Dedication; Preface; Acknowledgments; Contents; Contents for Volume 2; Part I Minisymposia; MS 1 MINISYMPOSIUM: ADVANCED IMAGING FOR INDUSTRIAL APPLICATION; Organizers; Speakers; Keywords; Short Description; A Customized System for Vehicle Tracking and Classification; References; Iris Segmentation: A New Strategy for Real Biometric Applications; 1 Introduction; 2 Overview of the Proposed Approach ; 3 Experimental Results; 4 Conclusion; References; Web Scraping of Online Newspapers via Image Matching; 1 Introduction; 2 Proposed Work; 2.1 Web Item Template Generation

2.2 Web Item Template Screenshot2.2.1 Keypoint Extraction; 2.3 Localizing the Web Item; 2.3.1 Template Matching Method; 2.3.2 Keypoints Matching; 3 Experimental Results; 4 Conclusions; References; MS 2 MINISYMPOSIUM: BAYESIAN AND APPROXIMATIVE SAMPLING METHODS FOR UNCERTAINTYQUANTIFICATION; Organizers; Speakers; Keywords; Short Description; Numerical Modelling of Wind Flow over Hills ; 1 Introduction; 2 Mathematical Modelling; 3 Numerical Modelling; 4 Results and Discussions; 5 Conclusions; References

Tuning Parameters of Ensemble Prediction System and Optimization with Differential Evolution Approach1 Introduction; 2 Background; 2.1 Lorenz-95 System; 2.2 EPPES; 2.3 Differential Evolution; 3 Parameter Estimation with Single Cost Function; 3.1 DE Modification for Stochastic Cost Function; 3.2 Comparison of DE and EPPES for Parameter Estimation Problem; 4 Results; References; MS 3 MINISYMPOSIUM: COMPUTATIONAL FINANCE; Organizers; Speakers; Keywords; Short Description; An Efficient Monte Carlo Algorithm for Pricing Arithmetic Asian Options Under a Jump Diffusion Process; 1 Introduction

2 The Price Model3 The Control Variate; 4 Monte Carlo Pricing; 5 Numerical Results; 6 Conclusions; References; A Positive, Stable and Consistent Front-Fixing Numerical Scheme for American Options; 1 Front-Fixing Method; 1.1 Finite-Difference Scheme; 1.2 Numerical Analysis; 2 Numerical Experiments; 3 Conclusion; References; Efficient Calibration and Pricing in LIBOR Market Models with SABR Stochastic Volatility Using GPUs; 1 SABR/LIBOR Market Models; 2 Model Calibration; 3 Numerical Results; References; Extension of a Fourier-Cosine Method to Solve BSDEs with Higher Dimensions; 1 Introduction

2 Notation and Definitions on BSDEJs3 Numerical Examples with FBSDEs: Pricing and Hedging; 3.1 Pricing and Hedging Without Jumps (Case c=0); 3.1.1 Pricing and Perfect Hedging in Complete Markets Without Jumps (Case n=d,c=0); 3.1.2 Pricing and Quadratic Hedging in Incomplete Markets Without Jumps (Case n0); 4 Fourier-Cosine Method to Solve the BSDEJ; 4.1 Discretization of the FBSDEJ; 4.2 BCOS Method