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The Determinants of Credit Spread Changes.
- Journal of Finance
, 2001
"... ABSTRACT Using dealer's quotes and transactions prices on straight industrial bonds, we investigate the determinants of credit spread changes. Variables that should in theory determine credit spread changes have rather limited explanatory power. Further, the residuals from this regression are ..."
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Cited by 422 (2 self)
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changes. Below, we investigate the determinants of credit spread changes. From a contingent-claims, or noarbitrage standpoint, credit spreads obtain for two fundamental reasons: 1) there is a risk of default, and 2) in the event of default, the bondholder receives only a portion of the promised payments
Whom You Know Matters: Venture Capital Networks and Investment Performance,
- Journal of Finance
, 2007
"... Abstract Many financial markets are characterized by strong relationships and networks, rather than arm's-length, spot-market transactions. We examine the performance consequences of this organizational choice in the context of relationships established when VCs syndicate portfolio company inv ..."
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Cited by 138 (8 self)
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the results reported in the following sections utilize the binary matrix, we note that all our results are robust to using network centrality measures calculated from valued matrices. 6 Unlike the undirected matrix, the directed matrix does not record a tie between VCs j and k who were members of the same
This article has been accepted for inclusion in a future issue of this journal. Content is final as presented, with the exception of pagination. IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS 1 Dealing With Concept Drifts in Process Mining
"... Abstract — Although most business processes change over time, contemporary process mining techniques tend to analyze these processes as if they are in a steady state. Processes may change suddenly or gradually. The drift may be periodic (e.g., because of seasonal influences) or one-of-a-kind (e.g., ..."
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controlled concept drifts and real-life event data from a Dutch municipality. Index Terms — Concept drift, flexibility, hypothesis tests, process changes, process mining.
Acknowledgements
, 2006
"... First, I would like to thank to Dimka Karastoyanova and Mariano Cilia for all the fruitful discussions, their guidance and support through the course of this project. Thanks also to Prof. Alejandro Buchmann who sponsored my stay at Technische Universität Darmstadt during the spring of 2004. The spec ..."
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First, I would like to thank to Dimka Karastoyanova and Mariano Cilia for all the fruitful discussions, their guidance and support through the course of this project. Thanks also to Prof. Alejandro Buchmann who sponsored my stay at Technische Universität Darmstadt during the spring of 2004. The special thanks go to my advisor, Mariano Cilia, who has made all this possible. Finally, I’d like to thank to my family for all these years of support.
Anthropological Theory What is the `process' in cultural process and in processual archaeology? Anthropological Theory What is the 'process' in cultural process and in processual archaeology? WHAT IS A CULTURAL PROCESS TO AN ANTHROPOLOGIST?
"... Abstract The concept of 'cultural process' has been of interest to anthropologists since the late 19th century. Franz Boas indicated that investigating cultural processes was central to anthropology, but his failure to define the concept set a disciplinary precedent. Process has seldom be ..."
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and archaeologists concerns the dynamic of some (cultural) thing developing into some (other cultural) thing that may be different from the original. A series of stages or events can be used to illustrate a process but is descriptive rather than explanatory if the cause or causal mechanism producing the series
A Binary Link Tracker for the
"... The BABAR detector at PEP-II will operate in a highluminosity e + e \Gamma collider environment near the \Upsilon(4S) resonance with the primary goal of studying CP violation in the B meson system. In this environment, typical physics events of interest involve multiple charged particles. These ..."
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is responsible for linking track segments, constructed by the Track Segment Finder Modules (TSFM), into complete tracks. A single BLTM module processes a 360 MBytes/s stream of segment hit data, corresponding to information from the entire Drift Chamber, and implements a fast and robust algorithm that tolerates
SIMULATION, DEVELOPMENT AND DEPLOYMENT OF MOBILE WIRELESS SENSOR NETWORKS FOR MIGRATORY BIRD TRACKING
, 2012
"... This thesis presents CraneTracker, a multi-modal sensing and communication system for monitoring migratory species at the continental level. By exploiting the robust and extensive cellular infrastructure across the continent, traditional mobile wireless sensor networks can be extended to enable reli ..."
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This thesis presents CraneTracker, a multi-modal sensing and communication system for monitoring migratory species at the continental level. By exploiting the robust and extensive cellular infrastructure across the continent, traditional mobile wireless sensor networks can be extended to enable
22.10.2009 Implementation of a Peer-to-Peer Multiplayer Game with Realtime Requirements
"... Massively multiplayer online games (MMOGs) have become increasingly popular in the recent years, particularly in the form of online role-playing games (MMORPGs). These games support up to several ten thousand players interacting in a virtual game world. The current commercially successful games are ..."
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completely event-based mode, supporting the execution of the game in an discrete-event-based network simulator. Third, a simple artificial intelligence player is developed for workload generation in large (and possibly simulated) networks. Furthermore, the newly developed transport protocol CUSP is applied
DOI 10.1007/s00778-012-0302-x SPECIAL ISSUE PAPER Automating the database schema evolution process
"... Abstract Supporting database schema evolution repre-sents a long-standing challenge of practical and theoretical importance for modern information systems. In this paper, we describe techniques and systems for automating the critical tasks of migrating the database and rewriting the legacy applicati ..."
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Abstract Supporting database schema evolution repre-sents a long-standing challenge of practical and theoretical importance for modern information systems. In this paper, we describe techniques and systems for automating the critical tasks of migrating the database and rewriting the legacy applications. In addition to labor saving, the ben-efits delivered by these advances are many and include reliable prediction of outcome, minimization of downtime, system-produced documentation, and support for archiving, historical queries, and provenance. The PRISM/PRISM++ system delivers these benefits, by solving the difficult prob-lem of automating the migration of databases and the rewrit-ing of queries and updates. In this paper, we present the PRISM/PRISM++ system and the novel technology that made it possible. In particular, we focus on the difficult and previously unsolved problem of supporting legacy queries and updates under schema and integrity constraints evolution. The PRISM/PRISM++ approach consists in providing the users with a set of SQL-based Schema Modification Opera-tors (SMOs), which describe how the tables in the old schema are modified into those in the new schema. In order to sup-port updates, SMOs are extended with integrity constraints
Results 1 - 10
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83