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Security Analysis of Online Centroid Anomaly Detection
Security Analysis Online Centroid Anomaly Detection
2010/3/11
Security issues are crucial in a number of machine learning applications, especially in
scenarios dealing with human activity rather than natural phenomena (e.g., information
ranking, spam detection...
Least Squares Importance Sampling for Monte Carlo Security Pricing
Monte Carlo Simulations Variance Reduction Techniques Importance Sampling Derivatives Pricing
2010/4/27
We describe a simple Importance Sampling strategy for Monte Carlo simulations based on a least
squares optimization procedure. With several numerical examples, we show that such Least Squares Importa...
