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Ming-Yang Kao

Researcher at Northwestern University

Publications -  202
Citations -  4582

Ming-Yang Kao is an academic researcher from Northwestern University. The author has contributed to research in topics: Time complexity & Planar graph. The author has an hindex of 37, co-authored 202 publications receiving 4438 citations. Previous affiliations of Ming-Yang Kao include Tufts University & Indiana University.

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Fast Accurate Algorithms for Tail Conditional Expectation

TL;DR: A key finding is that combining the techniques of tilting lattice, extrapolation and fractional steps substantially increases speed and accuracy.

***Reprinted with permission. No further reproduction is authorized without written permission from Elsevier. This version of the document is not the version of record. Figures and/or pictures may be missing from this format of the document.***

TL;DR: The first randomized algorithm for the cow-path problem is given; it is shown that the algorithm is optimal for two paths (w = 2) and given evidence that it is optimalfor larger values of w and gives expected performance that is almost twice as good as is possible with a deterministic algorithm.
Proceedings ArticleDOI

Closed-form mortgage pricing formula with outstanding principal as prepayment value

TL;DR: An effective and accurate pricing formula is provided, which not only considers the effect that default might affect the mortgage value, but also more accurately explores the impact due to prepayment risk, providing a better framework for risk management.
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Linear-Time Succinct Encodings of Planar Graphs via Canonical Orderings

TL;DR: In this paper, the authors improved this bound to 2.835m bits, which is the smallest size known to date for a planar undirected graph with n vertices, m edges, and f faces.
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Common-Face Embeddings of Planar Graphs

TL;DR: It is shown that this problem is NP-complete in general and solvable in $O(\inputsize\log \inputsize)$ time for the special case in which, for each input family CCi, each set in CCi induces a connected subgraph of the input graph $\Ggg$.