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Modeling and Forecasting Realized Volatility

by Torben G. Andersen, Tim Bollerslev, Francis X. Diebold, Paul Labys , 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 - Cited by 549 (50 self) - Add to MetaCart
within a standard frictionless arbitrage-free multivariate pricing environment. In section 3 we discuss the practical construction of realized volatilities from high-frequency foreign exchange returns. Next, in section 4 we summarize the salient distributional features of r...

Bayesian Network Classifiers

by Nir Friedman, Dan Geiger, Moises Goldszmidt , 1997
"... Recent work in supervised learning has shown that a surprisingly simple Bayesian classifier with strong assumptions of independence among features, called naive Bayes, is competitive with state-of-the-art classifiers such as C4.5. This fact raises the question of whether a classifier with less restr ..."
Abstract - Cited by 796 (20 self) - Add to MetaCart
Recent work in supervised learning has shown that a surprisingly simple Bayesian classifier with strong assumptions of independence among features, called naive Bayes, is competitive with state-of-the-art classifiers such as C4.5. This fact raises the question of whether a classifier with less

Maximum entropy markov models for information extraction and segmentation

by Andrew McCallum, Dayne Freitag, Fernando Pereira , 2000
"... Hidden Markov models (HMMs) are a powerful probabilistic tool for modeling sequential data, and have been applied with success to many text-related tasks, such as part-of-speech tagging, text segmentation and information extraction. In these cases, the observations are usually modeled as multinomial ..."
Abstract - Cited by 561 (18 self) - Add to MetaCart
as multinomial distributions over a discrete vocabulary, and the HMM parameters are set to maximize the likelihood of the observations. This paper presents a new Markovian sequence model, closely related to HMMs, that allows observations to be represented as arbitrary overlapping features (such as word

Hypertext Transfer Protocol - HTTP/1.1

by R. Fielding, H. Frystyk, Tim Berners-Lee, J. Gettys, J. C. Mogul , 1996
"... The Hypertext Transfer Protocol (HTTP) is an application-level protocol for distributed, collaborative, hypermedia information systems. It is a generic, stateless, object-oriented protocol which can be used for many tasks, such as name servers and distributed object management systems, through exten ..."
Abstract - Cited by 908 (27 self) - Add to MetaCart
The Hypertext Transfer Protocol (HTTP) is an application-level protocol for distributed, collaborative, hypermedia information systems. It is a generic, stateless, object-oriented protocol which can be used for many tasks, such as name servers and distributed object management systems, through

Scalable molecular dynamics with NAMD.

by James C Phillips , Rosemary Braun , Wei Wang , James Gumbart , Emad Tajkhorshid , Elizabeth Villa , Christophe Chipot , Robert D Skeel , Laxmikant Kalé , Klaus Schulten - J Comput Chem , 2005
"... Abstract: NAMD is a parallel molecular dynamics code designed for high-performance simulation of large biomolecular systems. NAMD scales to hundreds of processors on high-end parallel platforms, as well as tens of processors on low-cost commodity clusters, and also runs on individual desktop and la ..."
Abstract - Cited by 849 (63 self) - Add to MetaCart
, and integration methods along with the efficient electrostatics evaluation algorithms employed and temperature and pressure controls used. Features for steering the simulation across barriers and for calculating both alchemical and conformational free energy differences are presented. The motivations for and a

Consensus Problems in Networks of Agents with Switching Topology and Time-Delays

by Reza Olfati Saber, Richard M. Murray , 2003
"... In this paper, we discuss consensus problems for a network of dynamic agents with fixed and switching topologies. We analyze three cases: i) networks with switching topology and no time-delays, ii) networks with fixed topology and communication time-delays, and iii) max-consensus problems (or leader ..."
Abstract - Cited by 1112 (21 self) - Add to MetaCart
leader determination) for groups of discrete-time agents. In each case, we introduce a linear/nonlinear consensus protocol and provide convergence analysis for the proposed distributed algorithm. Moreover, we establish a connection between the Fiedler eigenvalue of the information flow in a network (i

A high-performance, portable implementation of the MPI message passing interface standard

by Ewing Lusk, Nathan Doss, Anthony Skjellum - Parallel Computing , 1996
"... MPI (Message Passing Interface) is a specification for a standard library for message passing that was defined by the MPI Forum, a broadly based group of parallel computer vendors, library writers, and applications specialists. Multiple implementations of MPI have been developed. In this paper, we d ..."
Abstract - Cited by 890 (65 self) - Add to MetaCart
describe MPICH, unique among existing implementations in its design goal of combining portability with high performance. We document its portability and performance and describe the architecture by which these features are simultaneously achieved. We also discuss the set of tools that accompany the free

A logic of authentication

by Michael Burrows, Martín Abadi, Roger Needham - ACM TRANSACTIONS ON COMPUTER SYSTEMS , 1990
"... Questions of belief are essential in analyzing protocols for the authentication of principals in distributed computing systems. In this paper we motivate, set out, and exemplify a logic specifically designed for this analysis; we show how various protocols differ subtly with respect to the required ..."
Abstract - Cited by 1332 (22 self) - Add to MetaCart
Questions of belief are essential in analyzing protocols for the authentication of principals in distributed computing systems. In this paper we motivate, set out, and exemplify a logic specifically designed for this analysis; we show how various protocols differ subtly with respect to the required

Using Bayesian networks to analyze expression data

by Nir Friedman, Michal Linial, Iftach Nachman - Journal of Computational Biology , 2000
"... DNA hybridization arrays simultaneously measure the expression level for thousands of genes. These measurements provide a “snapshot ” of transcription levels within the cell. A major challenge in computational biology is to uncover, from such measurements, gene/protein interactions and key biologica ..."
Abstract - Cited by 1088 (17 self) - Add to MetaCart
biological features of cellular systems. In this paper, we propose a new framework for discovering interactions between genes based on multiple expression measurements. This framework builds on the use of Bayesian networks for representing statistical dependencies. A Bayesian network is a graph-based model

Model checking and abstraction

by Peter J. Clarke, Djuradj Babich, Tariq M. King, B. M. Golam Kibria - ACM Transactions on Programming Languages and Systems , 1994
"... software developers are using the Java language as the language of choice on many applications. This is due to the effective use of the object-oriented (OO) paradigm to develop large software projects and the ability of the Java language to support the increasing use of web technologies in business ..."
Abstract - Cited by 742 (55 self) - Add to MetaCart
applications. The recent release of the Java version 5.0 has further increased its popularity due to the inclusion of new features that exist in other OO languages. The transition from Java 1.4.x to Java 1.5.x has provided the programmer with more flexibility when implementing programs in Java. In this paper
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