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872
The Determinants of Credit Spread Changes.
 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 ..."
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Cited by 422 (2 self)
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quadratic regression σ(K) = a + bK + cK 2 , where K is the strike price. Our estimate of this slope, jump t , is defined via where F is the atthe money strike price, which equals the current futures price. We choose to look at the implied volatility at K = .9F because we do not want 6 to extrapolate the quadratic
Abstract Cosmological Black Holes as Models of Cosmological Inhomogeneities
, 2006
"... Since cosmological black holes modify the density and pressure of the surrounding universe, and introduce heat conduction, they produce simple models of cosmological inhomogeneities that can be used to study the eect of inhomogeneities on the universe's expansion. In this thesis, new cosmologi ..."
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Since cosmological black holes modify the density and pressure of the surrounding universe, and introduce heat conduction, they produce simple models of cosmological inhomogeneities that can be used to study the eect of inhomogeneities on the universe's expansion. In this thesis, new cosmological black hole solutions are obtained by generalizing the expanding KerrSchild cosmological black holes to obtain the charged case, by performing a KerrSchild transformation of the Einsteinde Sitter universe (instead of a closed universe) to obtain nonexpanding KerrSchild cosmological black holes in asymptotically
at universes, and by performing a conformal transformation on isotropic black hole spacetimes to obtain isotropic cosmological black hole spacetimes. The latter approach is found to produce cosmological black holes with energymomentum tensors that are physical throughout spacetime, unlike previous solutions for cosmological black holes, which violate the energy conditions in some region of spacetime. In addition, it is demonstrated that radiationdominated and matterdominated Einsteinde Sitter universes can be directly matched across a hypersurface of constant time, and this is used to generate the rst solutions for primordial black holes that evolve from being in radiationdominated background universes to matterdominated background universes. Finally, the Weyl curvature, volume expansion, velocity eld, shear, and acceleration are calculated for the cosii mological black holes. Since the nonisotropic black holes introduce shear, according to Raychaudhuri's equation they will tend to decrease the volume expansion of the universe. Unlike several studies that have suggested the relativistic backreaction of inhomogeneities would lead to an accelerating expansion of the universe, it is concluded that shear should be the most likely in
uence of inhomogeneities, so they should most likely decrease the universe's expansion. iii
Behavioral theories and the neurophysiology of reward,
 Annu. Rev. Psychol.
, 2006
"... ■ Abstract The functions of rewards are based primarily on their effects on behavior and are less directly governed by the physics and chemistry of input events as in sensory systems. Therefore, the investigation of neural mechanisms underlying reward functions requires behavioral theories that can ..."
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Cited by 187 (0 self)
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of reward functions. One of the earliest scientifically driven definitions of reward function comes from 90 SCHULTZ relevant what the dog feels (notion 2). Yet we will see that this definition is a key to neurobiological studies. Around this time, Reward objects for animals are primarily vegetative
Anonymous Hierarchical IdentityBased Encryption (Without Random Oracles). In: Dwork
 CRYPTO 2006. LNCS,
, 2006
"... Abstract We present an identitybased cryptosystem that features fully anonymous ciphertexts and hierarchical key delegation. We give a proof of security in the standard model, based on the mild Decision Linear complexity assumption in bilinear groups. The system is efficient and practical, with sm ..."
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Cited by 119 (10 self)
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, C 2 , C 3 , C 4 ] denote the challenge ciphertext given to the adversary during a real attack. Additionally, let R be a random element of G T , and R , R be random elements of G. We define the following hybrid games which differ on what challenge ciphertext is given by the simulator to the adversary
What is "ObjectOriented Programming"?
, 1991
"... "ObjectOriented Programming" and "Data Abstraction" have become very common terms. Unfortunately, few people agree on what they mean. I will offer informal definitions that appear to make sense in the context of languages like Ada, C++, Modula2, Simula, and Smalltalk. The gen ..."
