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Modeling and Forecasting Realized Volatility

by Torben G. Andersen, Tim Bollerslev, Francis X. Diebold, Paul Labys , 2002
"... this paper is built. First, although raw returns are clearly leptokurtic, returns standardized by realized volatilities are approximately Gaussian. Second, although the distributions of realized volatilities are clearly right-skewed, the distributions of the logarithms of realized volatilities are a ..."
Abstract - Cited by 549 (50 self) - Add to MetaCart
are approximately Gaussian. Third, the long-run dynamics of realized logarithmic volatilities are well approximated by a fractionally-integrated long-memory process. Motivated by the three ABDL empirical regularities, we proceed to estimate and evaluate a multivariate model for the logarithmic realized volatilities

On dynamical realizations of l-conformal

by Galilei Groups, K. Andrzejewski, J. Gonera
"... ar ..."
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Abstract not found

Macroscopic strings as heavy quarks in large N gauge theory and Anti-de Sitter supergravity

by Soo-jong Rey, Jung-tay Yee - PHYS. J. C22
"... Maldacena has put forward large N correspondence between superconformal field theories on the brane and anti-de Sitter supergravity in spacetime. We study some aspects of the correspondence between N = 4 superconformal gauge theory on D3-brane and maximal supergravity on adS5 × S5 by introducing mac ..."
Abstract - Cited by 508 (1 self) - Add to MetaCart
potential and again find agreements between the gauge theory and the supergravity results. By turning on Ramond-Ramond zero-form potential, we also study θ vacuum angle dependence of the static potential. We finally discuss dynamical realization of loop equation via turning on local electric field

String theory and noncommutative geometry

by Nathan Seiberg, Edward Witten - JHEP , 1999
"... We extend earlier ideas about the appearance of noncommutative geometry in string theory with a nonzero B-field. We identify a limit in which the entire string dynamics is described by a minimally coupled (supersymmetric) gauge theory on a noncommutative space, and discuss the corrections away from ..."
Abstract - Cited by 794 (8 self) - Add to MetaCart
We extend earlier ideas about the appearance of noncommutative geometry in string theory with a nonzero B-field. We identify a limit in which the entire string dynamics is described by a minimally coupled (supersymmetric) gauge theory on a noncommutative space, and discuss the corrections away from

A Survey of active network Research

by David L. Tennenhouse, Jonathan M. Smith - IEEE Communications , 1997
"... Active networks are a novel approach to network architecture in which the switches of the network perform customized computations on the messages flowing through them. This approach is motivated by both lead user applications, which perform user-driven computation at nodes within the network today, ..."
Abstract - Cited by 549 (29 self) - Add to MetaCart
, and the emergence of mobile code technologies that make dynamic network service innovation attainable. In this paper, we discuss two approaches to the realization of active networks and provide a snapshot of the current research issues and activities. Introduction – What Are Active Networks? In an active network

Information flow and cooperative control of vehicle formations.

by J Alexander Fax , Richard M Murray - In Proceeings of 15th IFAC Conference, , 2002
"... Abstract We consider the problem of cooperation among a collection of vehicles performing a shared task using intervehicle communication to coordinate their actions. We apply tools from graph theory to relate the topology of the communication network to formation stability. We prove a Nyquist crite ..."
Abstract - Cited by 551 (11 self) - Add to MetaCart
criterion that uses the eigenvalues of the graph Laplacian matrix to determine the effect of the graph on formation stability. We also propose a method for decentralized information exchange between vehicles. This approach realizes a dynamical system that supplies each vehicle with a common reference

Cloud Computing and Emerging IT Platforms: Vision, Hype, and Reality for Delivering Computing as the 5th Utility

by Rajkumar Buyya, Chee Shin Yeo, Srikumar Venugopal, James Broberg, Ivona Brandic , 2008
"... With the significant advances in Information and Communications Technology (ICT) over the last half century, there is an increasingly perceived vision that computing will one day be the 5th utility (after water, electricity, gas, and telephony). This computing utility, like all other four existing u ..."
Abstract - Cited by 656 (63 self) - Add to MetaCart
and computational risk management to sustain Service Level Agreement (SLA)-oriented resource allocation. In addition, we reveal our early thoughts on interconnecting Clouds for dynamically creating global Cloud exchanges and markets. Then, we present some representative Cloud platforms, especially those developed

Token flow control

by Amit Kumar, et al.
"... As companies move towards many-core chips, an efficient onchip communication fabric to connect these cores assumes critical importance. To address limitations to wire delay scalability and increasing bandwidth demands, state-of-the-art on-chip networks use a modular packet-switched design with route ..."
Abstract - Cited by 635 (35 self) - Add to MetaCart
in the network and to bypass the router pipeline along those paths. These bypass paths are formed dynamically, can be arbitrarily long and, are highly flexible with the ability to match to a packet’s exact route. Hence, this allows packets to potentially skip all routers along their path from source

CoolStreaming/DONet: A Data-driven Overlay Network for Peer-to-Peer Live Media Streaming

by Xinyan Zhang, Jiangchuan Liu, Bo Li, Tak-shing Peter Yum - in IEEE Infocom , 2005
"... This paper presents DONet, a Data-driven Overlay Network for live media streaming. The core operations in DONet are very simple: every node periodically exchanges data availability information with a set of partners, and retrieves unavailable data from one or more partners, or supplies available dat ..."
Abstract - Cited by 475 (42 self) - Add to MetaCart
data to partners. We emphasize three salient features of this data-driven design: 1) easy to implement, as it does not have to construct and maintain a complex global structure; 2) efficient, as data forwarding is dynamically determined according to data availability while not restricted by specific

The distribution of realized exchange rate volatility,

by Torben G Andersen , Francis X Diebold , Tim Bollerslev , Paul Labys - Journal of the American Statistical Association , 2001
"... Using high-frequency data on deutschemark and yen returns against the dollar, we construct model-free estimates of daily exchange rate volatility and correlation that cover an entire decade. Our estimates, termed realized volatilities and correlations, are not only model-free, but also approximatel ..."
Abstract - Cited by 333 (29 self) - Add to MetaCart
Using high-frequency data on deutschemark and yen returns against the dollar, we construct model-free estimates of daily exchange rate volatility and correlation that cover an entire decade. Our estimates, termed realized volatilities and correlations, are not only model-free, but also
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