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16,732
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, ..."
Abstract
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Cited by 561 (45 self)
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volatility persistence. Meanwhile, when judged by standard forecast evaluation criteria, based on the squared or absolute returns over daily or longer forecast horizons, standard volatility models provide seemingly poor forecasts. The present paper demonstrates that, contrary to this contention
The R*-tree: an efficient and robust access method for points and rectangles
- INTERNATIONAL CONFERENCE ON MANAGEMENT OF DATA
, 1990
"... The R-tree, one of the most popular access methods for rectangles, is based on the heuristic optimization of the area of the enclosing rectangle in each inner node. By running numerous experiments in a standardized testbed under highly varying data, queries and operations, we were able to design the ..."
Abstract
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Cited by 1262 (74 self)
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The R-tree, one of the most popular access methods for rectangles, is based on the heuristic optimization of the area of the enclosing rectangle in each inner node. By running numerous experiments in a standardized testbed under highly varying data, queries and operations, we were able to design
Power-law distributions in empirical data
- ISSN 00361445. doi: 10.1137/ 070710111. URL http://dx.doi.org/10.1137/070710111
, 2009
"... Power-law distributions occur in many situations of scientific interest and have significant consequences for our understanding of natural and man-made phenomena. Unfortunately, the empirical detection and characterization of power laws is made difficult by the large fluctuations that occur in the t ..."
Abstract
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Cited by 607 (7 self)
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in the tail of the distribution. In particular, standard methods such as least-squares fitting are known to produce systematically biased estimates of parameters for power-law distributions and should not be used in most circumstances. Here we describe statistical techniques for making accurate parameter
Keying hash functions for message authentication
, 1996
"... The use of cryptographic hash functions like MD5 or SHA for message authentication has become a standard approach inmanyInternet applications and protocols. Though very easy to implement, these mechanisms are usually based on ad hoc techniques that lack a sound security analysis. We present new cons ..."
Abstract
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Cited by 611 (39 self)
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The use of cryptographic hash functions like MD5 or SHA for message authentication has become a standard approach inmanyInternet applications and protocols. Though very easy to implement, these mechanisms are usually based on ad hoc techniques that lack a sound security analysis. We present new
Human domination of Earth’s ecosystems
- Science
, 1997
"... Human alteration of Earth is substantial and growing. Between one-third and one-half interact with the atmosphere, with aquatic of the land surface has been transformed by human action; the carbon dioxide con- systems, and with surrounding land. Morecentration in the atmosphere has increased by near ..."
Abstract
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Cited by 609 (7 self)
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rironmental change. is put to use by humanity; and about one-quarter of the bird species on Earth have been The measurement of land transformadriven to extinction. By these and other standards, it is clear that we live on a human- tion on a global scale is challenging; changdominated planet. es can
Toward an instance theory of automatization
- Psychological Review
, 1988
"... This article presents a theory in which automatization is construed as the acquisition of a domain-specific knowledge base, formed of separate representations, instances, of each exposure to the task. Processing is considered automatic if it relies on retrieval of stored instances, which will occur ..."
Abstract
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Cited by 647 (38 self)
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-up and predicts a power-function reduction in the standard deviation that is constrained to have the same exponent as the power function for the speed-up. The theory accounts for qualitative properties as well, explaining how some may disappear and others appear with practice. More generally, it provides
Increasing Returns and Economic Geography
- Journal of Political Economy
, 1991
"... This paper develops a simple model that shows how a country can endogenously become differentiated into an industrialized "core" and an agricultural "periphery. " In order to realize scale economies while minimizing transport costs, manufacturing firms tend to locate in the regio ..."
Abstract
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Cited by 1811 (7 self)
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of factors of production in space-occupies a relatively small part of standard economic analysis. International trade theory, in particular, conventionally treats nations as dimensionless points (and frequently assumes zero transportation costs between countries as well). Admittedly, models descended from
Pregel: A system for large-scale graph processing
- IN SIGMOD
, 2010
"... Many practical computing problems concern large graphs. Standard examples include the Web graph and various social networks. The scale of these graphs—in some cases billions of vertices, trillions of edges—poses challenges to their efficient processing. In this paper we present a computational model ..."
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Cited by 496 (0 self)
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Many practical computing problems concern large graphs. Standard examples include the Web graph and various social networks. The scale of these graphs—in some cases billions of vertices, trillions of edges—poses challenges to their efficient processing. In this paper we present a computational
Tor: The secondgeneration onion router,”
- in 13th USENIX Security Symposium. Usenix,
, 2004
"... Abstract We present Tor, a circuit-based low-latency anonymous communication service. This second-generation Onion Routing system addresses limitations in the original design by adding perfect forward secrecy, congestion control, directory servers, integrity checking, configurable exit policies, an ..."
Abstract
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Cited by 1229 (33 self)
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, and a practical design for location-hidden services via rendezvous points. Tor works on the real-world Internet, requires no special privileges or kernel modifications, requires little synchronization or coordination between nodes, and provides a reasonable tradeoff between anonymity, usability
Illusion and well-being: A social psychological perspective on mental health.
- Psychological Bulletin,
, 1988
"... Many prominent theorists have argued that accurate perceptions of the self, the world, and the future are essential for mental health. Yet considerable research evidence suggests that overly positive selfevaluations, exaggerated perceptions of control or mastery, and unrealistic optimism are charac ..."
Abstract
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Cited by 988 (20 self)
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the terms error and bias for a broader term, illusion. There are several reasons for this change in terminology. Error and bias imply short-term mistakes and distortions, respectively, that might be caused by careless oversight or other temporary negligences (cf. Funder, 1987). Illusion, in contrast
Results 1 - 10
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16,732
