Duy Nguyen

According to our database1, Duy Nguyen authored at least 17 papers between 2002 and 2018.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.



In proceedings 
PhD thesis 


On csauthors.net:


A General Valuation Framework for SABR and Stochastic Local Volatility Models.
SIAM J. Financial Math., 2018

A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps.
European Journal of Operational Research, 2017

Demo: Fusing Mobile Sensors for Paper Keyboard On-the-Go.
Proceedings of the 15th Annual International Conference on Mobile Systems, 2017

Evaluation of Deep Models for Real-Time Small Object Detection.
Proceedings of the Neural Information Processing - 24th International Conference, 2017

Mixture of hyperspheres for novelty detection.
Vietnam J. Computer Science, 2016

Numerical schemes for pricing Asian options under state-dependent regime-switching jump-diffusion models.
Computers & Mathematics with Applications, 2016

Stochastic Multiresolution Persistent Homology Kernel.
Proceedings of the Twenty-Fifth International Joint Conference on Artificial Intelligence, 2016

AMP: A platform for managing and mining data in the treatment of Autism Spectrum Disorder.
Proceedings of the 38th Annual International Conference of the IEEE Engineering in Medicine and Biology Society, 2016

Least square Support Vector Machine for large-scale dataset.
Proceedings of the 2015 International Joint Conference on Neural Networks, 2015

Reducing File System Tail Latencies with Chopper.
Proceedings of the 13th USENIX Conference on File and Storage Technologies, 2015

An Optimal Trading Rule Under a Switchable Mean-Reversion Model.
J. Optimization Theory and Applications, 2014

Wearable computing to enable robot microinteractions.
Proceedings of the 23rd IEEE International Symposium on Robot and Human Interactive Communication, 2014

Efficient Verification of Web-Content Searching Through Authenticated Web Crawlers.
PVLDB, 2012

Verifying Search Results Over Web Collections
CoRR, 2012

Building Security System Based on Grid Computing To Convert and Store Media Files.
Proceedings of the Innovations in Computing Sciences and Software Engineering, 2009

Application of grid computing to parameter sweeps and optimizations in molecular modeling.
Future Generation Comp. Syst., 2005

Mobile Home Security with GPRS.
Proceedings of the Information und Mobilität, 2002