Search results for "options"

Hits ?▲	Authors	Title	Venue	Year	Link
11	Laura Burbach, Poornima Belavadi, Patrick Halbach, Lilian Kojan, Nils Plettenberg, Johannes Nakayama, Martina Ziefle, André Calero Valdez	Netlogo vs. Julia: Evaluating Different Options for the Simulation of Opinion Dynamics.	HCI (19)	2020	DBLP DOI BibTeX RDF
11	Yukun Yang, Maheshwar Boodraj	Managing Code Debt in Open Source Software Development Projects: A Digital Options Perspective.	AMCIS	2020	DBLP BibTeX RDF
11	Peiwei Li, Likoebe M. Maruping, Lars Mathiassen	Developing and Managing Open Source Enterprise Systems through Open Superposition: A Digital Options and Technical Debt Perspective.	AMCIS	2020	DBLP BibTeX RDF
11	Antonio Virdis, Giovanni Nardini, Giovanni Stea, Yuankun Shi, Zhaojuan Bian	A Co-Simulation Framework to Evaluate Edge Deployment Options and Performance.	ICC Workshops	2020	DBLP DOI BibTeX RDF
11	Valentyna Tsap, Silvia Lips, Dirk Draheim	Analyzing eID Public Acceptance and User Preferences for Current Authentication Options in Estonia.	EGOVIS	2020	DBLP DOI BibTeX RDF
11	Eoin M. Kenny, Eoin D. Delaney, Derek Greene, Mark T. Keane	Post-hoc Explanation Options for XAI in Deep Learning: The Insight Centre for Data Analytics Perspective.	ICPR Workshops (3)	2020	DBLP DOI BibTeX RDF
11	Laurence Mailaender, Ramesh Chembil Palat, Gregg Nardozza, Chris Ng	Receive Diversity Options for Single Panel 4G-5G Antennas.	5G World Forum	2020	DBLP DOI BibTeX RDF
11	Cornelius Dold, Christopher Munschauer, Ompe Aimé Mudimu	Real-Life Exercises as a Tool in Security Research and Civil Protection - Options for Data Collections.	ISCRAM	2020	DBLP BibTeX RDF
11	Maurice Bongard, Kai Grunert, Slavisa Aleksic	Techno-Economic Analysis of Deployment Options for Converged 5G Wireless-Optical Access Networks.	MIPRO	2020	DBLP DOI BibTeX RDF
11	Corey Zhou, Dalin Guo, Angela J. Yu	Devaluation of Unchosen Options: A Bayesian Account of the Provenance and Maintenance of Overly Optimistic Expectations.	CogSci	2020	DBLP BibTeX RDF
11	Ming Fang, Chiu-Lan Chang	Fractional Fast Fourier Transform on Pricing Cruel Oil Options under Lévy Process.	CSIA (2)	2020	DBLP DOI BibTeX RDF
11	Khimya Khetarpal, Martin Klissarov, Maxime Chevalier-Boisvert, Pierre-Luc Bacon, Doina Precup	Options of Interest: Temporal Abstraction with Interest Functions.	AAAI	2020	DBLP DOI BibTeX RDF
11	Raffaele Zullo, Tom Jones, Gorry Fairhurst	Overcoming the Sorrows of the Young UDP Options.	TMA	2020	DBLP BibTeX RDF
11	Leonid Chechurin, Mikael Collan	Dynamization and Real Options - Discussing the Economic Success of Design Inventions.	TFC	2020	DBLP DOI BibTeX RDF
11	Fatima-Ezzahra Laaroussi, Bahia Nouh, Mohammed Bakkali	Parametric Building Design Options Within Voronoï Diagram Based Urban Fabric.	Intelligent Environments (Workshops)	2020	DBLP DOI BibTeX RDF
11	Andrea Araldo, Alessandro Di Stefano, Antonella Di Stefano	EdgeMORE: improving resource allocation with multiple options from tenants.	CCNC	2020	DBLP DOI BibTeX RDF
11	Takumi Kato, Kazuhiko Tsuda	The effect of the number of additional options for vehicles on consumers' willingness to pay.	KES	2020	DBLP DOI BibTeX RDF
11	Imane Essaadi, Richard de Neufville	De-risking Investments in Industrial Systems Using Real Options Analysis: Case of Phosphates Fertilizer Firm.	APMS (1)	2020	DBLP DOI BibTeX RDF
11	Ritwik Bera, Vinicius G. Goecks, Gregory M. Gremillion, John Valasek, Nicholas R. Waytowich	PODNet: A Neural Network for Discovery of Plannable Options.	AAAI Spring Symposium: Combining Machine Learning with Knowledge Engineering (1)	2020	DBLP BibTeX RDF
