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20042011
most citedGeneralization error bounds in semi-supervised classification under the cluster assumption

109 citations

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142 papers

q-fin.TR2011★ 2 cited

The slippage paradox

Steffen Bohn

Buying or selling assets leads to transaction costs for the investor. On one hand, it is well know to all market practionaires that the transaction costs are positive on average an…

math.ST2011

Adaptation to anisotropy and inhomogeneity via dyadic piecewise polynomial selection

Nathalie Akakpo

This article is devoted to nonlinear approximation and estimation via piecewise polynomials built on partitions into dyadic rectangles. The approximation rate is studied over possi…

math.PR2011

The area of a self-similar fragmentation

Jean Bertoin

We consider the area $A=\int_0^{\infty}\left(\sum_{i=1}^{\infty} X_i(t)\right) \d t$ of a self-similar fragmentation process $\X=(\X(t), t\geq 0)$ with negative index. We character…

q-fin.CP2011

GPGPUs in computational finance: Massive parallel computing for American style options

Gilles Pagès, Benedikt Wilbertz

The pricing of American style and multiple exercise options is a very challenging problem in mathematical finance. One usually employs a Least-Square Monte Carlo approach (Longstaf…

math.PR2010

Statistical mechanics on isoradial graphs

Cédric Boutillier, Béatrice De Tilière

Isoradial graphs are a natural generalization of regular graphs which give, for many models of statistical mechanics, the right framework for studying models at criticality. In thi…

stat.ME2010★ 20 cited

Type I error rate control for testing many hypotheses: a survey with proofs

Etienne Roquain

This paper presents a survey on some recent advances for the type I error rate control in multiple testing methodology. We consider the problem of controlling the -family-wise e…