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11,821
Term Premia and Interest Rate Forecasts in Affine Models
, 2001
"... I find that the standard class of a#ne models produces poor forecasts of future changes in Treasury yields. Better forecasts are generated by assuming that yields follow random walks. The failure of these models is driven by one of their key features: The compensation that investors receive for faci ..."
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Cited by 445 (11 self)
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I find that the standard class of a#ne models produces poor forecasts of future changes in Treasury yields. Better forecasts are generated by assuming that yields follow random walks. The failure of these models is driven by one of their key features: The compensation that investors receive for facing risk is a multiple of the variance of the risk. This means that risk compensation cannot vary independently of interest rate volatility. I also describe and empirically estimate a class of models that is broader than the standard a#ne class. These "essentially a#ne" models retain the tractability of the usual models, but allow the compensation for interest rate risk to vary independently of interest rate volatility. This additional flexibility proves useful in forming accurate forecasts of future yields. Address correspondence to the University of California, Haas School of Business, 545 Student Services Building #1900, Berkeley, CA 94720. Phone: 5106421435. Email address: du#ee@haas.b...
Prosodic Morphology: constraint interaction and satisfaction
, 1993
"... Permission is hereby granted by the authors to reproduce this document, in whole or in part, for personal use, for instruction, or for any other noncommercial purpose. Table of Contents Acknowledgments......................................................... ..."
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Cited by 420 (31 self)
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Permission is hereby granted by the authors to reproduce this document, in whole or in part, for personal use, for instruction, or for any other noncommercial purpose. Table of Contents Acknowledgments.........................................................
QuasiInterpolation by Quadratic Piecewise Polynomials in Three Variables
, 2004
"... A quasiinterpolation method for quadratic piecewise polynomials in three variables is described which can be used for the e#cient visualization of gridded volume data. We analyze the smoothness properties of the trivariate splines. We prove that the splines yield nearly optimal approximation order ..."
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Cited by 8 (5 self)
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A quasiinterpolation method for quadratic piecewise polynomials in three variables is described which can be used for the e#cient visualization of gridded volume data. We analyze the smoothness properties of the trivariate splines. We prove that the splines yield nearly optimal approximation order
Curves and Surfaces for CAGD
, 1993
"... This article provides a historical account of the major developments in the area of curves and surfaces as they entered the area of CAGD – Computer Aided Geometric Design – until the middle 1980s. We adopt the definition that CAGD deals with the construction and representation of freeform curves, s ..."
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Cited by 78 (1 self)
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This article provides a historical account of the major developments in the area of curves and surfaces as they entered the area of CAGD – Computer Aided Geometric Design – until the middle 1980s. We adopt the definition that CAGD deals with the construction and representation of freeform curves
On conformal field theories
 in fourdimensions,” Nucl. Phys. B533
, 1998
"... We review the generalization of field theory to spacetime with noncommuting coordinates, starting with the basics and covering most of the active directions of research. Such theories are now known to emerge from limits of M theory and string theory, and to describe quantum Hall states. In the last ..."
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Cited by 366 (1 self)
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We review the generalization of field theory to spacetime with noncommuting coordinates, starting with the basics and covering most of the active directions of research. Such theories are now known to emerge from limits of M theory and string theory, and to describe quantum Hall states
Origins of the Modern Mind: Three Stages in the Evolution of Culture and Cognition
, 1991
"... This book was an attempt to synthesize various sources of informationneurobiological, psychological, archeological and anthropological, among othersabout our cognitive origins, in the belief that the human mind coevolved in close interaction with both brain and culture. I should make clear from ..."
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Cited by 326 (0 self)
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from the start that I have no illusions about my ability to become expert in all of the disciplines touched on by this enterprise; accordingly my effort should be regarded with suspicion by all; at best, it will probably prove to be no more than a guide to some of the important questions that remain
Interactive MultiResolution Modeling on Arbitrary Meshes
, 1998
"... During the last years the concept of multiresolution modeling has gained special attention in many fields of computer graphics and geometric modeling. In this paper we generalize powerful multiresolution techniques to arbitrary triangle meshes without requiring subdivision connectivity. Our major o ..."
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Cited by 319 (34 self)
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observation is that the hierarchy of nested spaces which is the structural core element of most multiresolution algorithms can be replaced by the sequence of intermediate meshes emerging from the application of incremental mesh decimation. Performing such schemes with local frame coding of the detail
Damage Identification and Health Monitoring of Structural and Mechanical Systems from . . .
, 1996
"... ..."
Voice puppetry
, 1999
"... Frames from a voicedriven animation, computed from a single baby picture and an adult model of facial control. Note the changes in upper facial expression. See figures 5, 6 and 7 for more examples of predicted mouth shapes. We introduce a method for predicting a control signal from another related ..."
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Cited by 300 (0 self)
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Frames from a voicedriven animation, computed from a single baby picture and an adult model of facial control. Note the changes in upper facial expression. See figures 5, 6 and 7 for more examples of predicted mouth shapes. We introduce a method for predicting a control signal from another related
Subdivision schemes in CAGD
 Advances in Numerical Analysis
, 1992
"... Computer Aided Geometric Design (CAGD) is a branch of applied mathematics concerned with algorithms for the design of smooth curves and surfaces and for their e cient mathematical representation. The representation is used for the computation of the curves and surfaces, as well as geometrical quanti ..."
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Cited by 7 (2 self)
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Computer Aided Geometric Design (CAGD) is a branch of applied mathematics concerned with algorithms for the design of smooth curves and surfaces and for their e cient mathematical representation. The representation is used for the computation of the curves and surfaces, as well as geometrical
Results 1  10
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