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The Determinants of Credit Spread Changes.

by Pierre Collin-Dufresne , Robert S Goldstein , J Spencer Martin , Gurdip Bakshi , Greg Bauer , Dave Brown , Francesca Carrieri , Peter Christoffersen , Susan Christoffersen , Greg Duffee , Darrell Duffie , Vihang Errunza , Gifford Fong , Mike Gallmeyer , Laurent Gauthier , Rick Green , John Griffin , Jean Helwege , Kris Jacobs , Chris Jones , Andrew Karolyi , Dilip Madan , David Mauer , Erwan Morellec , Federico Nardari , N R Prabhala , Tony Sanders , Sergei Sarkissian , Bill Schwert , Ken Singleton , Chester Spatt , René Stulz - Journal of Finance , 2001
"... ABSTRACT Using dealer's quotes and transactions prices on straight industrial bonds, we investigate the determinants of credit spread changes. Variables that should in theory determine credit spread changes have rather limited explanatory power. Further, the residuals from this regression are ..."
Abstract - Cited by 422 (2 self) - Add to MetaCart
curve slope may imply a weakening economy. It is reasonable to believe that the expected recovery rate might decrease in times of recession. 8 Once again, theory predicts that an increase in the Treasury yield curve slope will create a decrease in credit spreads. Changes in Leverage Within

The robust beauty of improper linear models in decision making

by Robyn M. Dawes - American Psychologist , 1979
"... ABSTRACT: Proper linear models are those in which predictor variables are given weights in such a way that the resulting linear composite optimally predicts some criterion of interest; examples of proper linear models are standard regression analysis, discriminant function analysis, and ridge regres ..."
Abstract - Cited by 267 (1 self) - Add to MetaCart
ABSTRACT: Proper linear models are those in which predictor variables are given weights in such a way that the resulting linear composite optimally predicts some criterion of interest; examples of proper linear models are standard regression analysis, discriminant function analysis, and ridge

Toward efficient agnostic learning

by Michael J. Kearns, Robert E. Schapire, Linda M. Sellie, Lisa Hellerstein - In Proceedings of the Fifth Annual ACM Workshop on Computational Learning Theory , 1992
"... Abstract. In this paper we initiate an investigation of generalizations of the Probably Approximately Correct (PAC) learning model that attempt to significantly weaken the target function assumptions. The ultimate goal in this direction is informally termed agnostic learning, in which we make virtua ..."
Abstract - Cited by 231 (8 self) - Add to MetaCart
Abstract. In this paper we initiate an investigation of generalizations of the Probably Approximately Correct (PAC) learning model that attempt to significantly weaken the target function assumptions. The ultimate goal in this direction is informally termed agnostic learning, in which we make

General Correction Mechanisms for Weakening or Reinforcing Belief Functions

by David Mercier
"... Abstract- The discounting operation is a well known operation on belief functions, which has proved to be useful in many applications. However, the discounting operation only allows one to weaken a source, whereas it is sometimes useful to strengthen it when it is deemed to be too cautious. For that ..."
Abstract - Cited by 4 (3 self) - Add to MetaCart
Abstract- The discounting operation is a well known operation on belief functions, which has proved to be useful in many applications. However, the discounting operation only allows one to weaken a source, whereas it is sometimes useful to strengthen it when it is deemed to be too cautious

Synaptic modification by correlated activity: Hebb’s postulate revisited

by Guo-qiang Bi, Mu-ming Poo, Key Words - Annual Review of Neuroscience , 2001
"... ■ Abstract Correlated spiking of pre- and postsynaptic neurons can result in strengthening or weakening of synapses, depending on the temporal order of spiking. Recent findings indicate that there are narrow and cell type–specific temporal windows for such synaptic modification and that the generall ..."
Abstract - Cited by 201 (4 self) - Add to MetaCart
■ Abstract Correlated spiking of pre- and postsynaptic neurons can result in strengthening or weakening of synapses, depending on the temporal order of spiking. Recent findings indicate that there are narrow and cell type–specific temporal windows for such synaptic modification

One-Way Hash Function Based on Weakened Assumption

by Yuliang Zheng, Tsutomu Matsumoto, Hideki Imai
"... One-way hash function has many applications in such as authentication and digital signature. Here we consider a special kind of one-way hash function | universal one-way hash function (UOH). Intuitively, a lengthdecreasing function is a UOH if, given an initial-string x, it is computationally ..."
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One-way hash function has many applications in such as authentication and digital signature. Here we consider a special kind of one-way hash function | universal one-way hash function (UOH). Intuitively, a lengthdecreasing function is a UOH if, given an initial-string x, it is computationally

On the (im)possibility of basing oblivious transfer and bit commitment on weakened security assumptions

by Ivan Damgård, Joe Kilian, Louis Salvail - ADVANCES IN CRYPTOLOGY – PROCEEDINGS OF EUROCRYPT 99, LNCS 1592 , 1999
"... We consider the problem of basing Oblivious Transfer (OT) and Bit Commitment (BC), with information theoretic security, on seemingly weaker primitives. We introduce a general model for describing such primitives, called Weak Generic Transfer (WGT). This model includes as important special cases We ..."
Abstract - Cited by 58 (6 self) - Add to MetaCart
threshold (given as a function of the lower bound) then no information-theoretic reduction from OT (even against passive adversaries) or BC exist; when it is below this threshold we give a reduction from BC. As a partial result, we give a reduction from OT to UNC for smaller noise intervals.

Security of Encryption Schemes in Weakened Random Oracle Models

by Akinori Kawachi, Akira Numayama, Keisuke Tanaka, Keita Xagawa , 2010
"... Liskov proposed several weakened versions of the random oracle model, called weakened random oracle models (WROMs), to capture the vulnerability of ideal compression functions, which are expected to have the standard security of hash functions, i.e., collision resistance, second-preimage resistance, ..."
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Liskov proposed several weakened versions of the random oracle model, called weakened random oracle models (WROMs), to capture the vulnerability of ideal compression functions, which are expected to have the standard security of hash functions, i.e., collision resistance, second-preimage resistance

Weakening of a Polyethylene Chain by Methyl Side Groups

by J. C. L. Hageman, G. A. De Wijs, R. A. De Groot, Robert J. Meier
"... The effect of methyl side groups on the strength of a single polyethylene chain is calculated with Density Functional Theory. Using transition state theory, the scission rate is calculated as function of stress for bonds next to a methyl side group. The increase in the scission rate due to the prese ..."
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The effect of methyl side groups on the strength of a single polyethylene chain is calculated with Density Functional Theory. Using transition state theory, the scission rate is calculated as function of stress for bonds next to a methyl side group. The increase in the scission rate due

Becoming Economically Independent: Weakening or Strengthening Parental Ties?

by Marisa Civardi , Franca Crippa , 2007
"... Abstract This paper analyses patterns of behaviours of about three thousand graduates in some northern and central Italian universities. Different approaches to the job market and/or to further qualifications are followed up during the year after graduation and are related both to some choices adop ..."
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' educational levels, which emphasize the mothers' role in improving graduates qualifications and the fathers' function in involving their children in self employment.
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