Results 1 - 10 of 32,197

Advances in Prospect Theory: Cumulative Representation of Uncertainty

by Amos Tversky, Daniel Kahneman - JOURNAL OF RISK AND UNCERTAINTY, 5:297-323 (1992) , 1992
"... We develop a new version of prospect theory that employs cumulative rather than separable decision weights and extends the theory in several respects. This version, called cumulative prospect theory, applies to uncertain as well as to risky prospects with any number of outcomes, and it allows differ ..."
Abstract - Cited by 1717 (17 self) - Add to MetaCart
We develop a new version of prospect theory that employs cumulative rather than separable decision weights and extends the theory in several respects. This version, called cumulative prospect theory, applies to uncertain as well as to risky prospects with any number of outcomes, and it allows

Timing Attacks on Implementations of Diffie-Hellman, RSA, DSS, and Other Systems

by Paul C. Kocher , 1996
"... By carefully measuring the amount of time required to perform private key operations, attackers may be able to find fixed Diffie-Hellman exponents, factor RSA keys, and break other cryptosystems. Against a vulnerable system, the attack is computationally inexpensive and often requires only known cip ..."
Abstract - Cited by 651 (3 self) - Add to MetaCart
ciphertext. Actual systems are potentially at risk, including cryptographic tokens, network-based cryptosystems, and other applications where attackers can make reasonably accurate timing measurements. Techniques for preventing the attack for RSA and Diffie-Hellman are presented. Some cryptosystems will need

Ideal spatial adaptation by wavelet shrinkage

by David L. Donoho, Iain M. Johnstone - Biometrika , 1994
"... With ideal spatial adaptation, an oracle furnishes information about how best to adapt a spatially variable estimator, whether piecewise constant, piecewise polynomial, variable knot spline, or variable bandwidth kernel, to the unknown function. Estimation with the aid of an oracle o ers dramatic ad ..."
Abstract - Cited by 1269 (5 self) - Add to MetaCart
advantages over traditional linear estimation by nonadaptive kernels � however, it is a priori unclear whether such performance can be obtained by a procedure relying on the data alone. We describe a new principle for spatially-adaptive estimation: selective wavelet reconstruction. Weshowthatvariableknot

The theory and practice of corporate finance: Evidence from the field

by John R. Graham, Campbell R. Harvey - Journal of Financial Economics , 2001
"... We survey 392 CFOs about the cost of capital, capital budgeting, and capital structure. Large firms rely heavily on present value techniques and the capital asset pricing model, while small firms are relatively likely to use the payback criterion. We find that a surprising number of firms use their ..."
Abstract - Cited by 725 (23 self) - Add to MetaCart
their firm risk rather than project risk in evaluating new investments. Firms are concerned about maintaining financial flexibility and a good credit rating when issuing debt, and earnings per share dilution and recent stock price appreciation when issuing equity. We find some support for the pecking

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
digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact support@jstor.org. The Econometric Society is collaborating with JSTOR to digitize, preserve and extend access to Econometrica. A

A tutorial on support vector machines for pattern recognition

by Christopher J. C. Burges - Data Mining and Knowledge Discovery , 1998
"... The tutorial starts with an overview of the concepts of VC dimension and structural risk minimization. We then describe linear Support Vector Machines (SVMs) for separable and non-separable data, working through a non-trivial example in detail. We describe a mechanical analogy, and discuss when SV ..."
Abstract - Cited by 3393 (12 self) - Add to MetaCart
The tutorial starts with an overview of the concepts of VC dimension and structural risk minimization. We then describe linear Support Vector Machines (SVMs) for separable and non-separable data, working through a non-trivial example in detail. We describe a mechanical analogy, and discuss when

Online Learning with Kernels

by Jyrki Kivinen, Alexander J. Smola, Robert C. Williamson , 2003
"... Kernel based algorithms such as support vector machines have achieved considerable success in various problems in the batch setting where all of the training data is available in advance. Support vector machines combine the so-called kernel trick with the large margin idea. There has been little u ..."
Abstract - Cited by 2831 (123 self) - Add to MetaCart
derive worst case loss bounds and moreover we show the convergence of the hypothesis to the minimiser of the regularised risk functional. We present some experimental results that support the theory as well as illustrating the power of the new algorithms for online novelty detection. In addition

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
changes are principally driven by local supply/demand shocks that are independent of both credit-risk factors and standard proxies for liquidity. * Collin-Dufresne is at Carnegie Mellon University. Goldstein is at Washington University in St. Louis. Martin is at Arizona State University. A significant

Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market

by Sanjay Mithal, Francis A. Longstaff, Eric Neis, Sanjay Mithal, Alan White, Ryoichi Yamabe, Francis A. Longstaff Sanjay Mithal, Eric Neis - Journal of Finance , 2005
"... Copyright c○2004 by the authors. All rights reserved. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, electronic, mechanical, photocopying, recording, or otherwise, without the prior written permission of the publisher. ..."
Abstract - Cited by 359 (8 self) - Add to MetaCart
Copyright c○2004 by the authors. All rights reserved. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, electronic, mechanical, photocopying, recording, or otherwise, without the prior written permission of the publisher.

Domain-Specific Languages: An Annotated Bibliography

by Arie Van Deursen, Paul Klint, Joost Visser - ACM SIGPLAN NOTICES , 2000
"... We survey the literature available on the topic of domain-specific languages as used for the construction and maintenance of software systems. We list a selection of 75 key publications in the area, and provide a summary for each of the papers. Moreover, we discuss terminology, risks and benefits, e ..."
Abstract - Cited by 372 (11 self) - Add to MetaCart
We survey the literature available on the topic of domain-specific languages as used for the construction and maintenance of software systems. We list a selection of 75 key publications in the area, and provide a summary for each of the papers. Moreover, we discuss terminology, risks and benefits
Results 1 - 10 of 32,197