• Documents
  • Authors
  • Tables
  • Log in
  • Sign up
  • MetaCart
  • DMCA
  • Donate

CiteSeerX logo

Advanced Search Include Citations

Tools

Sorted by:
Try your query at:
Semantic Scholar Scholar Academic
Google Bing DBLP
Results 1 - 10 of 167,771
Next 10 →

A yield-factor model of interest rates

by Darrell Duffie - Math. Finance , 1996
"... This paper presents a consistent and arbitrage-free multifactor model of the term structure of interest rates in which yields at selected fixed maturities follow a parametric multivariate Markov diffusion process with “stochastic volatility. ” The yield of any zero-coupon bond is taken to be a matur ..."
Abstract - Cited by 665 (23 self) - Add to MetaCart
This paper presents a consistent and arbitrage-free multifactor model of the term structure of interest rates in which yields at selected fixed maturities follow a parametric multivariate Markov diffusion process with “stochastic volatility. ” The yield of any zero-coupon bond is taken to be a

Capacity of a Mobile Multiple-Antenna Communication Link in Rayleigh Flat Fading

by Thomas L. Marzetta, Bertrand M. Hochwald
"... We analyze a mobile wireless link comprising M transmitter and N receiver antennas operating in a Rayleigh flat-fading environment. The propagation coefficients between every pair of transmitter and receiver antennas are statistically independent and unknown; they remain constant for a coherence int ..."
Abstract - Cited by 495 (22 self) - Add to MetaCart
independent matrices: a T T isotropically distributed unitary matrix times a certain T M random matrix that is diagonal, real, and nonnegative. This result enables us to determine capacity for many interesting cases. We conclude that, for a fixed number of antennas, as the length of the coherence interval

A theory of the term structure of interest rates,

by John C Cox , Jonathan E Ingersoll Jr , Stephen A Ross , John C Cox , JR Jonathan E Ingersoll , Stephen A Ross - Econometrika, , 1985
"... Each copy of any part of a JSTOR transmission must contain the same copyright notice that appears on the screen or printed page of such transmission. JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted d ..."
Abstract - Cited by 1979 (3 self) - Add to MetaCart
. Ross This paper uses an intertemporal general equilibrium asset pricing model to study the term structure of interest rates. In this model, anticipations, risk aversion, investment alternatives, and preferences about the timing of consumption all play a role in determining bond prices. Many

Worst-case equilibria

by Elias Koutsoupias, Christos Papadimitriou - IN PROCEEDINGS OF THE 16TH ANNUAL SYMPOSIUM ON THEORETICAL ASPECTS OF COMPUTER SCIENCE , 1999
"... In a system in which noncooperative agents share a common resource, we propose the ratio between the worst possible Nash equilibrium and the social optimum as a measure of the effectiveness of the system. Deriving upper and lower bounds for this ratio in a model in which several agents share a ver ..."
Abstract - Cited by 847 (17 self) - Add to MetaCart
very simple network leads to some interesting mathematics, results, and open problems.

The empirical case for two systems of reasoning

by Steven A. Sloman , 1996
"... Distinctions have been proposed between systems of reasoning for centuries. This article distills properties shared by many of these distinctions and characterizes the resulting systems in light of recent findings and theoretical developments. One system is associative because its computations ref ..."
Abstract - Cited by 669 (4 self) - Add to MetaCart
Distinctions have been proposed between systems of reasoning for centuries. This article distills properties shared by many of these distinctions and characterizes the resulting systems in light of recent findings and theoretical developments. One system is associative because its computations

Five misunderstandings about case-study research

by Bent Flyvbjerg - Qualitative Inquiry , 2006
"... When I first became interested in in-depth case-study research, I was trying to understand how power and rationality shape each other and form the urban environments in which we live (Flyvbjerg, 1998). It was clear to me that in order to understand a complex issue like this, in-depth case-study rese ..."
Abstract - Cited by 556 (2 self) - Add to MetaCart
When I first became interested in in-depth case-study research, I was trying to understand how power and rationality shape each other and form the urban environments in which we live (Flyvbjerg, 1998). It was clear to me that in order to understand a complex issue like this, in-depth case

A case study of open source software development: the Apache server

by Audris Mockus, Roy T. Fielding, James Herbsleb - In: Proceedings of the 22nd International Conference on Software Engineering (ICSE 2000 , 2000
"... According to its proponents, open source style software development has the capacity to compete successfully, and perhaps in many cases displace, traditional commercial development methods. In order to begin investigating such claims, we examine the development process of a major open source applica ..."
Abstract - Cited by 806 (32 self) - Add to MetaCart
According to its proponents, open source style software development has the capacity to compete successfully, and perhaps in many cases displace, traditional commercial development methods. In order to begin investigating such claims, we examine the development process of a major open source

Supervised and unsupervised discretization of continuous features

by James Dougherty, Ron Kohavi, Mehran Sahami - in A. Prieditis & S. Russell, eds, Machine Learning: Proceedings of the Twelfth International Conference , 1995
"... Many supervised machine learning algorithms require a discrete feature space. In this paper, we review previous work on continuous feature discretization, identify de n-ing characteristics of the methods, and conduct an empirical evaluation of several methods. We compare binning, an unsupervised dis ..."
Abstract - Cited by 540 (11 self) - Add to MetaCart
-Bayes slightly outperformed C4.5 on average. We also show that in some cases, the performance of the C4.5 induction algorithm signi cantly improved if features were discretized in advance � in our experiments, the performance never signi cantly degraded, an interesting phenomenon considering the fact that C4

Trade Liberalization, Exit, and Productivity Improvements: Evidence from Chilean Plants

by Nina Pavcnik - Review of Economic Studies , 2002
"... This paper empirically investigates the effects of liberalized trade on plant productivity in the case of Chile. Chile presents an interesting setting to study this relationship since it underwent a massive trade liberalization that significantly exposed its plants to competition from abroad during ..."
Abstract - Cited by 555 (16 self) - Add to MetaCart
This paper empirically investigates the effects of liberalized trade on plant productivity in the case of Chile. Chile presents an interesting setting to study this relationship since it underwent a massive trade liberalization that significantly exposed its plants to competition from abroad during

Power-law distributions in empirical data

by Aaron Clauset, Cosma Rohilla Shalizi, M. E. J. Newman - 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 - Cited by 607 (7 self) - Add to MetaCart
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
Next 10 →
Results 1 - 10 of 167,771
Powered by: Apache Solr
  • About CiteSeerX
  • Submit and Index Documents
  • Privacy Policy
  • Help
  • Data
  • Source
  • Contact Us

Developed at and hosted by The College of Information Sciences and Technology

© 2007-2019 The Pennsylvania State University