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Cited by 75 (0 self)
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"ObjectOriented Programming" and "Data Abstraction" have become very common terms. Unfortunately, few people agree on what they mean. I will offer informal definitions that appear to make sense in the context of languages like Ada, C++, Modula2, Simula, and Smalltalk
1On the Identifiability of Overcomplete Dictionaries via the Minimisation Principle Underlying KSVD
, 2013
"... This article gives theoretical insights into the performance of KSVD, a dictionary learning algorithm that has gained significant popularity in practical applications. The particular question studied here is when a dictionary Φ ∈ Rd×K can be recovered as local minimum of the minimisation criterion ..."
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This article gives theoretical insights into the performance of KSVD, a dictionary learning algorithm that has gained significant popularity in practical applications. The particular question studied here is when a dictionary Φ ∈ Rd×K can be recovered as local minimum of the minimisation criterion underlying KSVD from a set of N training signals yn = Φxn. A theoretical analysis of the problem leads to two types of identifiability results assuming the training signals are generated from a tight frame with coefficients drawn from a random symmetric distribution. First asymptotic results showing, that in expectation the generating dictionary can be recovered exactly as a local minimum of the KSVD criterion if the coefficient distribution exhibits sufficient decay. This decay can be characterised by the coherence of the dictionary and the `1norm of the coefficients. Based on the asymptotic results it is further demonstrated that given a finite number of training samples N, such that N / logN = O(K3d), except with probability O(N−Kd) there is a local minimum of the KSVD criterion within distance O(KN−1/4) to the generating dictionary. Index Terms dictionary learning, sparse coding, KSVD, finite sample size, sampling complexity, dictionary identification, minimisation criterion, sparse representation 1
Whom You Know Matters: Venture Capital Networks and Investment Performance,
 Journal of Finance
, 2007
"... Abstract Many financial markets are characterized by strong relationships and networks, rather than arm'slength, spotmarket transactions. We examine the performance consequences of this organizational choice in the context of relationships established when VCs syndicate portfolio company inv ..."
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Cited by 138 (8 self)
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to their portfolio companies, such as addressing weaknesses in the original business plan or the entrepreneurial team (Kaplan and Strömberg (2004)), professionalizing the company (Hellmann and Puri In addition to measures of how well networked each VC is, we require data on the performance of VC investments. We
ABSTRACT Title of dissertation: Weakly Compressible NavierStokes Approximation of Gas Dynamics
"... This dissertation addresses mathematical issues regarding weakly compressible approximations of gas dynamics that arise both in fluid dynamical and in kinetic settings. These approximations are derived in regimes in which (1) transport coefficients (viscosity and thermal conductivity) are small and ..."
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and (2) the gas is near an absolute equilibrium — a spatially uniform, stationary state. When we consider regimes in which both the transport scales and Re vanish, we derive the weakly compressible Stokes approximation — a linear system. When we consider regimes in which the transport scales vanish
1 Interference Channel with an OutofBand Relay
"... Abstract—A Gaussian interference channel (IC) with a relay is considered. The relay is assumed to operate over an orthogonal band with respect to the underlying IC, and the overall system is referred to as IC with an outofband relay (ICOBR). The system can be seen as operating over two parallel i ..."
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Abstract—A Gaussian interference channel (IC) with a relay is considered. The relay is assumed to operate over an orthogonal band with respect to the underlying IC, and the overall system is referred to as IC with an outofband relay (ICOBR). The system can be seen as operating over two parallel
Longerterm effects of Head Start
 American Economic Review
, 2002
"... Abstract Public early intervention programs like Head Start are often justified as investments in children. Yet nothing is known about the longterm effects of Head Start. This paper draws on unique data from the Panel Study of Income Dynamics to provide new evidence on the effects of Head Start on ..."
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Cited by 131 (5 self)
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Abstract Public early intervention programs like Head Start are often justified as investments in children. Yet nothing is known about the longterm effects of Head Start. This paper draws on unique data from the Panel Study of Income Dynamics to provide new evidence on the effects of Head Start
Results 1  10
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872