This paper examines properties of daily stock returns and how the particular characteristics of these data affect event study methodologies. Daily data generally present few difficulties for event studies. Standard procedures are typically well-specified even when special daily data characteris

approximation, and can be done using the output from standard software. Specific results are presented for most of the types of model commonly used in sociology. It is shown that this approach overcomes the difficulties with P values and standard model selection procedures based on them. It also allows easy

This paper presents new algorithms for the maximum flow problem, the Hitchcock transportation problem, and the general minimum-cost flow problem. Upper bounds on ... the numbers of steps in these algorithms are derived, and are shown to compale favorably with upper bounds on the numbers of steps

We describe a method for reducing the complexity of temporal logic model checking in systems composed of many parallel processes. The goal is to check properties of the components of a system and then deduce global properties from these local properties. The main difficulty with this type

This paper describes a technique for tracing anonymous packet flooding attacks in the Internet back towards their source. This work is motivated by the increased frequency and sophistication of denial-of-service attacks and by the difficulty in tracing packets with incorrect, or “spoofed”, source

sharing parameter. In this paper, we suggest a non-dominated sorting based multi-objective evolutionary algorithm (we called it the Non-dominated Sorting GA-II or NSGA-II) which alleviates all the above three difficulties. Specifically, a fast non-dominated sorting approach with computational

, the difficulty of their construction and their potential size have discouraged their use. We present new algorithms that efficiently compute these data structures for arbitrary control flow graphs. The algorithms use dominance frontiers, a new concept that may have other applications. We also give analytical

at random (MAR) concept. They summarize the evidence against older procedures and, with few exceptions, dis-courage their use. They present, in both technical and practical language, 2 general approaches that come highly recommended: maximum likelihood (ML) and Bayes-ian multiple imputation (MI). Newer

Feature selection is an important problem for pattern classification systems. We study how to select good features according to the maximal statistical dependency criterion based on mutual information. Because of the difficulty in directly implementing the maximal dependency condition, we first

Abstract An encryption method is presented with the novel property that publicly revealing an encryption key does not thereby reveal the corresponding decryption key. This has two important consequences: 1. Couriers or other secure means are not needed to transmit keys, since a message can