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Results 1 - 10
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4,442
Trading is hazardous to your wealth: The common stock investment performance of individual investors
- JOURNAL OF FINANCE
, 2000
"... Individual investors who hold common stocks directly pay a tremendous performance penalty for active trading. Of 66,465 households with accounts at a large discount broker during 1991 to 1996, those that trade most earn an annual return of 11.4 percent, while the market returns 17.9 percent. The ave ..."
Abstract
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Cited by 494 (27 self)
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Individual investors who hold common stocks directly pay a tremendous performance penalty for active trading. Of 66,465 households with accounts at a large discount broker during 1991 to 1996, those that trade most earn an annual return of 11.4 percent, while the market returns 17.9 percent
A Case for End System Multicast
- in Proceedings of ACM Sigmetrics
, 2000
"... Abstract — The conventional wisdom has been that IP is the natural protocol layer for implementing multicast related functionality. However, more than a decade after its initial proposal, IP Multicast is still plagued with concerns pertaining to scalability, network management, deployment and suppor ..."
Abstract
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Cited by 1290 (24 self)
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of multicast support from routers to end systems has the potential to address most problems associated with IP Multicast. However, the key concern is the performance penalty associated with such a model. In particular, End System Multicast introduces duplicate packets on physical links and incurs larger end
Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
, 2001
"... Variable selection is fundamental to high-dimensional statistical modeling, including nonparametric regression. Many approaches in use are stepwise selection procedures, which can be computationally expensive and ignore stochastic errors in the variable selection process. In this article, penalized ..."
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Cited by 948 (62 self)
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likelihood approaches are proposed to handle these kinds of problems. The proposed methods select variables and estimate coefficients simultaneously. Hence they enable us to construct confidence intervals for estimated parameters. The proposed approaches are distinguished from others in that the penalty
The adaptive LASSO and its oracle properties
- Journal of the American Statistical Association
"... The lasso is a popular technique for simultaneous estimation and variable selection. Lasso variable selection has been shown to be consistent under certain conditions. In this work we derive a necessary condition for the lasso variable selection to be consistent. Consequently, there exist certain sc ..."
Abstract
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Cited by 683 (10 self)
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scenarios where the lasso is inconsistent for variable selection. We then propose a new version of the lasso, called the adaptive lasso, where adaptive weights are used for penalizing different coefficients in the!1 penalty. We show that the adaptive lasso enjoys the oracle properties; namely, it performs
Lag length selection and the construction of unit root tests with good size and power
- Econometrica
, 2001
"... It is widely known that when there are errors with a moving-average root close to −1, a high order augmented autoregression is necessary for unit root tests to have good size, but that information criteria such as the AIC and the BIC tend to select a truncation lag (k) that is very small. We conside ..."
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Cited by 558 (14 self)
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consider a class of Modified Information Criteria (MIC) with a penalty factor that is sample dependent. It takes into account the fact that the bias in the sum of the autoregressive coefficients is highly dependent on k and adapts to the type of deterministic components present. We use a local asymptotic
Securing skeletal systems with limited performance penalty: The muskel experience
- JOURNAL OF SYSTEMS ARCHITECTURE
, 2008
"... ..."
Split Register Allocation: Linear Complexity Without the Performance Penalty
- in "International Conference on High-Performance Embedded Architectures and Compilers (HiPEAC’10)", Lecture Notes in Computer Science
, 2010
"... Traditional bytecode language tool chains distribute the roles among offline and online compilers. Verification and code compaction are typically assigned to ofinria-00551513, ..."
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Cited by 3 (1 self)
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Traditional bytecode language tool chains distribute the roles among offline and online compilers. Verification and code compaction are typically assigned to ofinria-00551513,
AIRPIME: BEATING REQUIREMERTS, METHODS OF PROTHCTION, MJD PERFORMANCE PENALTIES
, 1953
"... Page 47, fIgure 6: The explanation of the dash-dot line should read. "Sur-face temperature constant." NACA TN 2866 ..."
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Page 47, fIgure 6: The explanation of the dash-dot line should read. "Sur-face temperature constant." NACA TN 2866
Analyzing area and performance penalty of protecting different digital modules with Hamming code and triple modular redundancy
- Integrated Circuits and Systems Design, 15th Symposium on, 9-14 Sept. 2002 Page(s):95 – 100
, 2002
"... This work compares two fault tolerance techniques, Hamming code and Triple Modular Redundancy (TMR), that are largely used to mitigate Single Event Upsets in integrated circuits, in terms of area and performance penalty. Both techniques were implemented in VHDL and tested in two target applications: ..."
Abstract
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Cited by 13 (1 self)
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This work compares two fault tolerance techniques, Hamming code and Triple Modular Redundancy (TMR), that are largely used to mitigate Single Event Upsets in integrated circuits, in terms of area and performance penalty. Both techniques were implemented in VHDL and tested in two target applications
Improving Host Security with System Call Policies
- In Proceedings of the 12th Usenix Security Symposium
, 2002
"... We introduce a system that eliminates the need to run programs in privileged process contexts. Using our system, programs run unprivileged but may execute certain operations with elevated privileges as determined by a configurable policy eliminating the need for suid or sgid binaries. We present the ..."
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