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An equilibrium characterization of the term structure.
 J. Financial Econometrics
, 1977
"... The paper derives a general form of the term structure of interest rates. The following assumptions are made: (A.l) The instantaneous (spot) interest rate follows a diffusion process; (A.2) the price of a discount bond depends only on the spot rate over its term; and (A.3) the market is efficient. ..."
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Cited by 1041 (0 self)
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is given in the form of a stochastic integral representation. An interpretation of the bond pricing formula is provided. The model is illustrated on a specific case.
Uniform proofs as a foundation for logic programming
 ANNALS OF PURE AND APPLIED LOGIC
, 1991
"... A prooftheoretic characterization of logical languages that form suitable bases for Prologlike programming languages is provided. This characterization is based on the principle that the declarative meaning of a logic program, provided by provability in a logical system, should coincide with its ..."
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Cited by 428 (122 self)
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A prooftheoretic characterization of logical languages that form suitable bases for Prologlike programming languages is provided. This characterization is based on the principle that the declarative meaning of a logic program, provided by provability in a logical system, should coincide
Critical Behavior in the Satisfiability of Random Boolean Formulae
 Science
, 1994
"... The satisfiability of randomly generated Boolean formulae with k variables per clause is a popular testbed for the performance of search algorithms in artificial intelligence and computer science. For k = 2, formulae are almost aways satisfiable when the ratio of clauses to variables is less than ..."
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Cited by 179 (11 self)
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than 1; for ratios larger than 1, the formulae are almost never satisfiable. We present data showing a similar threshold behavior for higher values of k. We also show how finitesize scaling, a method from statistical physics, can be used to characterize size dependent effects near the threshold
ManyValued Modal Logics
 Fundamenta Informaticae
, 1992
"... . Two families of manyvalued modal logics are investigated. Semantically, one family is characterized using Kripke models that allow formulas to take values in a finite manyvalued logic, at each possible world. The second family generalizes this to allow the accessibility relation between worlds a ..."
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Cited by 273 (16 self)
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. Two families of manyvalued modal logics are investigated. Semantically, one family is characterized using Kripke models that allow formulas to take values in a finite manyvalued logic, at each possible world. The second family generalizes this to allow the accessibility relation between worlds
Hard and Easy Distributions of SAT Problems
, 1992
"... We report results from largescale experiments in satisfiability testing. As has been observed by others, testing the satisfiability of random formulas often appears surprisingly easy. Here we show that by using the right distribution of instances, and appropriate parameter values, it is possible to ..."
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Cited by 255 (20 self)
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to generate random formulas that are hard, that is, for which satisfiability testing is quite difficult. Our results provide a benchmark for the evaluation of satisfiabilitytesting procedures. Introduction Many computational tasks of interest to AI, to the extent that they can be precisely characterized
The geometry of optimal transportation
 Acta Math
, 1996
"... A classical problem of transporting mass due to Monge and Kantorovich is solved. Given measures µ and ν on R d, we find the measurepreserving map y(x) between them with minimal cost — where cost is measured against h(x − y) withhstrictly convex, or a strictly concave function of x − y. This map i ..."
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Cited by 240 (33 self)
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is unique: it is characterized by the formula y(x) =x−(∇h) −1 (∇ψ(x)) and geometrical restrictions on ψ. Connections with mathematical economics, numerical computations, and the MongeAmpère equation are sketched. ∗ Both authors gratefully acknowledge the support provided by postdoctoral fellowships: WG at
Combining evidence using pvalues: Application to sequence homology searches
 Bioinformatics
, 1998
"... Motivation: To illustrate an intuitive and statistically valid method for combining independent sources of evidence that yields a pvalue for the complete evidence, and to apply it to the problem of detecting simultaneous matches to multiple patterns in sequence homology searches. Results: In seque ..."
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Cited by 228 (13 self)
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the significance of the observed match of a macromolecular sequence (DNA or protein) to a set of patterns (motifs) that characterize a biological sequence family. An intuitive way to do this is to express each piece of evidence as a pvalue, and then use the product of these pvalues as the measure of membership
Envelope Theorems for Arbitrary Choice Sets
 ECONOMETRICA
, 2002
"... The standard envelope theorems apply to choice sets with convex and topological structure, providing sufficient conditions for the value function to be differentiable in a parameter and characterizing its derivative. This paper studies optimization with arbitrary choice sets and shows that the tradi ..."
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Cited by 211 (8 self)
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The standard envelope theorems apply to choice sets with convex and topological structure, providing sufficient conditions for the value function to be differentiable in a parameter and characterizing its derivative. This paper studies optimization with arbitrary choice sets and shows
Strategyproof Sharing of Submodular Costs: budget balance versus efficiency
, 1999
"... A service is produced for a set of agents. The service is binary, each agent either receives service or not, and the total cost of service is a submodular function of the set receiving service. We investigate strategyproof mechanisms that elicit individual willingness to pay, decide who is served ..."
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Cited by 201 (19 self)
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to the family of cost sharing formulae where an agent's cost share does not decrease when the set of users expand. The mechanism associated with the Shapley value cost sharing formula is characterized by the property that its worst welfare loss is minimal. When we require efficiency rather than budget
Results 1  10
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3,575