According to our database1, Duy Nguyen authored at least 18 papers between 2002 and 2019.
Legend:Book In proceedings Article PhD thesis Other
A general framework for time-changed Markov processes and applications.
European Journal of Operational Research, 2019
A General Valuation Framework for SABR and Stochastic Local Volatility Models.
SIAM J. Financial Math., 2018
From Helpfulness Prediction to Helpful Review Retrieval for Online Product Reviews.
Proceedings of the Ninth International Symposium on Information and Communication Technology, 2018
A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps.
European Journal of Operational Research, 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
Trend-following trading using recursive stochastic optimization algorithms.
Proceedings of the 52nd IEEE Conference on Decision and Control, 2013
Efficient Verification of Web-Content Searching Through Authenticated Web Crawlers.
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