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The Determinants of Credit Spread Changes.

by Pierre Collin-Dufresne , Robert S Goldstein , J Spencer Martin , Gurdip Bakshi , Greg Bauer , Dave Brown , Francesca Carrieri , Peter Christoffersen , Susan Christoffersen , Greg Duffee , Darrell Duffie , Vihang Errunza , Gifford Fong , Mike Gallmeyer , Laurent Gauthier , Rick Green , John Griffin , Jean Helwege , Kris Jacobs , Chris Jones , Andrew Karolyi , Dilip Madan , David Mauer , Erwan Morellec , Federico Nardari , N R Prabhala , Tony Sanders , Sergei Sarkissian , Bill Schwert , Ken Singleton , Chester Spatt , René Stulz - 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 ..."
Abstract - Cited by 422 (2 self) - Add to MetaCart
credit spread changes. Second, we consider a host of new explanatory variables that proxy for changes in liquidity and other macro-economic effects. Finally, we perform a regression analysis on simulated data to demonstrate that our empirical findings are not being driven by the econometric techniques

A Virtual Honeypot Framework

by Niels Provos - In Proceedings of the 13th USENIX Security Symposium , 2004
"... A honeypot is a closely monitored network decoy serving several purposes: it can distract adversaries from more valuable machines on a network, can provide early warning about new attack and exploitation trends, or allow in-depth examination of adversaries during and after exploitation of a honeypot ..."
Abstract - Cited by 252 (5 self) - Add to MetaCart
honeypot. Deploying a physical honeypot is often time intensive and expensive as different operating systems require specialized hardware and every honeypot requires its own physical system. This paper presents Honeyd, a framework for virtual honeypots that simulates virtual computer systems at the network

Analyzing the transitional region in low power wireless links

by Marco Zuniga, Bhaskar Krishnamachari - In First IEEE International Conference on Sensor and Ad hoc Communications and Networks (SECON , 2004
"... Abstract — The wireless sensor networks community, has now an increased understanding of the need for realistic link layer models. Recent experimental studies have shown that real deployments have a “transitional region ” with highly unreliable links, and that therefore the idealized perfect-recepti ..."
Abstract - Cited by 241 (16 self) - Add to MetaCart
-reception-within-range models used in common network simulation tools can be very misleading. In this paper, we use mathematical techniques from communication theory to model and analyze low power wireless links. The primary contribution of this work is the identification of the causes of the transitional region, and a

On credibility of simulation studies of telecommunication networks

by K. Pawlikowski, H. -d. Joshua Jeong, J. -s. Ruth Lee - IEEE Communications Magazine , 2002
"... In telecommunication networks, as in many other areas of science and engineering, proliferation of computers as research tools has resulted in the adoption of computer simulation as the most commonly used paradigm of scientific investigations. This, together with a plethora of existing simulation la ..."
Abstract - Cited by 159 (5 self) - Add to MetaCart
In telecommunication networks, as in many other areas of science and engineering, proliferation of computers as research tools has resulted in the adoption of computer simulation as the most commonly used paradigm of scientific investigations. This, together with a plethora of existing simulation

Modelling the spread of invasive species: parameter estimation using cellular automata

by Vivienne Cole, Jochen Albrecht - In Proceedings Second International Workshop on Dynamic and Multi-Dimentional GIS (DMGIS ’99 , 1999
"... The research presented in this paper uses a GIS-based cellular automata (CA) framework to study and create an applied and ecologically significant model of spread for invasive plant species. Cellular automata (CA) coded within a Geographic Information System (GIS) are employed to test the ability of ..."
Abstract - Cited by 4 (0 self) - Add to MetaCart
The research presented in this paper uses a GIS-based cellular automata (CA) framework to study and create an applied and ecologically significant model of spread for invasive plant species. Cellular automata (CA) coded within a Geographic Information System (GIS) are employed to test the ability

Blind PARAFAC receivers for DS-CDMA systems

by Nicholas D. Sidiropoulos, Georgios B. Giannakis, Rasmus Bro - IEEE TRANS. SIGNAL PROCESSING , 2000
"... This paper links the direct-sequence code-division multiple access (DS-CDMA) multiuser separation-equalization-detection problem to the parallel factor (PARAFAC) model, which is an analysis tool rooted in psychometrics and chemometrics. Exploiting this link, it derives a deterministic blind PARAFAC ..."
Abstract - Cited by 126 (20 self) - Add to MetaCart
This paper links the direct-sequence code-division multiple access (DS-CDMA) multiuser separation-equalization-detection problem to the parallel factor (PARAFAC) model, which is an analysis tool rooted in psychometrics and chemometrics. Exploiting this link, it derives a deterministic blind PARAFAC

The invasive mosquito Aedes japonicus in Central Europe

by unknown authors
"... Abstract. Complaints about a biting pest led to the recognition of invasive Aedes (Finlaya) japonicus japonicus (Theobald) (Diptera: Culicidae) in Central Europe. Larval collections from cemetery vases revealed a colonized area of approximately 1400 km2 in northern Switzerland spreading into borderi ..."
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Abstract. Complaints about a biting pest led to the recognition of invasive Aedes (Finlaya) japonicus japonicus (Theobald) (Diptera: Culicidae) in Central Europe. Larval collections from cemetery vases revealed a colonized area of approximately 1400 km2 in northern Switzerland spreading

Ecology of invasive mosquitoes: effects on resident species and on human health.

by Steven A Juliano , L Philip Lounibos - Ecol. Lett. , 2005
"... Abstract Investigations of biological invasions focus on patterns and processes that are related to introduction, establishment, spread and impacts of introduced species. This review focuses on the ecological interactions operating during invasions by the most prominent group of insect vectors of d ..."
Abstract - Cited by 18 (0 self) - Add to MetaCart
of disease, mosquitoes. First, we review characteristics of nonnative mosquito species that have established viable populations, and those invasive species that have spread widely and had major impacts, testing whether biotic characteristics are associated with the transition from established non

Modeling and Simulations of Mosquito Dispersal. The Case of Aedes albopictus

by Editor–in–chief Roumen Anguelov, C. Dufourd, Y. Dumont
"... Abstract—To prevent epidemics of mosquito-transmitted diseases like Chikungunya in Réunion Island, we develop tools to control its principal vector, Aedes albopictus. Biological control tools, like the Sterile Insect Technique (SIT), are of great interest as an alternative to chemical control tools ..."
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that the environment can have a strong influence on mosquito distribution and in the efficiency of vector control tools. Keywords-parabolic equation; existence; mosquito dis-persal; modeling; numerical simulation; splitting algo-rithm; vector control; Sterile Insect Technique. I.

Characterizing Mosquito Flight Using Measurement and Simulation

by Sarah Miriam Iams, Copyright Sarah, Miriam Iams , 2014
"... The mosquito Aedes aegypti is a dengue fever vector. Via its flight, it spreads potentially fatal disease to millions of people each year. In this dissertation I describe my work recording Aedes males using high speed imaging, quantifying and analyzing their motion, and simulat-ing their flight. I d ..."
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The mosquito Aedes aegypti is a dengue fever vector. Via its flight, it spreads potentially fatal disease to millions of people each year. In this dissertation I describe my work recording Aedes males using high speed imaging, quantifying and analyzing their motion, and simulat-ing their flight. I
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