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Term Premia and Interest Rate Forecasts in Affine Models

by Gregory R. Duffee, Jonathan Berk, Rob Bliss, Qiang Dai, Darrell Duffie , 2001
"... I find that the standard class of a#ne models produces poor forecasts of future changes in Treasury yields. Better forecasts are generated by assuming that yields follow random walks. The failure of these models is driven by one of their key features: The compensation that investors receive for faci ..."
Abstract - Cited by 454 (13 self) - Add to MetaCart
I find that the standard class of a#ne models produces poor forecasts of future changes in Treasury yields. Better forecasts are generated by assuming that yields follow random walks. The failure of these models is driven by one of their key features: The compensation that investors receive

Reflectance and texture of real-world surfaces

by Kristin J. Dana, Bram van Ginneken, Shree K. Nayar, Jan J. Koenderink - ACM TRANS. GRAPHICS , 1999
"... In this work, we investigate the visual appearance of real-world surfaces and the dependence of appearance on scale, viewing direction and illumination direction. At ne scale, surface variations cause local intensity variation or image texture. The appearance of this texture depends on both illumina ..."
Abstract - Cited by 590 (23 self) - Add to MetaCart
In this work, we investigate the visual appearance of real-world surfaces and the dependence of appearance on scale, viewing direction and illumination direction. At ne scale, surface variations cause local intensity variation or image texture. The appearance of this texture depends on both

Stochastic Tracking of 3D Human Figures Using 2D Image Motion

by Hedvig Sidenbladh, Michael J. Black, D. J. Fleet - In European Conference on Computer Vision , 2000
"... . A probabilistic method for tracking 3D articulated human gures in monocular image sequences is presented. Within a Bayesian framework, we de ne a generative model of image appearance, a robust likelihood function based on image graylevel dierences, and a prior probability distribution over pose an ..."
Abstract - Cited by 383 (33 self) - Add to MetaCart
. A probabilistic method for tracking 3D articulated human gures in monocular image sequences is presented. Within a Bayesian framework, we de ne a generative model of image appearance, a robust likelihood function based on image graylevel dierences, and a prior probability distribution over pose

DecLiNe – Models for Decay of Links in Networks

by Julia Preusse, Jérôme Kunegis, Matthias Thimm, Sergej Sizov
"... The prediction of graph evolution is an important and chal-lenging problem in the analysis of networks and of the Web in particular. But while the appearance of new links is part of virtually every model of Web growth, the disappearance of links has received much less attention in the literature. To ..."
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. To fill this gap, our approach DecLiNe (an acronym for Decay of Links in Networks) aims to predict link decay in networks, based on structural analysis of corresponding graph models. In analogy to the link prediction problem, we show that anal-ysis of graph structures can help to identify indicators

Markov Localization for Mobile Robots in Dynamic Environments

by Dieter Fox, Wolfram Burgard, Sebastian Thrun - Journal of Artificial Intelligence Research , 1999
"... Localization, that is the estimation of a robot's location from sensor data, is a fundamental problem in mobile robotics. This papers presents a version of Markov localization which provides accurate position estimates and which is tailored towards dynamic environments. The key idea of Marko ..."
Abstract - Cited by 361 (45 self) - Add to MetaCart
of Markov localization is to maintain a probability density over the space of all locations of a robot in its environment. Our approach represents this space metrically, using a ne-grained grid to approximate densities. It is able to globally localize the robot from scratch and to recover from

IMPORTANT: A framework to systematically analyze the Impact of Mobility on Performance of RouTing protocols for Adhoc NeTworks

by Fan Bai, Narayanan Sadagopan, Ahmed Helmy - IEEE INFOCOM , 2003
"... Abstract — A Mobile Ad hoc Network (MANET) is a collection of wireless mobile nodes forming a temporary network without using any existing infrastructure. Since not many MANETs are currently deployed, research in this area is mostly simulation based. Random Waypoint is the commonly used mobility mod ..."
Abstract - Cited by 299 (18 self) - Add to MetaCart
model in these simulations. Random Waypoint is a simple model that may be applicable to some scenarios. However, we believe that it is not sufficient to capture some important mobility characteristics of scenarios in which MANETs may be deployed. Our framework aims to evaluate the impact of different

Nymble: High-Performance Learning Name-Finder

by Daniel M. Bikel, Scott Miller, Richard Schwartz, Ralph Weischedel - In Proceedings of the Fifth Conference on Applied Natural Language Processing , 1997
"... This paper presents a statistical, learned approach to finding names and other non- recursive entities in text (as per the MUC-6 definition of the NE task), using a variant of the standard hidden Markov model. We present our justification for the problem and our approach, a detailed discussion ..."
Abstract - Cited by 326 (8 self) - Add to MetaCart
This paper presents a statistical, learned approach to finding names and other non- recursive entities in text (as per the MUC-6 definition of the NE task), using a variant of the standard hidden Markov model. We present our justification for the problem and our approach, a detailed

The World-Wide Web

by T J Berners-Lee , R Cailliau , J.-F Groff - Communications of the ACM , 1994
"... Abstract Berners-Lee, T.J., R. Cailliau and J.-F. Groff, The world-wide web, Computer Networks and ISDN Systems 25 (1992) 454-459. This paper describes the World-Wide Web (W3) global information system initiative, its protocols and data formats, and how it is used in practice. It discusses the plet ..."
Abstract - Cited by 334 (0 self) - Add to MetaCart
the plethora of different but similar information systems which exist, and how the web unifies them, creating a single information space. We describe the difficulties of information sharing between colleagues, and the basic W3 model of hypertext and searchable indexes. We list the protocols used by W3

NE

by John P. Wisniewski, U Of Washington, Carol A. Grady (nasa Gsfc, The Hst Go- Team
"... Using the unique capabilities of HST NICMOS, we have obtained 2 µm coronagraphic polarimetry and 1 µm coronagraphic imaging of primordial circumstellar disks around several Herbig Ae stars. These data both clarify disk geometry and reveal distinctly different dust scattering properties around differ ..."
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different sources, largely consistent with grain growth to larger sizes around older sources. We here present our coronagraphic images of these disks, and summarize our ongoing analysis and modeling efforts.

www.ccfea.net Comparison of Two Factor CIR and Essentially A ¢ ne Models for the UK Term Structure: from Black Wednesday to the 2008 Credit Crisis

by J. Castellanos, Essentially Affine Models, For The Ul Term Structure , 2009
"... This paper explores the di¤erences and relative goodness of …t of two term structure models, the CIR two factor model and a two factor essentially a ¢ ne model, EA1(2). The latter model generates correlation between the factors and time-varying risk premia. However these characteristics increase the ..."
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This paper explores the di¤erences and relative goodness of …t of two term structure models, the CIR two factor model and a two factor essentially a ¢ ne model, EA1(2). The latter model generates correlation between the factors and time-varying risk premia. However these characteristics increase
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