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2,727
Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts
"... Volatility permeates modern financial theories and decision making processes. As such, accurate measures and good forecasts of future volatility are critical for the implementation and evaluation of asset and derivative pricing theories as well as trading and hedging strategies. In response to this, ..."
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Cited by 561 (45 self)
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, in empirically realistic situations the models actually produce strikingly accurate interdaily forecasts f...
Towards the Wild: Evaluating museum installations in semi-realistic situations
"... In this paper we discuss our experiences of conducting user evaluations of technological installations for the new Robert Burns Birthplace museum and the challenges associating with doing this. We believed it to be important to avoid a sterile lab situation, and to be able to observe the social dyna ..."
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Cited by 1 (0 self)
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In this paper we discuss our experiences of conducting user evaluations of technological installations for the new Robert Burns Birthplace museum and the challenges associating with doing this. We believed it to be important to avoid a sterile lab situation, and to be able to observe the social
SURFACE RECONSTRUCTION AND DISPLAY FROM RANGE AND COLOR DATA UNDER REALISTIC SITUATION
"... ABSTRACT This paper deals the problem of scanning both the color and geometry of real objects and displaying realistic images of the scanned objects from arbitrary viewpoints. A complete system that uses a stereo camera system with active lighting to scan the object surface geometry and color as vi ..."
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ABSTRACT This paper deals the problem of scanning both the color and geometry of real objects and displaying realistic images of the scanned objects from arbitrary viewpoints. A complete system that uses a stereo camera system with active lighting to scan the object surface geometry and color
The SPLASH-2 programs: Characterization and methodological considerations
- INTERNATIONAL SYMPOSIUM ON COMPUTER ARCHITECTURE
, 1995
"... The SPLASH-2 suite of parallel applications has recently been released to facilitate the study of centralized and distributed shared-address-space multiprocessors. In this context, this paper has two goals. One is to quantitatively characterize the SPLASH-2 programs in terms of fundamental propertie ..."
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Cited by 1420 (12 self)
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sets of the applications, we describe which operating points in terms of cache size and problem size are representative of realistic situations, which are not, and which re redundant. Using SPLASH-2 as an example, we hope to convey the importance of understanding the interplay of problem size, number
Valuing American options by simulation: A simple least-squares 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 path-dependent 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 jump-diffusion process and valuing an America11 swaption in a 20
Dynamo: A Transparent Dynamic Optimization System
- ACM SIGPLAN NOTICES
, 2000
"... We describe the design and implementation of Dynamo, a software dynamic optimization system that is capable of transparently improving the performance of a native instruction stream as it executes on the processor. The input native instruction stream to Dynamo can be dynamically generated (by a JIT ..."
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Cited by 479 (2 self)
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for example), or it can come from the execution of a statically compiled native binary. This paper evaluates the Dynamo system in the latter, more challenging situation, in order to emphasize the limits, rather than the potential, of the system. Our experiments demonstrate that even statically optimized
The Teacher’s Role in Supporting Students’ Connections Between Realistic Situations and Conventional Symbol Systems
"... We use the notion of focusing phenomena to help explain how a teacher’s actions were connected to her students ’ interpretations of a linear equation. This study was conducted in a high-school classroom that regularly emphasised dependency relationships in real-world situations. Seven interviews rev ..."
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Cited by 1 (0 self)
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situations to conventional representations. Current reform efforts in algebra instruction in several countries emphasise mathematical modelling, the use of realistic problem situations, and a pedagogical approach toward functions based on the notions of change and dependency (Fey, 1990; Kaput &
Realistic
"... Carbon nanotubes (CNTs) are a fascinating subject for curiosity-driven research. But will they give rise to commercially viable applications? CNTs are rolled up sheets of sp2 bonded graphite with no surface broken bonds. Their possible applications1,2 arise from the remarkable properties of single-w ..."
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. Supplies of multi-walled nanotubes (MWNTs) or nanofibers have been available from Hyperion Catalysis International, but under constraint and only as preformed composites. The supply situation is now improving with several firms producing on a larger scale, such as CNI, Showa Denko, Thomas Swan, and Nanocyl
Realistic Input Models for Geometric Algorithms
- IN PROC. 13TH ANNU. ACM SYMPOS. COMPUT. GEOM
, 1997
"... Many algorithms developed in computational geometry are needlessly complicated and slow because they have to be prepared for very complicated, hypothetical inputs. To avoid this, realistic models are needed that describe the properties that realistic inputs have, so that algorithms can de designed t ..."
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Cited by 93 (21 self)
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that take advantage of these properties. This can lead to algorithms that are provably efficient in realistic situations. We obtain some fundamental results in this research direction. In particular, we have the following results. ffl We show the relations between various models that have been proposed
EXPLORING REALISTIC BAYESIAN MODELING SITUATIONS
"... The study reported in the present paper is part of a larger project, which aims to explore possibilities and challenges in developing a teaching practice that supports students ' INTRODUCTION Models are essential to mathematics. We develop mathematical models to understand the world and to ..."
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for structuring teaching and learning of Bayesian modeling in school. A modeling sequence takes departure from some concrete, realistic situation that begs to be modeled
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