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11,145
Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts
"... Volatility permeates modern financial theories and decision making processes. As such, accurate measures and good forecasts of future volatility are critical for the implementation and evaluation of asset and derivative pricing theories as well as trading and hedging strategies. In response to this, ..."
Abstract
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Cited by 561 (45 self)
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Volatility permeates modern financial theories and decision making processes. As such, accurate measures and good forecasts of future volatility are critical for the implementation and evaluation of asset and derivative pricing theories as well as trading and hedging strategies. In response to this
LogP: Towards a Realistic Model of Parallel Computation
, 1993
"... A vast body of theoretical research has focused either on overly simplistic models of parallel computation, notably the PRAM, or overly specific models that have few representatives in the real world. Both kinds of models encourage exploitation of formal loopholes, rather than rewarding developme ..."
Abstract
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Cited by 560 (15 self)
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development of techniques that yield performance across a range of current and future parallel machines. This paper offers a new parallel machine model, called LogP, that reflects the critical technology trends underlying parallel computers. It is intended to serve as a basis for developing fast, portable
A Reliable Multicast Framework for Light-weight Sessions and Application Level Framing
, 1995
"... This paper... reliable multicast framework for application level framing and light-weight sessions. The algorithms of this framework are efficient, robust, and scale well to both very large networks and very large sessions. The framework has been prototype in wb, a distributed whiteboard application ..."
Abstract
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Cited by 1085 (45 self)
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the results of previous loss recovery events to adapt the control parameters used for future loss recovery. Whh the adaptive algorithm, our reliable multicast delivery algorithm provides good performance over a wide range of underlying topologies.
Ecology of the family as a context for human development: Research perspectives.
- Developmental Psychology,
, 1986
"... This review collates and examines critically a theoretically convergent but widely dispersed body of research on the influence of external environments on the functioning of families as contexts of human development. Investigations falling within this expanding domain include studies of the interac ..."
Abstract
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Cited by 518 (0 self)
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; and public policies affecting families and children. A second major focus is on the patterning of environmental events and transitions over the life course as these affect and are affected by intrafamilial processes. Special emphasis is given to critical research gaps in knowledge and priorities for future
Measurement, Modeling, and Analysis of a Peer-to-Peer File-Sharing Workload
, 2003
"... Peer-to-peer (P2P) file sharing accounts for an astonishing volume of current Internet tra#c. This paper probes deeply into modern P2P file sharing systems and the forces that drive them. By doing so, we seek to increase our understanding of P2P file sharing workloads and their implications for futu ..."
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Cited by 487 (7 self)
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for future multimedia workloads. Our research uses a three-tiered approach. First, we analyze a 200-day trace of over 20 terabytes of Kazaa P2P tra#c collected at the University of Washington. Second, we develop a model of multimedia workloads that lets us isolate, vary, and explore the impact of key system
Regularized discriminant analysis
- J. Amer. Statist. Assoc
, 1989
"... Linear and quadratic discriminant analysis are considered in the small sample high-dimensional setting. Alternatives to the usual maximum likelihood (plug-in) estimates for the covariance matrices are proposed. These alternatives are characterized by two parameters, the values of which are customize ..."
Abstract
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Cited by 468 (2 self)
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Linear and quadratic discriminant analysis are considered in the small sample high-dimensional setting. Alternatives to the usual maximum likelihood (plug-in) estimates for the covariance matrices are proposed. These alternatives are characterized by two parameters, the values of which
Making the future safe for the past: Adding Genericity to the Java Programming Language
, 1998
"... We present GJ, a design that extends the Java programming language with generic types and methods. These are both explained and implemented by translation into the unextended language. The translation closely mimics the way generics are emulated by programmers: it erases all type parameters, maps ty ..."
Abstract
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Cited by 372 (16 self)
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We present GJ, a design that extends the Java programming language with generic types and methods. These are both explained and implemented by translation into the unextended language. The translation closely mimics the way generics are emulated by programmers: it erases all type parameters, maps
Evolutionary Algorithms for Constrained Parameter Optimization Problems
- Evolutionary Computation
, 1996
"... Evolutionary computation techniques have received a lot of attention regarding their potential as optimization techniques for complex numerical functions. However, they have not produced a significant breakthrough in the area of nonlinear programming due to the fact that they have not addressed the ..."
Abstract
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Cited by 315 (18 self)
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for future methods. 1 Introduction The general nonlinear programming (NLP) problem is to find ~x ...
Classifier fitness based on accuracy
- Evolutionary Computation
, 1995
"... In many classifier systems, the classifier strength parameter serves as a predictor of future payoff and as the classifier’s fitness for the genetic algorithm. We investigate a classifier system, XCS, in which each classifier maintains a prediction of expected payoff, but the classifier’s fitness is ..."
Abstract
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Cited by 350 (17 self)
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In many classifier systems, the classifier strength parameter serves as a predictor of future payoff and as the classifier’s fitness for the genetic algorithm. We investigate a classifier system, XCS, in which each classifier maintains a prediction of expected payoff, but the classifier’s fitness
Parameter variations and impact on circuits and microarchitecture
, 2003
"... Parameter variation in scaled technologies beyond 90nm will pose a major challenge for design of future high performance microprocessors. In this paper, we discuss process, voltage and temperature variations; and their impact on circuit and microarchitecture. Possible solutions to reduce the impact ..."
Abstract
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Cited by 249 (2 self)
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Parameter variation in scaled technologies beyond 90nm will pose a major challenge for design of future high performance microprocessors. In this paper, we discuss process, voltage and temperature variations; and their impact on circuit and microarchitecture. Possible solutions to reduce the impact
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