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Results 1 - 10
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17,080
An equilibrium characterization of the term structure.
- J. Financial Econometrics
, 1977
"... The paper derives a general form of the term structure of interest rates. The following assumptions are made: (A.l) The instantaneous (spot) interest rate follows a diffusion process; (A.2) the price of a discount bond depends only on the spot rate over its term; and (A.3) the market is efficient. ..."
Abstract
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Cited by 1041 (0 self)
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. Under these assumptions, it is shown by means of an arbitrage argument that the expected rate of return on any bond in excess of the spot rate is proportional to its standard deviation. This property is then used to derive a partial differential equation for bond prices. The solution to that equation
Happiness is everything, or is it? Explorations on the meaning of psychological well-being
, 1989
"... Reigning measures of psychological well-being have little theoretical grounding, despite an extensive literature on the contours of positive functioning. Aspects of well-being derived from this literature (i.e., self-acceptance, positive relations with others, autonomy, environmental mastery, purpos ..."
Abstract
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Cited by 595 (14 self)
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, purpose in life, and personal growth) were operationalized. Three hundred and twenty-one men and women, divided among young, middle-aged, and older adults, rated themselves on these measures along with six instruments prominent in earlier studies (i.e., affect balance, life satisfaction, self
The Contourlet Transform: An Efficient Directional Multiresolution Image Representation
- IEEE TRANSACTIONS ON IMAGE PROCESSING
"... The limitations of commonly used separable extensions of one-dimensional transforms, such as the Fourier and wavelet transforms, in capturing the geometry of image edges are well known. In this paper, we pursue a “true” two-dimensional transform that can capture the intrinsic geometrical structure t ..."
Abstract
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Cited by 513 (20 self)
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link between the developed filter bank and the associated continuousdomain contourlet expansion via a directional multiresolution analysis framework. We show that with parabolic scaling and sufficient directional vanishing moments, contourlets achieve the optimal approximation rate for piecewise smooth
Computing Inequality: Have Computers Changed the Labor Market?
- QUARTERLY JOURNAL OF ECONOMICS
, 1998
"... This paper examines the effect of skill-biased technological change as measured by computerization on the recent widening of U. S. educational wage differentials. An analysis of aggregate changes in the relative supplies and wages of workers by education from 1940 to 1996 indicates strong and persis ..."
Abstract
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Cited by 486 (17 self)
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This paper examines the effect of skill-biased technological change as measured by computerization on the recent widening of U. S. educational wage differentials. An analysis of aggregate changes in the relative supplies and wages of workers by education from 1940 to 1996 indicates strong
Aggregate Productivity Growth: Lessons from Microeconomic Evidence
, 2000
"... Recent research using establishment and firm level data has raised a variety of conceptual and measurement questions regarding our understanding of aggregate productivity growth. 1 Several key, related findings are of interest. First, there is large scale, ongoing reallocation of outputs and input ..."
Abstract
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Cited by 472 (49 self)
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and inputs across individual producers. Second, the pace of this reallocation varies over time (both secularly and cyclically) and across sectors. Third, much of this reallocation reflects within rather than between sector reallocation. Fourth, there are large differentials in the levels and the rates
Explicit Allocation of Best-Effort Packet Delivery Service
, 1998
"... This paper presents the “allocated-capacity” framework for providing different levels of best-effort service in times of network congestion. The “allocatedcapacity” framework—extensions to the Internet protocols and algorithms—can allocate bandwidth to different users in a controlled and predictable ..."
Abstract
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Cited by 467 (2 self)
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the network resources. We focus on algorithms for essential components of the framework: a differential dropping algorithm for network routers and a tagging algorithm for profile meters at the edge of the network for bulk-data transfers. We present simulation results to illustrate the effectiveness
Statistical methods for identifying differentially expressed genes in replicated cDNA microarray experiments
- STATISTICA SINICA
, 2002
"... DNA microarrays are a new and promising biotechnology whichallows the monitoring of expression levels in cells for thousands of genes simultaneously. The present paper describes statistical methods for the identification of differentially expressed genes in replicated cDNA microarray experiments. A ..."
Abstract
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Cited by 438 (12 self)
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DNA microarrays are a new and promising biotechnology whichallows the monitoring of expression levels in cells for thousands of genes simultaneously. The present paper describes statistical methods for the identification of differentially expressed genes in replicated cDNA microarray experiments
Hybrid Automata: An Algorithmic Approach to the Specification and Verification of Hybrid Systems
, 1992
"... We introduce the framework of hybrid automata as a model and specification language for hybrid systems. Hybrid automata can be viewed as a generalization of timed automata, in which the behavior of variables is governed in each state by a set of differential equations. We show that many of the examp ..."
Abstract
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Cited by 460 (20 self)
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We introduce the framework of hybrid automata as a model and specification language for hybrid systems. Hybrid automata can be viewed as a generalization of timed automata, in which the behavior of variables is governed in each state by a set of differential equations. We show that many
Policy gradient methods for reinforcement learning with function approximation.
- In NIPS,
, 1999
"... Abstract Function approximation is essential to reinforcement learning, but the standard approach of approximating a value function and determining a policy from it has so far proven theoretically intractable. In this paper we explore an alternative approach in which the policy is explicitly repres ..."
Abstract
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Cited by 439 (20 self)
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that the gradient can be written in a form suitable for estimation from experience aided by an approximate action-value or advantage function. Using this result, we prove for the first time that a version of policy iteration with arbitrary differentiable function approximation is convergent to a locally optimal
Efficient exact stochastic simulation of chemical systems with many species and many channels
- J. Phys. Chem. A
, 2000
"... There are two fundamental ways to view coupled systems of chemical equations: as continuous, represented by differential equations whose variables are concentrations, or as discrete, represented by stochastic processes whose variables are numbers of molecules. Although the former is by far more comm ..."
Abstract
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Cited by 427 (5 self)
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There are two fundamental ways to view coupled systems of chemical equations: as continuous, represented by differential equations whose variables are concentrations, or as discrete, represented by stochastic processes whose variables are numbers of molecules. Although the former is by far more
Results 1 - 10
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17,080
