Lecture L16 — April 19, 2012 1 Overview 2 Predecessor Problem
... Figure 1: On the left we have node v with 5 children. Each triangle represents a subtree, and the size of the triangle represents the weight of the subtree (the number of descendand leaves of the subtree). On the right we can see the weight balanced BST. The solid lines are the edges of the weight ...
... Figure 1: On the left we have node v with 5 children. Each triangle represents a subtree, and the size of the triangle represents the weight of the subtree (the number of descendand leaves of the subtree). On the right we can see the weight balanced BST. The solid lines are the edges of the weight ...
Search Trees for Strings
... Search Trees for Strings A balanced binary search tree is a powerful data structure that stores a set of objects and supports many operations including: Insert and Delete. Lookup: Find if a given object is in the set, and if it is, possibly return some data associated with the object. Range query: F ...
... Search Trees for Strings A balanced binary search tree is a powerful data structure that stores a set of objects and supports many operations including: Insert and Delete. Lookup: Find if a given object is in the set, and if it is, possibly return some data associated with the object. Range query: F ...
Finger trees: a simple general
... the old root had a degree of 3 or 2. We can describe this structure as follows: data FingerTree a = Empty | Single a | Deep (Digit a) (FingerTree (Node a)) (Digit a) where a digit is a buffer of elements stored left to right (in the picture digits are depicted by filled circles), here represented as ...
... the old root had a degree of 3 or 2. We can describe this structure as follows: data FingerTree a = Empty | Single a | Deep (Digit a) (FingerTree (Node a)) (Digit a) where a digit is a buffer of elements stored left to right (in the picture digits are depicted by filled circles), here represented as ...
Fully persistent lists with catenation
... Permission to copy without fee all or part of this material is granted provided that the copies are not made or distributed for direct commercial advantage, the ACM copyright notice and the title is @ Perm issi~n Of the of the publication and its date appe=, and notice is given that copying Associat ...
... Permission to copy without fee all or part of this material is granted provided that the copies are not made or distributed for direct commercial advantage, the ACM copyright notice and the title is @ Perm issi~n Of the of the publication and its date appe=, and notice is given that copying Associat ...
Price dynamics with bounded rationality under different market
... in this respect is closely related to our paper. We relax, however, the assumption of a “frozen” population made in [2], and allow the agents to update their behavior over time. More specifically, we assume that before the trading round, each agent can choose one of two simple predictors for the nex ...
... in this respect is closely related to our paper. We relax, however, the assumption of a “frozen” population made in [2], and allow the agents to update their behavior over time. More specifically, we assume that before the trading round, each agent can choose one of two simple predictors for the nex ...
ppt
... Binary Search Tree Analysis • Theorem: Let T be a binary search tree with n nodes, where n > 0.The average number of nodes visited in a search of T is approximately 1.39log2n • Number of comparisons required to determine whether x is in T is one more than the number of comparisons required to inser ...
... Binary Search Tree Analysis • Theorem: Let T be a binary search tree with n nodes, where n > 0.The average number of nodes visited in a search of T is approximately 1.39log2n • Number of comparisons required to determine whether x is in T is one more than the number of comparisons required to inser ...
Interest Rate Swap
... ■ More complex contracts can be concluded in the OTC market, where e.g. ● The notional vary with time ● The contract is not spot but forward ● One or both legs are function of more than one reference rates (structured swaps) ...
... ■ More complex contracts can be concluded in the OTC market, where e.g. ● The notional vary with time ● The contract is not spot but forward ● One or both legs are function of more than one reference rates (structured swaps) ...
Extreme Value Theory in Finance
... correlation of absolute or squared logreturns is significant. This is due to the empirical fact that a large absolute movement tends to be followed by a large absolute movement. One can view this as a varying temperature of the market introducing dependence into the data. In a naive EVT approach one ...
... correlation of absolute or squared logreturns is significant. This is due to the empirical fact that a large absolute movement tends to be followed by a large absolute movement. One can view this as a varying temperature of the market introducing dependence into the data. In a naive EVT approach one ...
pptx - Department of Computer Science
... Partial persistence, trees, O(1) access, amortized O(1) update [J.R. Driscoll, N. Sarnak, D.D. Sleator, R.E. Tarjan, Making Data Structures Persistent, Journal of Computer and System Sciences, 38(1), 86-124, 1989] ...
... Partial persistence, trees, O(1) access, amortized O(1) update [J.R. Driscoll, N. Sarnak, D.D. Sleator, R.E. Tarjan, Making Data Structures Persistent, Journal of Computer and System Sciences, 38(1), 86-124, 1989] ...
◦ § 5.19 9.11
... algorithms use trees that are more flexible than are complete trees, but keep the trees sufficiently balanced to ensure a logarithmic time bound. The overhead of maintaining a triply linked structure—ensuring that a particular implementation correctly maintains three pointers in all circumstances—ca ...
... algorithms use trees that are more flexible than are complete trees, but keep the trees sufficiently balanced to ensure a logarithmic time bound. The overhead of maintaining a triply linked structure—ensuring that a particular implementation correctly maintains three pointers in all circumstances—ca ...
Variables Storage, Type, Declaration.
... Store the left subtree for future processing Store the right subtree for future processing Get the next node to process ...
... Store the left subtree for future processing Store the right subtree for future processing Get the next node to process ...
10.3 Compound Interest
... You buy a new car for $21,000. On the way home you hear Dave Ramsey on the radio saying new cars are a bad purchase because they depreciate in value on average by 18% per year. If this is true, what will your car be worth in 6 years? ...
... You buy a new car for $21,000. On the way home you hear Dave Ramsey on the radio saying new cars are a bad purchase because they depreciate in value on average by 18% per year. If this is true, what will your car be worth in 6 years? ...
time-databases
... We assume a discrete time model in our scheme. The time points are mapped to natural numbers starting from 0 (time when database is initiated) to current time point denoted by the variable now. In a transaction database, all object versions with their transaction time intervals of the form [a,no ...
... We assume a discrete time model in our scheme. The time points are mapped to natural numbers starting from 0 (time when database is initiated) to current time point denoted by the variable now. In a transaction database, all object versions with their transaction time intervals of the form [a,no ...
Week 4, Lecture 2, The binomial distribution
... failures occur is pxqn-x. • We now need to multiply this probability by the number of ways we can get x successes in n trials. ...
... failures occur is pxqn-x. • We now need to multiply this probability by the number of ways we can get x successes in n trials. ...
Lattice model (finance)
For other meanings, see lattice model (disambiguation)In finance, a lattice model [1] is a technique applied to the valuation of derivatives, where, because of path dependence in the payoff, 1) a discretized model is required and 2) Monte Carlo methods fail to account for optimal decisions to terminate the derivative by early exercise. For equity options, a typical example would be pricing an American option, where a decision as to option exercise is required at ""all"" times (any time) before and including maturity. A continuous model, on the other hand, such as Black Scholes, would only allow for the valuation of European options, where exercise is on the option's maturity date. For interest rate derivatives lattices are additionally useful in that they address many of the issues encountered with continuous models, such as pull to par.