Dupire's functional Ito calculus provides an alternative approach to the classical Malliavin calculus for the computation of sensitivities, also called Greeks, of path-dependent derivatives prices. In this paper, we introduce ...

Dupire’s functional Itˆo calculus provides an alternative approach to the classical Malliavin calculus for the computation of sensitivities, also called Greeks, of path-dependent derivatives prices. In this paper, we ...

Dialogue Act classification is a relevant problem for the Natural Language Processing field either as a standalone task or when used as input for downstream applications. Despite its importance, most of the existing ...

Among the many interesting meta-heuristic optimization algorithms, one can find those inspired by both the swarm and social behavior of human beings. The Brain Storm Optimization (BSO) is motivated by the brainstorming ...

Simulated annealing (SA) is an optimization technique that can process cost functions with degrees of nonlinearities, discontinuities and stochasticity. It can process arbitrary boundary conditions and constraints imposed ...

Among the many interesting meta-heuristic optimization algorithms, one can find those inspired by both the swarm and social behavior of human beings. The Brain Storm Optimization (BSO) is motivated by the brainstorming ...

Many storm-water modeling problems consider watersheds comprised of complex flow networks including surfaces, streets, pipes, and channels. Ideally, hydrologic methods would be used to model the accumulation of runoff on ...

A particle filter method is presented for the discrete-time filtering problem with nonlinear ItA ` stochastic ordinary differential equations (SODE) with additive noise supposed to be analytically integrable as a function ...