements, professional organizations, and religious denominations all provide fundamental examples of such communities. In the digital domain, ..."
Abstract
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Cited by 496 (19 self)
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The processes by which communities come together, attract new members, and develop over time is a central research issue in the social sciences — political movements, professional organizations, and religious denominations all provide fundamental examples of such communities. In the digital domain
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