11	Eva K. Lee	Abstract: Modeling and Evaluating Intervention Options and Strategies for COVID-19 Containment: A Biological-Behavioral-Logistics Computation Decision Framework.	BIBM	2020	DBLP DOI BibTeX RDF
11	Fareeduddin Mohammed, Adnan Hassan	Optimal Planning of a Closed-loop Supply Chain with Recovery Options and Carbon Emission Considerations.	IEEM	2020	DBLP DOI BibTeX RDF
11	Pedro Piñeyro, Daniel Alejandro Rossit	Simultaneous Lot-Sizing and Scheduling with Recovery Options: Problem Formulation and Analysis of the Single-Product Case.	ICPR-Americas (2)	2020	DBLP DOI BibTeX RDF
11	Andriy Goncharenko	The Ant Colony Probabilistic Model Equivalency to the Options Uncertainty Extremized One.	ACIT	2020	DBLP DOI BibTeX RDF
11	Boris E. Zibitsker, Alex Lupersolsky	How to Apply Modeling to Compare Options and Select the Appropriate Cloud Platform.	ICPE Companion	2020	DBLP DOI BibTeX RDF
11	Pradeep Ambati, Noman Bashir, David E. Irwin 0001, Mohammad H. Hajiesmaili, Prashant J. Shenoy	Hedge Your Bets: Optimizing Long-term Cloud Costs by Mixing VM Purchasing Options.	IC2E	2020	DBLP DOI BibTeX RDF
11	Korian Edeline, Benoit Donnet	Evaluating the Impact of Path Brokenness on TCP Options.	ANRW	2020	DBLP DOI BibTeX RDF
11	Jens Meinicke, Chu-Pan Wong, Bogdan Vasilescu, Christian Kästner	Exploring differences and commonalities between feature flags and configuration options.	ICSE (SEIP)	2020	DBLP DOI BibTeX RDF
11	Powen Yao, Vangelis Lympouridis, Tian Zhu 0002, Michael Zyda	Interfacing with Sensory Options Using a Virtual Equipment System.	SUI	2020	DBLP DOI BibTeX RDF
11	Jenna Kim, Shuhao Lin, Giannina Ferrara, Jenna Hua, Edmund Y. W. Seto	Identifying People Based on Machine Learning Classification of Foods Consumed in Order to Offer Tailored Healthier Food Options.	IHSI	2020	DBLP DOI BibTeX RDF
11	Fred Harris 0001	Performance Options of a High Performance Receiver Filter Bank Channelizer.	WPMC	2020	DBLP DOI BibTeX RDF
11	Yanghai Yu, Stefano Tebaldini, Mauro Mariotti d'Alessandro, Mingsheng Liao	Processing Options for High-Resolution SAR Tomography from Irregular Trajectories.	IGARSS	2020	DBLP DOI BibTeX RDF
11	Yuu Jinnai, Jee Won Park, Marlos C. Machado, George Dimitri Konidaris	Exploration in Reinforcement Learning with Deep Covering Options.	ICLR	2020	DBLP BibTeX RDF
11	Davide Pizzolotto, Katsuro Inoue	Identifying Compiler and Optimization Options from Binary Code using Deep Learning Approaches.	ICSME	2020	DBLP DOI BibTeX RDF
11	Guan-Jun Ding, T. K. Philip Hwang, Pin-Chieh Kuo	Progressive Disclosure Options for Improving Choice Overload on Home Screen.	AHFE (17)	2020	DBLP DOI BibTeX RDF
11	Alexander Vezhnevets, Yuhuai Wu, Maria K. Eckstein, Rémi Leblond, Joel Z. Leibo	OPtions as REsponses: Grounding behavioural hierarchies in multi-agent reinforcement learning.	ICML	2020	DBLP BibTeX RDF
11	Denis Havlik, Gerald Schimak, Patrick Kaleta, Pascal Dihé, Mattia Federico Leone	CLARITY Screening Service for Climate Hazards, Impacts and Effects of the Adaptation Options.	ISESS	2020	DBLP DOI BibTeX RDF
11	Michael H. Eiselt	Reconfigurable Optical Networks with Self-Tunable Transceivers: Implementation Options and Control.	ECOC	2020	DBLP DOI BibTeX RDF
11	Aaron M. Kolb	Strategic real options.	J. Econ. Theory	2019	DBLP DOI BibTeX RDF
