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This paper considers the pricing and hedging of collateralized debt obligations (CDOs). CDOs are complex derivatives on a pool of credits which we choose to analyse in the top down model proposed in Filipovic et al. (Math. Finance, forthcoming, 2009). We r ...
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Retrieving information from archived meetings is a new domain of information retrieval that has received increasing attention in the past few years. Search in spontaneous spoken conversations has been recognized as more difficult than text-based document r ...
We study the task of learning to rank images given a text query, a problem that is complicated by the issue of multiple senses. That is, the senses of interest are typically the visually distinct concepts that a user wishes to retrieve. In this paper, we p ...
The discovery of web documents about certain topics is an important task for web-based applications including web document retrieval, opinion mining and knowledge extraction. In this paper, we propose an agent-based focused crawling framework able to retri ...
This lecture introduces systematically into the problem of managing large data collections in peer-to-peer systems. Search over large datasets has always been a key problem in peer-to-peer systems and the peer-to-peer paradigm has incited novel directions ...
In this paper, we present a query-driven indexing/retrieval strategy for efficient full text retrieval from large document collections distributed within a structured P2P network. Our indexing strategy is based on two important properties: (1) the generate ...
We present a query-driven algorithm for the distributed indexing of large document collections within structured P2P networks. To cope with bandwidth consumption that has been identified as the major problem for the standard P2P approach with single term i ...
Efficient and effective search in large-scale data repositories requires complex indexing solutions deployed on a large number of servers. Web search engines such as Google and Yahoo! already rely upon complex systems to be able to return relevant query re ...
Content-based image retrieval systems have to cope with two different regimes: understanding broadly the categories of interest to the user, and refining the search in this or these categories to converge to specific images among them. Here, in contrast wi ...
This document proposes a collection of simplified models relevant to the design of new-physics searches at the Large Hadron Collider (LHC) and the characterization of their results. Both ATLAS and CMS have already presented some results in terms of simplif ...