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Specification Analysis of Affine Term Structure Models

by Qiang Dai, Kenneth J. Singleton - JOURNAL OF FINANCE , 2000
"... This paper explores the structural differences and relative goodness-of-fits of affine term structure models (ATSMs55). Within the family of ATSMs there is a tradeoff between flexibility in modeling the conditional correlations and volatilities of the risk factors. This trade-off is formalized by ou ..."
Abstract - Cited by 596 (36 self) - Add to MetaCart
This paper explores the structural differences and relative goodness-of-fits of affine term structure models (ATSMs55). Within the family of ATSMs there is a tradeoff between flexibility in modeling the conditional correlations and volatilities of the risk factors. This trade-off is formalized

Nonmonotonic Reasoning, Preferential Models and Cumulative Logics

by Sarit Kraus, Daniel Lehmann, Menachem Magidor , 1990
"... Many systems that exhibit nonmonotonic behavior have been described and studied already in the literature. The general notion of nonmonotonic reasoning, though, has almost always been described only negatively, by the property it does not enjoy, i.e. monotonicity. We study here general patterns of ..."
Abstract - Cited by 626 (14 self) - Add to MetaCart
of view are developed in parallel. The former point of view was pioneered by D. Gabbay in [10], while the latter has been advocated by Y. Shoham in [38]. Five such families are defined and characterized by representation theorems, relating the two points of view. One of the families of interest

From SHIQ and RDF to OWL: The Making of a Web Ontology Language

by Ian Horrocks, Peter F. Patel-Schneider, Frank Van Harmelen - Journal of Web Semantics , 2003
"... The OWL Web Ontology Language is a new formal language for representing ontologies in the Semantic Web. OWL has features from several families of representation languages, including primarily Description Logics and frames. OWL also shares many characteristics with RDF, the W3C base of the Semantic W ..."
Abstract - Cited by 615 (39 self) - Add to MetaCart
The OWL Web Ontology Language is a new formal language for representing ontologies in the Semantic Web. OWL has features from several families of representation languages, including primarily Description Logics and frames. OWL also shares many characteristics with RDF, the W3C base of the Semantic

Job Creation and Destruction

by J. C. Haltiwanger, S. Schuh , 1996
"... With unemployment at historically high levels in many OECD countries, increased job creation has risen to the top of the policy agenda for many western governments-but how can this be achieved? The importance of job creation (and destruction) in an economy cannot be overstated. Labour is organized a ..."
Abstract - Cited by 909 (68 self) - Add to MetaCart
and reallocated among firms through the job creation and destruction process to create wealth and income, but jobs also play the major role in income distribution. For most families, the earnings which jobs generate are the basis of their income-and income distribution has been a topic of intense interest

Concurrent Constraint Programming

by Vijay A. Saraswat, Martin Rinard , 1993
"... This paper presents a new and very rich class of (con-current) programming languages, based on the notion of comput.ing with parhal information, and the con-commitant notions of consistency and entailment. ’ In this framework, computation emerges from the inter-action of concurrently executing agent ..."
Abstract - Cited by 502 (16 self) - Add to MetaCart
agents that communi-cate by placing, checking and instantiating constraints on shared variables. Such a view of computation is in-teresting in the context of programming languages be-cause of the ability to represent and manipulate partial information about the domain of discourse, in the con

ONE INTERESTING FAMILY OF 3-TUPLE

by M A Gopalan , S Vidhyalakshmi , E Premalatha , R Presenna
"... ABSTRACT This paper concerns with the study of constructing a special family of 3-tuples (a,b,c) such that the product of any two elements of the set added with their sum is a Perfect square. ..."
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ABSTRACT This paper concerns with the study of constructing a special family of 3-tuples (a,b,c) such that the product of any two elements of the set added with their sum is a Perfect square.

AN INTERESTING FAMILY OF CURVES OF GENUS 1

by Andrew Bremner , 2000
"... We study the family of elliptic curves y² = x³−t²x+1, both over Q(t) and over Q. In the former case, all integral solutions are determined; in the latter case, computation in the range 1 ≤ t ≤ 999 shows large ranks are common, giving a particularly simple example of curves which (admittedly over a s ..."
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We study the family of elliptic curves y² = x³−t²x+1, both over Q(t) and over Q. In the former case, all integral solutions are determined; in the latter case, computation in the range 1 ≤ t ≤ 999 shows large ranks are common, giving a particularly simple example of curves which (admittedly over a

An interesting family of Black-Scholes perpetuities

by B. Roynette, M. Yor , 2008
"... Abstract We obtain the Laplace transform and integrability properties of the integral over R+ of the call quantity associated with geometric Brownian motion with negative drift, thus adding a new element to the list of already studied Brownian perpetuities. Key words Bessel-McDonald functions, Sturm ..."
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Abstract We obtain the Laplace transform and integrability properties of the integral over R+ of the call quantity associated with geometric Brownian motion with negative drift, thus adding a new element to the list of already studied Brownian perpetuities. Key words Bessel-McDonald functions, Sturm-Liouville equation, perpetuities.

Similarity estimation techniques from rounding algorithms

by Moses S. Charikar - In Proc. of 34th STOC , 2002
"... A locality sensitive hashing scheme is a distribution on a family F of hash functions operating on a collection of objects, such that for two objects x, y, Prh∈F[h(x) = h(y)] = sim(x,y), where sim(x,y) ∈ [0, 1] is some similarity function defined on the collection of objects. Such a scheme leads ..."
Abstract - Cited by 449 (6 self) - Add to MetaCart
A locality sensitive hashing scheme is a distribution on a family F of hash functions operating on a collection of objects, such that for two objects x, y, Prh∈F[h(x) = h(y)] = sim(x,y), where sim(x,y) ∈ [0, 1] is some similarity function defined on the collection of objects. Such a scheme leads

Statistical methods for identifying differentially expressed genes in replicated cDNA microarray experiments

by Sandrine Dudoit, Yee Hwa Yang, Matthew J. Callow, Terence P. Speed - STATISTICA SINICA , 2002
"... DNA microarrays are a new and promising biotechnology whichallows the monitoring of expression levels in cells for thousands of genes simultaneously. The present paper describes statistical methods for the identification of differentially expressed genes in replicated cDNA microarray experiments. A ..."
Abstract - Cited by 438 (12 self) - Add to MetaCart
test for each gene of the null hypothesis of no association between the expression levels and responses or covariates of interest. Di erentially expressed genes are identified based on adjusted p-values for a multiple testing procedure which strongly controls the family-wise Type I error rate and takes
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