Results 1  10
of
2,244,410
Dynamic conditional correlation: A simple class of multivariate generalized autoregressive conditional heteroskedasticity models
 Journal of Business and Economic Statistics
, 2002
"... Time varying correlations are often estimated with Multivariate Garch models that are linear in squares and cross products of the data. A new class of multivariate models called dynamic conditional correlation (DCC) models is proposed. These have the flexibility of univariate GARCH models coupled wi ..."
Abstract

Cited by 689 (17 self)
 Add to MetaCart
Time varying correlations are often estimated with Multivariate Garch models that are linear in squares and cross products of the data. A new class of multivariate models called dynamic conditional correlation (DCC) models is proposed. These have the flexibility of univariate GARCH models coupled
Understanding and Using Context
 Personal and Ubiquitous Computing
, 2001
"... Context is a poorly used source of information in our computing environments. As a result, we have an impoverished understanding of what context is and how it can be used. In this paper, we provide an operational definition of context and discuss the different ways that context can be used by contex ..."
Abstract

Cited by 841 (0 self)
 Add to MetaCart
by contextaware applications. We also present the Context Toolkit, an architecture that supports the building of these contextaware applications. We discuss the features and abstractions in the toolkit that make the task of building applications easier. Finally, we introduce a new abstraction, a situation
Computational LambdaCalculus and Monads
, 1988
"... The λcalculus is considered an useful mathematical tool in the study of programming languages, since programs can be identified with λterms. However, if one goes further and uses fijconversion to prove equivalence of programs, then a gross simplification is introduced, that may jeopardise the ap ..."
Abstract

Cited by 498 (6 self)
 Add to MetaCart
the applicability of theoretical results to real situations. In this paper we introduce a new calculus based on a categorical semantics for computations. This calculus provides a correct basis for proving equivalence of programs, independent from any specific computational model.
Some informational aspects of visual perception
 Psychol. Rev
, 1954
"... The ideas of information theory are at present stimulating many different areas of psychological inquiry. In providing techniques for quantifying situations which have hitherto been difficult or impossible to quantify, they suggest new and more precise ways of conceptualizing these situations (see M ..."
Abstract

Cited by 626 (2 self)
 Add to MetaCart
The ideas of information theory are at present stimulating many different areas of psychological inquiry. In providing techniques for quantifying situations which have hitherto been difficult or impossible to quantify, they suggest new and more precise ways of conceptualizing these situations (see
Valuing American options by simulation: A simple leastsquares approach
 Review of Financial Studies
, 2001
"... This article presents a simple yet powerful new approach for approximating the value of America11 options by simulation. The kcy to this approach is the use of least squares to estimate the conditional expected payoff to the optionholder from continuation. This makes this approach readily applicable ..."
Abstract

Cited by 504 (9 self)
 Add to MetaCart
This article presents a simple yet powerful new approach for approximating the value of America11 options by simulation. The kcy to this approach is the use of least squares to estimate the conditional expected payoff to the optionholder from continuation. This makes this approach readily
GOLOG: A Logic Programming Language for Dynamic Domains
, 1994
"... This paper proposes a new logic programming language called GOLOG whose interpreter automatically maintains an explicit representation of the dynamic world being modeled, on the basis of user supplied axioms about the preconditions and effects of actions and the initial state of the world. This allo ..."
Abstract

Cited by 622 (73 self)
 Add to MetaCart
This paper proposes a new logic programming language called GOLOG whose interpreter automatically maintains an explicit representation of the dynamic world being modeled, on the basis of user supplied axioms about the preconditions and effects of actions and the initial state of the world
The Vocabulary Problem in HumanSystem Communication
 COMMUNICATIONS OF THE ACM
, 1987
"... In almost all computer applications, users must enter correct words for the desired objects or actions. For success without extensive training, or in firsttries for new targets, the system must recognize terms that will be chosen spontaneously. We studied spontaneous word choice for objects in five ..."
Abstract

Cited by 552 (8 self)
 Add to MetaCart
In almost all computer applications, users must enter correct words for the desired objects or actions. For success without extensive training, or in firsttries for new targets, the system must recognize terms that will be chosen spontaneously. We studied spontaneous word choice for objects
Games with Incomplete Information Played by 'Bayesian' Players, IIII
 MANAGEMENT SCIENCE
, 1967
"... The paper develops a new theory for the analysis of games with incomplete information where the players are uncertain about some important parameters of the game situation, such as the payoff functions, the strategies available to various players, the information other players have about the game, e ..."
Abstract

Cited by 768 (2 self)
 Add to MetaCart
The paper develops a new theory for the analysis of games with incomplete information where the players are uncertain about some important parameters of the game situation, such as the payoff functions, the strategies available to various players, the information other players have about the game
Analysis of TCP Performance over Mobile Ad Hoc Networks Part I: Problem Discussion and Analysis of Results
, 1999
"... Mobile ad hoc networks have gained a lot of attention lately as a means of providing continuous network connectivity to mobile computing devices regardless of physical location. Recently, a large amount of research has focused on the routing protocols needed in such an environment. In this twopart ..."
Abstract

Cited by 511 (5 self)
 Add to MetaCart
examples, such as a situation where throughput is zero for a particular connection. We introduce a new metric, expected throughput, for the comparison of throughput in multihop networks, and then use this metric to show how the use of explicit link failure notification (ELFN) techniques can significantly
A randomized protocol for signing contracts
, 1990
"... Two parties, A and B, want to sign a contract C over a communication network. To do so, they must “simultaneously” exchange their commitments to C. Since simultaneous exchange is usually impossible in practice, protocols are needed to approximate simultaneity by exchanging partial commitments in pie ..."
Abstract

Cited by 587 (11 self)
 Add to MetaCart
in piece by piece manner. During such a protocol, one party or another may have a slight advantage; a “fair” protocol keeps this advantage within acceptable limits. We present a new protocol that is fair in the sense that, at any stage in its execution, the conditional probability that one party cannot
Results 1  10
of
2,244,410