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A Long-Memory Property of Stock Market Returns and a New Model

by Zhuanxin Ding, Clive W. J. Granger, Robert F. Engle - Journal of Empirical Finance , 1993
"... A ‘long memory ’ property of stock market returns is investigated in this paper. It is found that not only there is substantially more correlation between absolute returns than returns them-selves, but the power transformation of the absolute return lrfl ” also has quite high autocorrel-ation for lo ..."
Abstract - Cited by 606 (21 self) - Add to MetaCart
based on absolute return can produce this property. A new general class of models is proposed which allows the power 6 of the heteroskedasticity equation to be estimated from the data. 1.

Differential privacy . . .

by Cynthia Dwork, Jing Lei , 2009
"... We show by means of several examples that robust statistical estimators present an excellent starting point for differentially private estimators. Our algorithms use a new paradigm for differentially private mechanisms, which we call Propose-Test-Release (PTR), and for which we give a formal definit ..."
Abstract - Cited by 629 (10 self) - Add to MetaCart
We show by means of several examples that robust statistical estimators present an excellent starting point for differentially private estimators. Our algorithms use a new paradigm for differentially private mechanisms, which we call Propose-Test-Release (PTR), and for which we give a formal

Literate programming

by Donald E. Knuth - THE COMPUTER JOURNAL , 1984
"... The author and his associates have been experimenting for the past several years with a programming language and documentation system called WEB. This paper presents WEB by example, and discusses why the new system appears to be an improvement over previous ones. ..."
Abstract - Cited by 549 (3 self) - Add to MetaCart
The author and his associates have been experimenting for the past several years with a programming language and documentation system called WEB. This paper presents WEB by example, and discusses why the new system appears to be an improvement over previous ones.

Why We Twitter: Understanding Microblogging Usage and Communities

by Akshay Java, Tim Finin
"... Microblogging is a new form of communication in which users can describe their current status in short posts distributed by instant messages, mobile phones, email or the Web. Twitter, a popular microblogging tool has seen a lot of growth since it launched in October, 2006. In this paper, we present ..."
Abstract - Cited by 547 (2 self) - Add to MetaCart
Microblogging is a new form of communication in which users can describe their current status in short posts distributed by instant messages, mobile phones, email or the Web. Twitter, a popular microblogging tool has seen a lot of growth since it launched in October, 2006. In this paper, we present

Modern Information Retrieval

by Ricardo Baeza-Yates, Berthier Ribeiro-Neto , 1999
"... Information retrieval (IR) has changed considerably in the last years with the expansion of the Web (World Wide Web) and the advent of modern and inexpensive graphical user interfaces and mass storage devices. As a result, traditional IR textbooks have become quite out-of-date which has led to the i ..."
Abstract - Cited by 3155 (28 self) - Add to MetaCart
to the introduction of new IR books recently. Nevertheless, we believe that there is still great need of a book that approaches the field in a rigorous and complete way from a computer-science perspective (in opposition to a user-centered perspective). This book is an effort to partially fulfill this gap and should

The Colonial Origins of Comparative Development: An Empirical Analysis

by Daron Acemoglu, Simon Johnson, James A. Robinson - AMERICAN ECONOMIC REVIEW , 2002
"... We exploit differences in early colonial experience to estimate the effect of institutions on economic performance. Our argument is that Europeans adopted very different colonization policies in different colonies, with different associated institutions. The choice of colonization strategy was, at l ..."
Abstract - Cited by 1585 (38 self) - Add to MetaCart
the worst (Zaire) to the best (US or New Zealand) institutions in our sample would be associated with a five fold increase in income per capita.

Image Quilting for Texture Synthesis and Transfer

by Alexei A. Efros , William T. Freeman , 2001
"... We present a simple image-based method of generating novel visual appearance in which a new image is synthesized by stitching together small patches of existing images. We call this process image quilting. First, we use quilting as a fast and very simple texture synthesis algorithm which produces s ..."
Abstract - Cited by 697 (19 self) - Add to MetaCart
We present a simple image-based method of generating novel visual appearance in which a new image is synthesized by stitching together small patches of existing images. We call this process image quilting. First, we use quilting as a fast and very simple texture synthesis algorithm which produces

VisualSEEk: a fully automated content-based image query system

by John R. Smith, Shih-fu Chang , 1996
"... 1 We describe a highly functional prototype system for searching by visual features in an image database. The VisualSEEk system is novel in that the user forms the queries by diagramming spatial arrangements of color regions. The system finds the images that contain the most similar arrangements of ..."
Abstract - Cited by 752 (31 self) - Add to MetaCart
be computed. KEYWORDS: image databases, content-based retrieval, image indexing, similarity retrieval, spatial query. 1 INTRODUCTION In this paper we investigate a new content-based image query system that enables querying by image regions and spatial layout. VisualSEEk is a hybrid system

Measuring ISP Topologies with Rocketfuel

by Neil Spring, Ratul Mahajan, David Wetherall - In Proc. ACM SIGCOMM , 2002
"... To date, realistic ISP topologies have not been accessible to the research community, leaving work that depends on topology on an uncertain footing. In this paper, we present new Internet mapping techniques that have enabled us to directly measure router-level ISP topologies. Our techniques reduce t ..."
Abstract - Cited by 838 (30 self) - Add to MetaCart
To date, realistic ISP topologies have not been accessible to the research community, leaving work that depends on topology on an uncertain footing. In this paper, we present new Internet mapping techniques that have enabled us to directly measure router-level ISP topologies. Our techniques reduce

A simple transmit diversity technique for wireless communications

by Siavash M. Alamouti - IEEE Journal on Selected Areas in Communications , 1998
"... Abstract — This paper presents a simple two-branch transmit diversity scheme. Using two transmit antennas and one receive antenna the scheme provides the same diversity order as maximal-ratio receiver combining (MRRC) with one transmit antenna, and two receive antennas. It is also shown that the sch ..."
Abstract - Cited by 2084 (0 self) - Add to MetaCart
that the scheme may easily be generalized to two transmit antennas and M receive antennas to provide a diversity order of 2M. The new scheme does not require any bandwidth expansion any feedback from the receiver to the transmitter and its computation complexity is similar to MRRC. Index Terms—Antenna array
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