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"... expansions for close-to-the-money options under a Lévy jump model with stochastic volatility ..."
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expansions for close-to-the-money options under a Lévy jump model with stochastic volatility
Z-tree: Zürich Toolbox for Ready-Made Economic Experiments,
- Experimental Economics
, 2007
"... Abstract z-Tree (Zurich Toolbox for Ready-made Economic Experiments) is a software for developing and conducting economic experiments. The software is stable and allows programming almost any kind of experiments in a short time. In this article, I present the guiding principles behind the software ..."
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Cited by 2037 (33 self)
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Abstract z-Tree (Zurich Toolbox for Ready-made Economic Experiments) is a software for developing and conducting economic experiments. The software is stable and allows programming almost any kind of experiments in a short time. In this article, I present the guiding principles behind the software
Long Short-term Memory
, 1995
"... "Recurrent backprop" for learning to store information over extended time intervals takes too long. The main reason is insufficient, decaying error back flow. We briefly review Hochreiter's 1991 analysis of this problem. Then we overcome it by introducing a novel, efficient method c ..."
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Cited by 454 (58 self)
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called "Long Short Term Memory" (LSTM). LSTM can learn to bridge minimal time lags in excess of 1000 time steps by enforcing constant error flow through internal states of special units. Multiplicative gate units learn to open and close access to constant error flow. LSTM's update
Panel Cointegration; Asymptotic and Finite Sample Properties of Pooled Time Series Tests, With an Application to the PPP Hypothesis; New Results. Working paper
, 1997
"... We examine properties of residual-based tests for the null of no cointegration for dynamic panels in which both the short-run dynamics and the long-run slope coefficients are permitted to be heterogeneous across individual members of the panel+ The tests also allow for individual heterogeneous fixed ..."
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Cited by 529 (13 self)
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We examine properties of residual-based tests for the null of no cointegration for dynamic panels in which both the short-run dynamics and the long-run slope coefficients are permitted to be heterogeneous across individual members of the panel+ The tests also allow for individual heterogeneous
A learning algorithm for Boltzmann machines
- Cognitive Science
, 1985
"... The computotionol power of massively parallel networks of simple processing elements resides in the communication bandwidth provided by the hardware connections between elements. These connections con allow a significant fraction of the knowledge of the system to be applied to an instance of a probl ..."
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Cited by 584 (13 self)
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problem in o very short time. One kind of computation for which massively porollel networks appear to be well suited is large constraint satisfaction searches, but to use the connections efficiently two conditions must be met: First, a search technique that is suitable for parallel networks must be found
The Future of Wires
, 1999
"... this paper we first discuss the wire metrics of interest and examine them in a contemporary 0.25m process. We then discuss technology scaling over the next several generations, from SIA and other predictions, and how our wire metrics trend over that time. We will examine the delay and bandwidth lim ..."
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Cited by 516 (7 self)
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this paper we first discuss the wire metrics of interest and examine them in a contemporary 0.25m process. We then discuss technology scaling over the next several generations, from SIA and other predictions, and how our wire metrics trend over that time. We will examine the delay and bandwidth
Some studies in machine learning using the game of Checkers
- IBM JOURNAL OF RESEARCH AND DEVELOPMENT
, 1959
"... Two machine-learning procedures have been investigated in some detail using the game of checkers. Enough work has been done to verify the fact that a computer can be programmed so that it will learn to play a better game of checkers than can be played by the person who wrote the program. Furthermor ..."
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Cited by 780 (0 self)
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. Furthermore, it can learn to do this in a remarkably short period of time (8 or 10 hours of machine-playing time) when given only the rules of the game, a sense of direction, and a redundant and incomplete list of parameters which are thought to have something to do with the game, but whose correct signs
UPPAAL in a Nutshell
, 1997
"... . This paper presents the overall structure, the design criteria, and the main features of the tool box Uppaal. It gives a detailed user guide which describes how to use the various tools of Uppaal version 2.02 to construct abstract models of a real-time system, to simulate its dynamical behavior, ..."
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Cited by 662 (51 self)
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. This paper presents the overall structure, the design criteria, and the main features of the tool box Uppaal. It gives a detailed user guide which describes how to use the various tools of Uppaal version 2.02 to construct abstract models of a real-time system, to simulate its dynamical behavior
Verbal reports as data
- Psychological Review
, 1980
"... The central proposal of this article is that verbal reports are data. Accounting for verbal reports, as for other kinds of data, requires explication of the mech-anisms by which the reports are generated, and the ways in which they are sensitive to experimental factors (instructions, tasks, etc.). W ..."
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Cited by 513 (3 self)
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.). Within the theoret-ical framework of human information processing, we discuss different types of processes underlying verbalization and present a model of how subjects, in re-sponse to an instruction to think aloud, verbalize information that they are attending to in short-term memory (STM). Verbalizing
Intelligent agents: Theory and practice
- The Knowledge Engineering Review
, 1995
"... The concept of an agent has become important in both Artificial Intelligence (AI) and mainstream computer science. Our aim in this paper is to point the reader at what we perceive to be the most important theoretical and practical issues associated with the design and construction of intelligent age ..."
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Cited by 1441 (85 self)
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agents. For convenience, we divide these issues into three areas (though as the reader will see, the divisions are at times somewhat arbitrary). Agent theory is concerned with the question of what an agent is, and the use of mathematical formalisms for representing and reasoning about the properties
Results 1 - 10
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53,838