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CORR
2004
Springer
116views Education» more  CORR 2004»
15 years 7 months ago
Static versus Dynamic Arbitrage Bounds on Multivariate Option Prices
We compare static arbitrage price bounds on basket calls, i.e. bounds that only involve buy-and-hold trading strategies, with the price range obtained within a multivariate genera...
Alexandre d'Aspremont
CORR
2010
Springer
69views Education» more  CORR 2010»
15 years 5 months ago
Extending INET Framework for Directional and Asymmetrical Wireless Communications
This paper reports our work on extending the OMNeT++ INET Framework with a directional radio model, putting a special emphasis on the implementation of asymmetrical communications...
Paula Uribe, Juan Carlos Maureira Bravo, Olivier D...
207
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CORR
2011
Springer
213views Education» more  CORR 2011»
15 years 2 months ago
Adapting to Non-stationarity with Growing Expert Ensembles
Forecasting sequences by expert ensembles generally assumes stationary or near-stationary processes; however, in complex systems and many real-world applications, we are frequentl...
Cosma Rohilla Shalizi, Abigail Z. Jacobs, Aaron Cl...
IADIS
2004
15 years 9 months ago
SPERO - A Personalized Integrated E-Learning System
One of the most important topics in modern Internet-based multimedia e-learning systems oriented towards teachers, students and learners in general, is the treatment of informatio...
Paraskevi K. Tzouveli, Phivos Mylonas, Stefanos D....
ICALT
2007
IEEE
16 years 2 months ago
Cultivating the Web 2.0 jungle
The quality of a learning process is not something that is delivered to a learner by an online provider but rather constitutes a process of co-production between the learner and t...
Madhumita Bhattacharya, Jon Dron