11	Patrick Augustin, Menachem Brenner, Marti G. Subrahmanyam	Informed Options Trading Prior to Takeover Announcements: Insider Trading?	Manag. Sci.	2019	DBLP DOI BibTeX RDF
11	Du Du, Dan Luo	The Pricing of Jump Propagation: Evidence from Spot and Options Markets.	Manag. Sci.	2019	DBLP DOI BibTeX RDF
11	Roman Inderst, Greg Shaffer	Managing Channel Profits When Retailers Have Profitable Outside Options.	Manag. Sci.	2019	DBLP DOI BibTeX RDF
11	Jeonggyu Huh	Pricing options with exponential Lévy neural network.	Expert Syst. Appl.	2019	DBLP DOI BibTeX RDF
11	Christian-Oliver Ewald, Aihua Zhang 0001, Zhe Zong	On the calibration of the Schwartz two-factor model to WTI crude oil options and the extended Kalman Filter.	Ann. Oper. Res.	2019	DBLP DOI BibTeX RDF
11	Giorgia Callegaro, Lucio Fiorin, Martino Grasselli	Quantization meets Fourier: a new technology for pricing options.	Ann. Oper. Res.	2019	DBLP DOI BibTeX RDF
11	Dominic Cortis	Evaluating Credit Counterparty Risk of American Options via Monte Carlo Methods: A Comparison of Tilley Bundling and Longstaff-Schwartz LSM.	Frontiers Appl. Math. Stat.	2019	DBLP DOI BibTeX RDF
11	Olimpiya Saha, Prithviraj Dasgupta, Bradley Woosley	Real-time robot path planning from simple to complex obstacle patterns via transfer learning of options.	Auton. Robots	2019	DBLP DOI BibTeX RDF
11	Alper Demir 0002, Erkin Çilden, Faruk Polat	Generating Effective Initiation Sets for Subgoal-Driven options.	Adv. Complex Syst.	2019	DBLP DOI BibTeX RDF
11	Kemal Dinçer Dingeç	Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions.	Int. J. Comput. Math.	2019	DBLP DOI BibTeX RDF
11	Kamran Kazmi	An IMEX predictor-corrector method for pricing options under regime-switching jump-diffusion models.	Int. J. Comput. Math.	2019	DBLP DOI BibTeX RDF
11	Iñigo Arregui, Beatriz Salvador, Carlos Vázquez 0002	A Monte Carlo approach to American options pricing including counterparty risk.	Int. J. Comput. Math.	2019	DBLP DOI BibTeX RDF
11	Chenglong Xu, Junmei Ma, Yiming Tian	Least-square-based control variate method for pricing options under general factor models.	Int. J. Comput. Math.	2019	DBLP DOI BibTeX RDF
11	Ali Fattahi, Sriram Dasu, Reza H. Ahmadi	Mass Customization and "Forecasting Options' Penetration Rates Problem".	Oper. Res.	2019	DBLP DOI BibTeX RDF
11	Alain Bensoussan 0001, Benoît Chevalier-Roignant	Sequential Capacity Expansion Options.	Oper. Res.	2019	DBLP DOI BibTeX RDF
11	Rui Gao, Yaqiong Li, Yanfei Bai, Shanlan Hong	Bayesian Inference for Optimal Risk Hedging Strategy Using Put Options With Stock Liquidity.	IEEE Access	2019	DBLP DOI BibTeX RDF
11	Di Liu 0009, Guoqing Li, Nailian Hu, Zhaoyang Ma	Application of Real Options on the Decision-Making of Mining Investment Projects Using the System Dynamics Method.	IEEE Access	2019	DBLP DOI BibTeX RDF
11	Ahmad M. Jaradat, Jehad M. Hamamreh, Hüseyin Arslan	Modulation Options for OFDM-Based Waveforms: Classification, Comparison, and Future Directions.	IEEE Access	2019	DBLP DOI BibTeX RDF
11	Miaomiao Wang 0005, Tao Tian, Xiaoxi Zhu	Self-Remanufacturing or Outsourcing? Hybrid Manufacturing System With Remanufacturing Options Under Yield Uncertainty.	IEEE Access	2019	DBLP DOI BibTeX RDF
11	Tae-Eung Sung, Hyun-Woo Park	The adequacy of volatility for the elaboration of technology valuation based on real options.	Technol. Anal. Strateg. Manag.	2019	DBLP DOI BibTeX RDF
11	Elena Moltchanova	Real options economic control chart for binomial and normal processes.	Qual. Reliab. Eng. Int.	2019	DBLP DOI BibTeX RDF
