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JCAM
2010
107views more  JCAM 2010»
15 years 2 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 11 months ago
An utterance comparison model for speaker clustering using factor analysis
We propose a novel utterance comparison model based on probability theory and factor analysis that computes the likelihood of two speech utterances originating from the same speak...
Woojay Jeon, Changxue Ma, Dusan Macho
ML
2012
ACM
385views Machine Learning» more  ML 2012»
14 years 3 months ago
An alternative view of variational Bayes and asymptotic approximations of free energy
Bayesian learning, widely used in many applied data-modeling problems, is often accomplished with approximation schemes because it requires intractable computation of the posterio...
Kazuho Watanabe
CONCUR
2012
Springer
13 years 10 months ago
MSO Decidability of Multi-Pushdown Systems via Split-Width
Abstract. Multi-threaded programs with recursion are naturally modeled as multi-pushdown systems. The behaviors are represented as multiply nested words (MNWs), which are words enr...
Aiswarya Cyriac, Paul Gastin, K. Narayan Kumar
ECEASST
2006
103views more  ECEASST 2006»
15 years 7 months ago
Petri Nets and Matrix Graph Grammars: Reachability
This paper contributes in two directions. First, several concepts of our matrix approach to graph transformation [1,2] such as coherence and minimal initial digraph are applied to ...
Juan de Lara, Pedro Pablo Pérez Velasco