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Results 1 - 10
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52,587
Bank Runs, Deposit Insurance, and Liquidity
- Journal of Political Economy
, 2000
"... This article develops a model which shows that bank deposit contracts can provide allocations superior to those of exchange markets, offering an explanation of how banks subject to runs can attract deposits. Investors face privately observed risks which lead to a demand for liquidity. Traditional ..."
Abstract
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Cited by 1245 (15 self)
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This article develops a model which shows that bank deposit contracts can provide allocations superior to those of exchange markets, offering an explanation of how banks subject to runs can attract deposits. Investors face privately observed risks which lead to a demand for liquidity
Risks for the long run: A potential resolution of asset pricing puzzles
- JOURNAL OF FINANCE
, 1994
"... We model consumption and dividend growth rates as containing (i) a small long-run predictable component and (ii) fluctuating economic uncertainty (consumption volatility). These dynamics, for which we provide empirical support, in conjunction with Epstein and Zin’s (1989) preferences, can explain ke ..."
Abstract
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Cited by 761 (63 self)
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We model consumption and dividend growth rates as containing (i) a small long-run predictable component and (ii) fluctuating economic uncertainty (consumption volatility). These dynamics, for which we provide empirical support, in conjunction with Epstein and Zin’s (1989) preferences, can explain
Nonparametric model for background subtraction
- in ECCV ’00
, 2000
"... Abstract. Background subtraction is a method typically used to seg-ment moving regions in image sequences taken from a static camera by comparing each new frame to a model of the scene background. We present a novel non-parametric background model and a background subtraction approach. The model can ..."
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Cited by 545 (17 self)
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quickly to changes in the scene which enables very sensitive detection of moving targets. We also show how the model can use color information to suppress detec-tion of shadows. The implementation of the model runs in real-time for both gray level and color imagery. Evaluation shows that this approach
Modeling and Forecasting Realized Volatility
, 2002
"... this paper is built. First, although raw returns are clearly leptokurtic, returns standardized by realized volatilities are approximately Gaussian. Second, although the distributions of realized volatilities are clearly right-skewed, the distributions of the logarithms of realized volatilities are a ..."
Abstract
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Cited by 549 (50 self)
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are approximately Gaussian. Third, the long-run dynamics of realized logarithmic volatilities are well approximated by a fractionally-integrated long-memory process. Motivated by the three ABDL empirical regularities, we proceed to estimate and evaluate a multivariate model for the logarithmic realized volatilities
National debt in a neoclassical growth model.'
- American Economic Review,
"... This paper contains a model designed to serve two purposes, to examine long-run competitive equilibrium in a growth model and then to explore the effects on this equilibrium of government debt. Samuelson [8] has examined the determination of interest rates in a singlecommodity world without durable ..."
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Cited by 698 (0 self)
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This paper contains a model designed to serve two purposes, to examine long-run competitive equilibrium in a growth model and then to explore the effects on this equilibrium of government debt. Samuelson [8] has examined the determination of interest rates in a singlecommodity world without
A Study of Cross-Validation and Bootstrap for Accuracy Estimation and Model Selection
- INTERNATIONAL JOINT CONFERENCE ON ARTIFICIAL INTELLIGENCE
, 1995
"... We review accuracy estimation methods and compare the two most common methods: cross-validation and bootstrap. Recent experimental results on artificial data and theoretical results in restricted settings have shown that for selecting a good classifier from a set of classifiers (model selection), te ..."
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Cited by 1283 (11 self)
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We review accuracy estimation methods and compare the two most common methods: cross-validation and bootstrap. Recent experimental results on artificial data and theoretical results in restricted settings have shown that for selecting a good classifier from a set of classifiers (model selection
A volumetric method for building complex models from range images,”
- in Proceedings of the 23rd annual conference on Computer graphics and interactive techniques. ACM,
, 1996
"... Abstract A number of techniques have been developed for reconstructing surfaces by integrating groups of aligned range images. A desirable set of properties for such algorithms includes: incremental updating, representation of directional uncertainty, the ability to fill gaps in the reconstruction, ..."
Abstract
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Cited by 1020 (17 self)
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with one range image at a time, we first scan-convert it to a distance function, then combine this with the data already acquired using a simple additive scheme. To achieve space efficiency, we employ a run-length encoding of the volume. To achieve time efficiency, we resample the range image to align
A new mathematical model for relative quantification in real-time RT-PCR. Nucleic Acids Res
"... Use of the real-time polymerase chain reaction (PCR) to amplify cDNA products reverse transcribed from mRNA is on the way to becoming a routine tool in molecular biology to study low abundance gene expression. Real-time PCR is easy to perform, provides the necessary accuracy and produces reliable as ..."
Abstract
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Cited by 1088 (4 self)
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included in the model to standardise each reaction run with respect to RNA integrity, sample loading and inter-PCR variations. High accuracy and reproducibility (<2.5 % variation) were reached in LightCycler PCR using the established mathematical model.
The University of Florida sparse matrix collection
- NA DIGEST
, 1997
"... The University of Florida Sparse Matrix Collection is a large, widely available, and actively growing set of sparse matrices that arise in real applications. Its matrices cover a wide spectrum of problem domains, both those arising from problems with underlying 2D or 3D geometry (structural enginee ..."
Abstract
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Cited by 536 (17 self)
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engineering, computational fluid dynamics, model reduction, electromagnetics, semiconductor devices, thermodynamics, materials, acoustics, computer graphics/vision, robotics/kinematics, and other discretizations) and those that typically do not have such geometry (optimization, circuit simulation, networks
Pfinder: Real-time tracking of the human body
- IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE
, 1997
"... Pfinder is a real-time system for tracking people and interpreting their behavior. It runs at 10Hz on a standard SGI Indy computer, and has performed reliably on thousands of people in many different physical locations. The system uses a multiclass statistical model of color and shape to obtain a 2D ..."
Abstract
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Cited by 1482 (48 self)
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Pfinder is a real-time system for tracking people and interpreting their behavior. It runs at 10Hz on a standard SGI Indy computer, and has performed reliably on thousands of people in many different physical locations. The system uses a multiclass statistical model of color and shape to obtain a 2
Results 1 - 10
of
52,587