11	Guiyuan Ma, Song-Ping Zhu, Wenting Chen	Pricing European call options under a hard-to-borrow stock model.	Appl. Math. Comput.	2019	DBLP DOI BibTeX RDF
11	Toshiyuki Inagaki, Thomas B. Sheridan	A critique of the SAE conditional driving automation definition, and analyses of options for improvement.	Cogn. Technol. Work.	2019	DBLP DOI BibTeX RDF
11	Foad Shokrollahi	Pricing Compound and Extendible Options under Mixed Fractional Brownian Motion with Jumps.	Axioms	2019	DBLP DOI BibTeX RDF
11	Xin Wang, Xinyu Wang 0014, Baoqin Yu, Shuhua Zhang	A comparative study of entry mode options for E-commerce platforms and suppliers.	Electron. Commer. Res. Appl.	2019	DBLP DOI BibTeX RDF
11	Jacquelyn A. Burkell, Priscilla M. Regan	Voter preferences, voter manipulation, voter analytics: policy options for less surveillance and more autonomy.	Internet Policy Rev.	2019	DBLP DOI BibTeX RDF
11	Tim Delbrügger, Jürgen Rossmann	Representing adaptation options in experimentable digital twins of production systems.	Int. J. Comput. Integr. Manuf.	2019	DBLP DOI BibTeX RDF
11	Johannes Zrenner, Frederik Möller, Christian Jung, Andreas Eitel, Boris Otto	Usage control architecture options for data sovereignty in business ecosystems.	J. Enterp. Inf. Manag.	2019	DBLP DOI BibTeX RDF
11	Feng Chen 0019, Zeqi Wang, Yue Yang	A new operator splitting method for American options under fractional Black-Scholes models.	Comput. Math. Appl.	2019	DBLP DOI BibTeX RDF
11	Bianca C. Reisdorf, Aleksandr Yankelevich, Mitch Shapiro, William H. Dutton	Wirelessly bridging the homework gap: Technical options and social challenges in getting broadband to disconnected students.	Educ. Inf. Technol.	2019	DBLP DOI BibTeX RDF
11	Olga Pearce	Exploring utilization options of heterogeneous architectures for multi-physics simulations.	Parallel Comput.	2019	DBLP DOI BibTeX RDF
11	Chengyu Sun, Wei Hu, Diqiong Xu	Navigation modes, operation methods, observation scales and background options in UI design for high learning performance in VR-based architectural applications.	J. Comput. Des. Eng.	2019	DBLP DOI BibTeX RDF
11	Sunghun Chung, Animesh Animesh, Kunsoo Han, Alain Pinsonneault	Software Patents and Firm Value: A Real Options Perspective on the Role of Innovation Orientation and Environmental Uncertainty.	Inf. Syst. Res.	2019	DBLP DOI BibTeX RDF
11	Xiaoxia Huang, Xuting Wang	Portfolio Investment with Options Based on Uncertainty Theory.	Int. J. Inf. Technol. Decis. Mak.	2019	DBLP DOI BibTeX RDF
11	Khader Mohammad, Temesghen Tekeste, Baker Mohammad, Hani H. Saleh, Mahran Qurran	Embedded memory options for ultra-low power IoT devices.	Microelectron. J.	2019	DBLP DOI BibTeX RDF
11	Bowei Chen 0001, Mohan S. Kankanhalli	Pricing Average Price Advertising Options When Underlying Spot Market Prices Are Discontinuous.	IEEE Trans. Knowl. Data Eng.	2019	DBLP DOI BibTeX RDF
11	Rock Stephane Koffi, Antoine Tambue	A fitted L-Multi-point Flux Approximation method for pricing options.	CoRR	2019	DBLP BibTeX RDF
11	Lynn Boen, Karel J. in 't Hout	Operator splitting schemes for American options under the two-asset Merton jump-diffusion model.	CoRR	2019	DBLP BibTeX RDF
11	Rahul Ramesh, Manan Tomar, Balaraman Ravindran	Successor Options: An Option Discovery Framework for Reinforcement Learning.	CoRR	2019	DBLP BibTeX RDF
11	Shuaiqiang Liu, Cornelis W. Oosterlee, Sander M. Bohté	Pricing options and computing implied volatilities using neural networks.	CoRR	2019	DBLP BibTeX RDF
