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2,628
HORIZON CONDITION HOLDS POINTWISE ON FINITE LATTICE WITH FREE BOUNDARY CONDITIONS
, 1994
"... It is proven that the ”horizon condition”, which was found to characterize the fundamental modular region in continuum theory and the thermodynamic limit of gauge theory on a periodic lattice, holds for every (transverse) configuration on a finite lattice with free boundary conditions. 1. ..."
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Cited by 2 (1 self)
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It is proven that the ”horizon condition”, which was found to characterize the fundamental modular region in continuum theory and the thermodynamic limit of gauge theory on a periodic lattice, holds for every (transverse) configuration on a finite lattice with free boundary conditions. 1.
Common Persistence in Conditional Variances
- ECONOMETRIC REVIEWS
, 1993
"... Since the introduction of the autoregressive conditional heteroskedastic (ARCH) model in Engle (1982), numerous applications of this modeling strategy have already appeared. A common finding in many of these studies with high frequency financial or monetary data concerns the presence of an approxima ..."
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Cited by 347 (20 self)
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to the conditional variance are persistent, in the sense that they remain important for forecasts of all horizons. This idea is readily extended to a multivariate framework. Even though many time series may exhibit persistence in variance, it is likely that several different variables share the same common long
FAU-TP3-02/29 KUGO–OJIMA CONFINEMENT CRITERION, ZWANZIGER–GRIBOV HORIZON CONDITION, AND INFRARED CRITICAL EXPONENTS IN
, 2003
"... The Kugo–Ojima confinement criterion and its relation to the infrared behaviour of the gluon and ghost propagators in Landau gauge QCD are reviewed. The realization of this confinement criterion (which in Landau gauge relates to Zwanziger’s horizon condition) results from quite general properties of ..."
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The Kugo–Ojima confinement criterion and its relation to the infrared behaviour of the gluon and ghost propagators in Landau gauge QCD are reviewed. The realization of this confinement criterion (which in Landau gauge relates to Zwanziger’s horizon condition) results from quite general properties
KUGO–OJIMA CONFINEMENT CRITERION, ZWANZIGER–GRIBOV HORIZON CONDITION, AND INFRARED CRITICAL EXPONENTS IN Landau Gauge QCD
, 2003
"... The Kugo–Ojima confinement criterion and its relation to the infrared behaviour of the gluon and ghost propagators in Landau gauge QCD are reviewed. The realization of this confinement criterion (which in Landau gauge relates to Zwanziger’s horizon condition) results from quite general properties of ..."
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The Kugo–Ojima confinement criterion and its relation to the infrared behaviour of the gluon and ghost propagators in Landau gauge QCD are reviewed. The realization of this confinement criterion (which in Landau gauge relates to Zwanziger’s horizon condition) results from quite general properties
On the Horizon
"... Computer system and network security is increasingly Worse, more complex problems such as race conditions and subtle design errors wait in the wings for the buffer overflow’s demise. Software security problems will be with us for years, and hackers will continue to exploit systems via software defec ..."
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Computer system and network security is increasingly Worse, more complex problems such as race conditions and subtle design errors wait in the wings for the buffer overflow’s demise. Software security problems will be with us for years, and hackers will continue to exploit systems via software
PEGASUS: A policy search method for large MDPs and POMDPs
- In Proceedings of the Sixteenth Conference on Uncertainty in Artificial Intelligence
, 2000
"... We propose a new approach to the problem of searching a space of policies for a Markov decision process (MDP) or a partially observable Markov decision process (POMDP), given a model. Our approach is based on the following observation: Any (PO)MDP can be transformed into an "equivalent&qu ..."
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Cited by 257 (9 self)
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in these transformed POMDPs. Policy search is then simply performed by searching for a policy with high estimated value. We also establish conditions under which our value estimates will be good, recovering theoretical results similar to those of Kearns, Mansour and Ng [7], but with "sample complexity
Estimation of Tail-Related Risk Measures for Heteroscedastic Financial Time Series: an Extreme Value Approach
- Journal of Empirical Finance
, 1998
"... We propose a method for estimating VaR and related risk measures describing the tail of the conditional distribution of a heteroscedastic financial return series. Our approach combines pseudo-maximum-likelihood fitting of GARCH models to estimate the current volatility and extreme value theory (EVT) ..."
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Cited by 239 (6 self)
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the conditional quantiles of returns over multiple-day horizons and find that t...
Sufficient conditions for infinite-horizon . . .
, 2000
"... After a brief survey of the literature about sufficient conditions, we give dierent sucient conditions of optimality for infinite-horizon calculus of variations problems in the general (non concave) case. Some sucient conditions are obtained by extending to the infinite-horizon setting the techniqu ..."
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After a brief survey of the literature about sufficient conditions, we give dierent sucient conditions of optimality for infinite-horizon calculus of variations problems in the general (non concave) case. Some sucient conditions are obtained by extending to the infinite-horizon setting
Estimating Portfolio and Consumption Choice: A Conditional Euler Equations Approach
- JOURNAL OF FINANCE
, 1999
"... This paper develops a nonparametric approach to examine how portfolio and consumption choice depends on variables that forecast time-varying investment opportunities. I estimate single-period and multiperiod portfolio and consumption rules of an investor with constant relative risk aversion and a on ..."
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Cited by 165 (16 self)
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one-month to 20year horizon. The investor allocates wealth to the NYSE index and a 30-day Treasury bill. I find that the portfolio choice varies significantly with the dividend yield, default premium, term premium, and lagged excess return. Furthermore, the optimal decisions depend on the investor’s
Spherically Symmetric Dynamical Horizons
- Class. Quantum Grav
, 2006
"... We study spherically symmetric dynamical horizons (SSDH) in spherically symmetric Einstein/matter spacetimes. We first determine sufficient and necessary conditions for an initial data set for the gravitational and matter fields to satisfy the dynamical horizon condition in the spacetime development ..."
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Cited by 4 (0 self)
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We study spherically symmetric dynamical horizons (SSDH) in spherically symmetric Einstein/matter spacetimes. We first determine sufficient and necessary conditions for an initial data set for the gravitational and matter fields to satisfy the dynamical horizon condition in the spacetime
Results 1 - 10
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