Results 1 - 10 of 22,994

Measuring and testing the impact of news on volatility

by Robert F. Engle, Victor K. Ng , 1991
"... This paper introduces the News Impact Curve to measure how new information is incorporated into volatility estimates. A variety of new and existing ARCH models are compared and estimated with daily Japanese stock return data to determine the shape of the News Impact Curve. New diagnostic tests are p ..."
Abstract - Cited by 726 (14 self) - Add to MetaCart
This paper introduces the News Impact Curve to measure how new information is incorporated into volatility estimates. A variety of new and existing ARCH models are compared and estimated with daily Japanese stock return data to determine the shape of the News Impact Curve. New diagnostic tests

Divergence measures based on the Shannon entropy

by Jianhua Lin - IEEE Transactions on Information theory , 1991
"... Abstract-A new class of information-theoretic divergence measures based on the Shannon entropy is introduced. Unlike the well-known Kullback divergences, the new measures do not require the condition of absolute continuity to be satisfied by the probability distributions in-volved. More importantly, ..."
Abstract - Cited by 666 (0 self) - Add to MetaCart
Abstract-A new class of information-theoretic divergence measures based on the Shannon entropy is introduced. Unlike the well-known Kullback divergences, the new measures do not require the condition of absolute continuity to be satisfied by the probability distributions in-volved. More importantly

Strategy-Proofness and Arrow’s Conditions: Existence and Correspondence Theorems for Voting Procedures and Social Welfare Functions

by Mark Allen Satterthwaite - J. Econ. Theory , 1975
"... Consider a committee which must select one alternative from a set of three or more alternatives. Committee members each cast a ballot which the voting procedure counts. The voting procedure is strategy-proof if it always induces every committee member to cast a ballot revealing his preference. I pro ..."
Abstract - Cited by 553 (0 self) - Add to MetaCart
prove three theorems. First, every strategy-proof voting procedure is dictatorial. Second, this paper’s strategy-proofness condition for voting procedures corre-sponds to Arrow’s rationality, independence of irrelevant alternatives, non-negative response, and citizens ’ sovereignty conditions for social

Learning quickly when irrelevant attributes abound: A new linear-threshold algorithm

by Nick Littlestone - Machine Learning , 1988
"... learning Boolean functions, linear-threshold algorithms Abstract. Valiant (1984) and others have studied the problem of learning various classes of Boolean functions from examples. Here we discuss incremental learning of these functions. We consider a setting in which the learner responds to each ex ..."
Abstract - Cited by 773 (5 self) - Add to MetaCart
example according to a current hypothesis. Then the learner updates the hypothesis, if necessary, based on the correct classification of the example. One natural measure of the quality of learning in this setting is the number of mistakes the learner makes. For suitable classes of functions, learning

Using Bayesian networks to analyze expression data

by Nir Friedman, Michal Linial, Iftach Nachman - Journal of Computational Biology , 2000
"... DNA hybridization arrays simultaneously measure the expression level for thousands of genes. These measurements provide a “snapshot ” of transcription levels within the cell. A major challenge in computational biology is to uncover, from such measurements, gene/protein interactions and key biologica ..."
Abstract - Cited by 1088 (17 self) - Add to MetaCart
biological features of cellular systems. In this paper, we propose a new framework for discovering interactions between genes based on multiple expression measurements. This framework builds on the use of Bayesian networks for representing statistical dependencies. A Bayesian network is a graph-based model

A Framework for Defining Logics

by Robert Harper , Furio Honsell, Gordon Plotkin - JOURNAL OF THE ASSOCIATION FOR COMPUTING MACHINERY , 1993
"... The Edinburgh Logical Framework (LF) provides a means to define (or present) logics. It is based on a general treatment of syntax, rules, and proofs by means of a typed -calculus with dependent types. Syntax is treated in a style similar to, but more general than, Martin-Lof's system of ariti ..."
Abstract - Cited by 795 (42 self) - Add to MetaCart
conditions and leads to a uniform treatment of rules and proofs whereby rules are viewed as proofs of higher-order judgements and proof checking is reduced to type checking. The practical benefit of our treatment of formal systems is that logic-independent tools such as proof editors and proof checkers

The Semantics Of Constraint Logic Programs

by Joxan Jaffar, Michael Maher, Kim Marriott, Peter Stuckey - JOURNAL OF LOGIC PROGRAMMING , 1996
"... This paper presents for the first time the semantic foundations of CLP in a self-contained and complete package. The main contributions are threefold. First, we extend the original conference paper by presenting definitions and basic semantic constructs from first principles, giving new and comp ..."
Abstract - Cited by 872 (14 self) - Add to MetaCart
This paper presents for the first time the semantic foundations of CLP in a self-contained and complete package. The main contributions are threefold. First, we extend the original conference paper by presenting definitions and basic semantic constructs from first principles, giving new

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

by Jianqing Fan , Runze Li , 2001
"... Variable selection is fundamental to high-dimensional statistical modeling, including nonparametric regression. Many approaches in use are stepwise selection procedures, which can be computationally expensive and ignore stochastic errors in the variable selection process. In this article, penalized ..."
Abstract - Cited by 948 (62 self) - Add to MetaCart
functions are symmetric, nonconcave on (0, ∞), and have singularities at the origin to produce sparse solutions. Furthermore, the penalty functions should be bounded by a constant to reduce bias and satisfy certain conditions to yield continuous solutions. A new algorithm is proposed for optimizing

An Algorithm for Tracking Multiple Targets

by Donald B. Reid - IEEE Transactions on Automatic Control , 1979
"... Abstract—An algorithm for tracking multiple targets In a cluttered algorithms. Clustering is the process of dividing the entire environment Is developed. The algorithm Is capable of Initiating tracks, set of targets and measurements into independent groups accounting for false or m[~clngreports, and ..."
Abstract - Cited by 596 (0 self) - Add to MetaCart
Abstract—An algorithm for tracking multiple targets In a cluttered algorithms. Clustering is the process of dividing the entire environment Is developed. The algorithm Is capable of Initiating tracks, set of targets and measurements into independent groups accounting for false or m

An Architecture for Wide-Area Multicast Routing

by Stephen Deering , Deborah Estrin , Dino Farinacci , Van Jacobson , Ching-gung Liu, Liming Wei
"... Existing multicast routing mechanisms were intended for use within regions where a group is widely represented or bandwidth is universally plentiful. When group members, and senders to those group members, are distributed sparsely across a wide area, these schemes are not efficient; data packets or ..."
Abstract - Cited by 534 (22 self) - Add to MetaCart
is measured in terms of the state, control message processing, and data packet processing, required across the entire network in order to deliver data packets to the members of the group. Our Protocol Independent Multicast (PIM) architecture: (a) maintains the traditional IP multicast service model
Results 1 - 10 of 22,994