11	Yiju Ma, Kevin Swandi, Archie C. Chapman, Gregor Verbic	Multi-Stage Compound Real Options Valuation in Residential PV-Battery Investment.	CoRR	2019	DBLP BibTeX RDF
11	Gianfranco Chicco, Andrea Mazza	New insights for setting up contractual options for demand side flexibility.	CoRR	2019	DBLP BibTeX RDF
11	Ali Hirsa, Tugce Karatas, Amir Oskoui	Supervised Deep Neural Networks (DNNs) for Pricing/Calibration of Vanilla/Exotic Options Under Various Different Processes.	CoRR	2019	DBLP BibTeX RDF
11	Andrea Araldo, Alessandro Di Stefano, Antonella Di Stefano	EdgeMORE: Improving Resource Allocation with Multiple Options from Tenants.	CoRR	2019	DBLP BibTeX RDF
11	Mengjia Zhou, Jiahui Chen, Bernie Liu	Options of Different Rescue Periods on Transport Tools.	CoRR	2019	DBLP BibTeX RDF
11	Takuya Hiraoka, Takahisa Imagawa, Tatsuya Mori, Takashi Onishi, Yoshimasa Tsuruoka	Learning Robust Options by Conditional Value at Risk Optimization.	CoRR	2019	DBLP BibTeX RDF
11	Kai Rothauge, Haripriya Ayyalasomayajula, Kristyn J. Maschhoff, Michael F. Ringenburg, Michael W. Mahoney	Running Alchemist on Cray XC and CS Series Supercomputers: Dask and PySpark Interfaces, Deployment Options, and Data Transfer Times.	CoRR	2019	DBLP BibTeX RDF
11	Soham Parikh, Ananya B. Sai, Preksha Nema, Mitesh M. Khapra	ElimiNet: A Model for Eliminating Options for Reading Comprehension with Multiple Choice Questions.	CoRR	2019	DBLP BibTeX RDF
11		Soft Options Critic.	CoRR	2019	DBLP BibTeX RDF
11	Viet-Hoang Tran, Olivier Bonaventure	Beyond socket options: making the Linux TCP stack truly extensible.	CoRR	2019	DBLP BibTeX RDF
11	Ritwik Bera, Vinicius G. Goecks, Gregory M. Gremillion, John Valasek, Nicholas R. Waytowich	PODNet: A Neural Network for Discovery of Plannable Options.	CoRR	2019	DBLP BibTeX RDF
11	Hongshan Li, Zhongyi Huang	Artificial boundary method for the solution of pricing European options under the Heston model.	CoRR	2019	DBLP BibTeX RDF
11	Yuu Jinnai, Jee Won Park, David Abel, George Dimitri Konidaris	Discovering Options for Exploration by Minimizing Cover Time.	CoRR	2019	DBLP BibTeX RDF
11	Shangtong Zhang, Shimon Whiteson	DAC: The Double Actor-Critic Architecture for Learning Options.	CoRR	2019	DBLP BibTeX RDF
11	Deepan Muthirayan, Dileep M. Kalathil, Sen Li, Kameshwar Poolla, Pravin Varaiya	Selling Demand Response Using Options.	CoRR	2019	DBLP BibTeX RDF
11	Karel J. in 't Hout, Jacob Snoeijer	Numerical valuation of Bermudan basket options via partial differential equations.	CoRR	2019	DBLP BibTeX RDF
11	Alexander Sasha Vezhnevets, Yuhuai Wu, Rémi Leblond, Joel Z. Leibo	Options as responses: Grounding behavioural hierarchies in multi-agent RL.	CoRR	2019	DBLP BibTeX RDF
11	Rock S. Koffi, Antoine Tambue	Convergence of the Two Point Flux Approximation and a novel fitted Two-Point Flux Approximation method for pricing options.	CoRR	2019	DBLP BibTeX RDF
11	Yangang Chen, Justin W. L. Wan	Deep Neural Network Framework Based on Backward Stochastic Differential Equations for Pricing and Hedging American Options in High Dimensions.	CoRR	2019	DBLP BibTeX RDF
11	Minsung Hyun, Junyoung Choi, Nojun Kwak	Disentangling Options with Hellinger Distance Regularizer.	CoRR	2019	DBLP BibTeX RDF
11	Zhiqiang Zhang 0003, Hua Ke, Weiqi Liu	Lookback options pricing for uncertain financial market.	Soft Comput.	2019	DBLP DOI BibTeX RDF
11	Fazlollah Soleymani, Andrey Itkin	Pricing foreign exchange options under stochastic volatility and interest rates using an RBF-FD method.	J. Comput. Sci.	2019	DBLP DOI BibTeX RDF