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Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
 REVIEW OF FINANCIAL STUDIES
, 1988
"... In this article we test the random walk hypothesis for weekly stock market returns by comparing variance estimators derived from data sampled at different frequencies. The random walk model is strongly rejected for the entire sample period (19621985) and for all subperiod for a variety of aggrega ..."
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Cited by 492 (18 self)
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In this article we test the random walk hypothesis for weekly stock market returns by comparing variance estimators derived from data sampled at different frequencies. The random walk model is strongly rejected for the entire sample period (19621985) and for all subperiod for a variety
Computational LambdaCalculus and Monads
, 1988
"... The calculus is considered an useful mathematical tool in the study of programming languages, since programs can be identified with terms. However, if one goes further and uses fijconversion to prove equivalence of programs, then a gross simplification 1 is introduced, that may jeopardise the ..."
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Cited by 505 (7 self)
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is about logics for reasoning about programs, in particular for proving equivalence of programs. Following a consolidated tradition in theoretical computer science we identify programs with the closed terms, possibly containing extra constants, corresponding to some features of the programming language
Fast Folding and Comparison of RNA Secondary Structures (The Vienna RNA Package)
"... Computer codes for computation and comparison of RNA secondary structures, the Vienna RNA package, are presented, that are based on dynamic programming algorithms and aim at predictions of structures with minimum free energies as well as at computations of the equilibrium partition functions and bas ..."
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Cited by 812 (119 self)
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and base pairing probabilities. An efficient heuristic for the inverse folding problem of RNA is introduced. In addition we present compact and efficient programs for the comparison of RNA secondary structures based on tree editing and alignment. All computer codes are written in ANSI C. They include
FeatureRich PartofSpeech Tagging with a Cyclic Dependency Network
 IN PROCEEDINGS OF HLTNAACL
, 2003
"... We present a new partofspeech tagger that demonstrates the following ideas: (i) explicit use of both preceding and following tag contexts via a dependency network representation, (ii) broad use of lexical features, including jointly conditioning on multiple consecutive words, (iii) effective ..."
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Cited by 660 (23 self)
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We present a new partofspeech tagger that demonstrates the following ideas: (i) explicit use of both preceding and following tag contexts via a dependency network representation, (ii) broad use of lexical features, including jointly conditioning on multiple consecutive words, (iii
Flexible camera calibration by viewing a plane from unknown orientations
, 1999
"... We propose a flexible new technique to easily calibrate a camera. It only requires the camera to observe a planar pattern shown at a few (at least two) different orientations. Either the camera or the planar pattern can be freely moved. The motion need not be known. Radial lens distortion is modeled ..."
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Cited by 512 (7 self)
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is modeled. The proposed procedure consists of a closedform solution, followed by a nonlinear refinement based on the maximum likelihood criterion. Both computer simulation and real data have been used to test the proposed technique, and very good results have been obtained. Compared with classical
For Most Large Underdetermined Systems of Linear Equations the Minimal ℓ1norm Solution is also the Sparsest Solution
 Comm. Pure Appl. Math
, 2004
"... We consider linear equations y = Φα where y is a given vector in R n, Φ is a given n by m matrix with n < m ≤ An, and we wish to solve for α ∈ R m. We suppose that the columns of Φ are normalized to unit ℓ 2 norm 1 and we place uniform measure on such Φ. We prove the existence of ρ = ρ(A) so that ..."
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Cited by 560 (10 self)
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We consider linear equations y = Φα where y is a given vector in R n, Φ is a given n by m matrix with n < m ≤ An, and we wish to solve for α ∈ R m. We suppose that the columns of Φ are normalized to unit ℓ 2 norm 1 and we place uniform measure on such Φ. We prove the existence of ρ = ρ(A) so
Toward the next generation of recommender systems: A survey of the stateoftheart and possible extensions
 IEEE TRANSACTIONS ON KNOWLEDGE AND DATA ENGINEERING
, 2005
"... This paper presents an overview of the field of recommender systems and describes the current generation of recommendation methods that are usually classified into the following three main categories: contentbased, collaborative, and hybrid recommendation approaches. This paper also describes vario ..."
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Cited by 1420 (21 self)
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This paper presents an overview of the field of recommender systems and describes the current generation of recommendation methods that are usually classified into the following three main categories: contentbased, collaborative, and hybrid recommendation approaches. This paper also describes
Factor Graphs and the SumProduct Algorithm
 IEEE TRANSACTIONS ON INFORMATION THEORY
, 1998
"... A factor graph is a bipartite graph that expresses how a "global" function of many variables factors into a product of "local" functions. Factor graphs subsume many other graphical models including Bayesian networks, Markov random fields, and Tanner graphs. Following one simple c ..."
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Cited by 1787 (72 self)
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A factor graph is a bipartite graph that expresses how a "global" function of many variables factors into a product of "local" functions. Factor graphs subsume many other graphical models including Bayesian networks, Markov random fields, and Tanner graphs. Following one simple
Stochastic Perturbation Theory
, 1988
"... . In this paper classical matrix perturbation theory is approached from a probabilistic point of view. The perturbed quantity is approximated by a firstorder perturbation expansion, in which the perturbation is assumed to be random. This permits the computation of statistics estimating the variatio ..."
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Cited by 886 (35 self)
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. Two principal problems of matrix perturbation theory are the following. Given a matrix E, pr...
Near Optimal Signal Recovery From Random Projections: Universal Encoding Strategies?
, 2004
"... Suppose we are given a vector f in RN. How many linear measurements do we need to make about f to be able to recover f to within precision ɛ in the Euclidean (ℓ2) metric? Or more exactly, suppose we are interested in a class F of such objects— discrete digital signals, images, etc; how many linear m ..."
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Cited by 1513 (20 self)
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law), then it is possible to reconstruct f to within very high accuracy from a small number of random measurements. typical result is as follows: we rearrange the entries of f (or its coefficients in a fixed basis) in decreasing order of magnitude f  (1) ≥ f  (2) ≥... ≥ f  (N), and define the weakℓp ball
Results 1  10
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5,715,397