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127,974
LucasKanade 20 Years On: A Unifying Framework: Part 3
 International Journal of Computer Vision
, 2002
"... Since the LucasKanade algorithm was proposed in 1981 image alignment has become one of the most widely used techniques in computer vision. Applications range from optical flow, tracking, and layered motion, to mosaic construction, medical image registration, and face coding. Numerous algorithms hav ..."
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Cited by 706 (30 self)
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appearance variation with the robust error functions described in Part 2 of this series. We first derive robust versions of the simultaneous and normalization algorithms. Since both of these algorithms are very inefficient, as in Part 2 we derive efficient approximations based on spatial coherence. We end
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 517 (17 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
Climate and atmospheric history of the past 420,000 years from the Vostok ice core,
 Antarctica. Nature
, 1999
"... Antarctica has allowed the extension of the ice record of atmospheric composition and climate to the past four glacialinterglacial cycles. The succession of changes through each climate cycle and termination was similar, and atmospheric and climate properties oscillated between stable bounds. Inte ..."
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Cited by 716 (15 self)
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420,000 years. The late Quaternary period (the past one million years) is punctuated by a series of large glacialinterglacial changes with cycles that last about 100,000 years (ref. 1). Glacialinterglacial climate changes are documented by complementary climate records 1,2 largely derived from deep
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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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
Improving retrieval performance by relevance feedback
 Journal of the American Society for Information Science
, 1990
"... Relevance feedback is an automatic process, introduced over 20 years ago, designed to produce improved query formulations following an initial retrieval operation. The principal relevance feedback methods described over the years are examined briefly, and evaluation data are included to demonstrate ..."
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Cited by 756 (6 self)
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Relevance feedback is an automatic process, introduced over 20 years ago, designed to produce improved query formulations following an initial retrieval operation. The principal relevance feedback methods described over the years are examined briefly, and evaluation data are included to demonstrate
What is Twitter, a Social Network or a News Media?
"... Twitter, a microblogging service less than three years old, commands more than 41 million users as of July 2009 and is growing fast. Twitter users tweet about any topic within the 140character limit and follow others to receive their tweets. The goal of this paper is to study the topological charac ..."
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Cited by 991 (12 self)
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Twitter, a microblogging service less than three years old, commands more than 41 million users as of July 2009 and is growing fast. Twitter users tweet about any topic within the 140character limit and follow others to receive their tweets. The goal of this paper is to study the topological
Valuing American options by simulation: A simple leastsquares approach
 Review of Financial Studies
, 2001
"... This article presents a simple yet powerful new approach for approximating the value of America11 options by simulation. The kcy to this approach is the use of least squares to estimate the conditional expected payoff to the optionholder from continuation. This makes this approach readily applicable ..."
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Cited by 517 (9 self)
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applicable in pathdependent and multifactor situations where traditional finite difference techniques cannot be used. We illustrate this technique with several realistic exatnples including valuing an option when the underlying asset follows a jumpdiffusion process and valuing an America11 swaption in a 20
A yieldfactor model of interest rates
 Math. Finance
, 1996
"... This paper presents a consistent and arbitragefree multifactor model of the term structure of interest rates in which yields at selected fixed maturities follow a parametric multivariate Markov diffusion process with “stochastic volatility. ” The yield of any zerocoupon bond is taken to be a matur ..."
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Cited by 665 (23 self)
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This paper presents a consistent and arbitragefree multifactor model of the term structure of interest rates in which yields at selected fixed maturities follow a parametric multivariate Markov diffusion process with “stochastic volatility. ” The yield of any zerocoupon bond is taken to be a
Modular elliptic curves and Fermat’s Last Theorem
 ANNALS OF MATH
, 1995
"... When Andrew John Wiles was 10 years old, he read Eric Temple Bell’s The Last Problem and was so impressed by it that he decided that he would be the first person to prove Fermat’s Last Theorem. This theorem states that there are no nonzero integers a, b, c, n with n> 2 such that a n + b n = c n ..."
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Cited by 617 (2 self)
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When Andrew John Wiles was 10 years old, he read Eric Temple Bell’s The Last Problem and was so impressed by it that he decided that he would be the first person to prove Fermat’s Last Theorem. This theorem states that there are no nonzero integers a, b, c, n with n> 2 such that a n + b n = c
Option pricing when underlying stock returns are discontinuous
 Journal of Financial Economics
, 1976
"... The validity of the classic BlackScholes option pricing formula dcpcnds on the capability of investors to follow a dynamic portfolio strategy in the stock that replicates the payoff structure to the option. The critical assumption required for such a strategy to be feasible, is that the underlying ..."
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Cited by 1001 (3 self)
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The validity of the classic BlackScholes option pricing formula dcpcnds on the capability of investors to follow a dynamic portfolio strategy in the stock that replicates the payoff structure to the option. The critical assumption required for such a strategy to be feasible, is that the underlying
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