Results 1  10
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1,326,515
Learning probabilistic relational models
 In IJCAI
, 1999
"... A large portion of realworld data is stored in commercial relational database systems. In contrast, most statistical learning methods work only with "flat " data representations. Thus, to apply these methods, we are forced to convert our data into a flat form, thereby losing much ..."
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Cited by 619 (31 self)
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A large portion of realworld data is stored in commercial relational database systems. In contrast, most statistical learning methods work only with "flat " data representations. Thus, to apply these methods, we are forced to convert our data into a flat form, thereby losing much
Efficient semantic matching
, 2004
"... We think of Match as an operator which takes two graphlike structures and produces a mapping between semantically related nodes. We concentrate on classifications with tree structures. In semantic matching, correspondences are discovered by translating the natural language labels of nodes into prop ..."
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Cited by 817 (67 self)
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We think of Match as an operator which takes two graphlike structures and produces a mapping between semantically related nodes. We concentrate on classifications with tree structures. In semantic matching, correspondences are discovered by translating the natural language labels of nodes
The Askeyscheme of hypergeometric orthogonal polynomials and its qanalogue
, 1998
"... We list the socalled Askeyscheme of hypergeometric orthogonal polynomials and we give a q analogue of this scheme containing basic hypergeometric orthogonal polynomials. In chapter 1 we give the definition, the orthogonality relation, the three term recurrence relation, the second order di#erent ..."
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Cited by 580 (6 self)
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#erential or di#erence equation, the forward and backward shift operator, the Rodriguestype formula and generating functions of all classes of orthogonal polynomials in this scheme. In chapter 2 we give the limit relations between di#erent classes of orthogonal polynomials listed in the Askeyscheme. In chapter
Capacity of multiantenna Gaussian channels
 EUROPEAN TRANSACTIONS ON TELECOMMUNICATIONS
, 1999
"... We investigate the use of multiple transmitting and/or receiving antennas for single user communications over the additive Gaussian channel with and without fading. We derive formulas for the capacities and error exponents of such channels, and describe computational procedures to evaluate such form ..."
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Cited by 2878 (6 self)
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We investigate the use of multiple transmitting and/or receiving antennas for single user communications over the additive Gaussian channel with and without fading. We derive formulas for the capacities and error exponents of such channels, and describe computational procedures to evaluate
Markov Logic Networks
 MACHINE LEARNING
, 2006
"... We propose a simple approach to combining firstorder logic and probabilistic graphical models in a single representation. A Markov logic network (MLN) is a firstorder knowledge base with a weight attached to each formula (or clause). Together with a set of constants representing objects in the ..."
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Cited by 811 (39 self)
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We propose a simple approach to combining firstorder logic and probabilistic graphical models in a single representation. A Markov logic network (MLN) is a firstorder knowledge base with a weight attached to each formula (or clause). Together with a set of constants representing objects
Symbolic Model Checking: 10^20 States and Beyond
, 1992
"... Many different methods have been devised for automatically verifying finite state systems by examining stategraph models of system behavior. These methods all depend on decision procedures that explicitly represent the state space using a list or a table that grows in proportion to the number of st ..."
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Cited by 753 (40 self)
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Binary Decision Diagrams (Bryant, R. E., 1986, IEEE Trans. Comput. C35) to represent relations and formulas. We then show how our new MuCalculus model checking algorithm can be used to derive efficient decision procedures for CTL model checking, satistiability of lineartime temporal logic formulas
A closedform solution for options with stochastic volatility with applications to bond and currency options
 Review of Financial Studies
, 1993
"... I use a new technique to derive a closedform solution for the price of a European call option on an asset with stochastic volatility. The model allows arbitrary correlation between volatility and spotasset returns. I introduce stochastic interest rates and show how to apply the model to bond option ..."
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Cited by 1470 (5 self)
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. This formula is particularly useful because it relates the distribution of spot returns I thank Hans Knoch for computational assistance. I am grateful for the suggestions of Hyeng Keun (the referee) and for comments by participants
Expected stock returns and volatility
 Journal of Financial Economics
, 1987
"... This paper examines the relation between stock returns and stock market volatility. We find evidence that the expected market risk premium (the expected return on a stock portfolio minus the Treasury bill yield) is positively related to the predictable volatility of stock returns. There is also evid ..."
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Cited by 674 (9 self)
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This paper examines the relation between stock returns and stock market volatility. We find evidence that the expected market risk premium (the expected return on a stock portfolio minus the Treasury bill yield) is positively related to the predictable volatility of stock returns. There is also
The Encyclopedia of Integer Sequences
"... This article gives a brief introduction to the OnLine Encyclopedia of Integer Sequences (or OEIS). The OEIS is a database of nearly 90,000 sequences of integers, arranged lexicographically. The entry for a sequence lists the initial terms (50 to 100, if available), a description, formulae, programs ..."
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Cited by 866 (15 self)
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This article gives a brief introduction to the OnLine Encyclopedia of Integer Sequences (or OEIS). The OEIS is a database of nearly 90,000 sequences of integers, arranged lexicographically. The entry for a sequence lists the initial terms (50 to 100, if available), a description, formulae
The Valuation of Options for Alternative Stochastic Processes
 Journal of Financial Economics
, 1976
"... This paper examines the structure of option valuation problems and develops a new technique for their solution. It also introduces several jump and diffusion processes which have nol been used in previous models. The technique is applied lo these processes to find explicit option valuation formulas, ..."
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Cited by 661 (4 self)
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This paper examines the structure of option valuation problems and develops a new technique for their solution. It also introduces several jump and diffusion processes which have nol been used in previous models. The technique is applied lo these processes to find explicit option valuation formulas
Results 1  10
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1,326,515