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336,260
Using Daily Stock Returns: The Case of Event Studies
- Journal of Financial Economics
, 1985
"... This paper examines properties of daily stock returns and how the particular characteristics of these data affect event study methodologies. Daily data generally present few difficulties for event studies. Standard procedures are typically well-specified even when special daily data characteris-tics ..."
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Cited by 805 (3 self)
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This paper examines properties of daily stock returns and how the particular characteristics of these data affect event study methodologies. Daily data generally present few difficulties for event studies. Standard procedures are typically well-specified even when special daily data characteris-tics are ignored. However, recognition of autocorrelation in daily excess returns and changes in their variance conditional on an event can sometimes be advantageous. In addition, tests ignoring cross-sectional dependence can be well-specified and have higher power than tests which account for potential dependence. 1.
A Case for End System Multicast
- in Proceedings of ACM Sigmetrics
, 2000
"... Abstract — The conventional wisdom has been that IP is the natural protocol layer for implementing multicast related functionality. However, more than a decade after its initial proposal, IP Multicast is still plagued with concerns pertaining to scalability, network management, deployment and suppor ..."
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Cited by 1290 (24 self)
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-to-end delays than IP Multicast. In this paper, we study these performance concerns in the context of the Narada protocol. In Narada, end systems selforganize into an overlay structure using a fully distributed protocol. Further, end systems attempt to optimize the efficiency of the overlay by adapting
A case study of open source software development: the Apache server
- 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 ..."
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Cited by 806 (32 self)
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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
On the Criteria To Be Used in Decomposing Systems into Modules
- Communications of the ACM
, 1972
"... This paper discusses modularization as a mechanism for improving the flexibility and comprehensibility of a system while allowing the shortening of its development time. The effectiveness of a “modularization ” is dependent upon the criteria used in dividing the system into modules. A system design ..."
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Cited by 1585 (16 self)
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This paper discusses modularization as a mechanism for improving the flexibility and comprehensibility of a system while allowing the shortening of its development time. The effectiveness of a “modularization ” is dependent upon the criteria used in dividing the system into modules. A system design
Multiobjective evolutionary algorithms: a comparative case study and the strength pareto approach
- IEEE TRANSACTIONS ON EVOLUTIONARY COMPUTATION
, 1999
"... Evolutionary algorithms (EA’s) are often well-suited for optimization problems involving several, often conflicting objectives. Since 1985, various evolutionary approaches to multiobjective optimization have been developed that are capable of searching for multiple solutions concurrently in a singl ..."
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Cited by 813 (22 self)
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) evaluating an individual’s fitness dependent on the number of external nondominated points that dominate it, c) preserving population diversity using the Pareto dominance relationship, and d) incorporating a clustering procedure in order to reduce the nondominated set without destroying its characteristics
Comparing Images Using the Hausdorff Distance
- IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE
, 1993
"... The Hausdorff distance measures the extent to which each point of a `model' set lies near some point of an `image' set and vice versa. Thus this distance can be used to determine the degree of resemblance between two objects that are superimposed on one another. In this paper we provide ef ..."
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Cited by 659 (10 self)
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The Hausdorff distance measures the extent to which each point of a `model' set lies near some point of an `image' set and vice versa. Thus this distance can be used to determine the degree of resemblance between two objects that are superimposed on one another. In this paper we provide
Improved Boosting Algorithms Using Confidence-rated Predictions
- MACHINE LEARNING
, 1999
"... We describe several improvements to Freund and Schapire’s AdaBoost boosting algorithm, particularly in a setting in which hypotheses may assign confidences to each of their predictions. We give a simplified analysis of AdaBoost in this setting, and we show how this analysis can be used to find impr ..."
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Cited by 940 (26 self)
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We describe several improvements to Freund and Schapire’s AdaBoost boosting algorithm, particularly in a setting in which hypotheses may assign confidences to each of their predictions. We give a simplified analysis of AdaBoost in this setting, and we show how this analysis can be used to find
Toward Principles for the Design of Ontologies Used for Knowledge Sharing
- IN FORMAL ONTOLOGY IN CONCEPTUAL ANALYSIS AND KNOWLEDGE REPRESENTATION, KLUWER ACADEMIC PUBLISHERS, IN PRESS. SUBSTANTIAL REVISION OF PAPER PRESENTED AT THE INTERNATIONAL WORKSHOP ON FORMAL ONTOLOGY
, 1993
"... Recent work in Artificial Intelligence is exploring the use of formal ontologies as a way of specifying content-specific agreements for the sharing and reuse of knowledge among software entities. We take an engineering perspective on the development of such ontologies. Formal ontologies are viewed a ..."
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Cited by 2003 (3 self)
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Recent work in Artificial Intelligence is exploring the use of formal ontologies as a way of specifying content-specific agreements for the sharing and reuse of knowledge among software entities. We take an engineering perspective on the development of such ontologies. Formal ontologies are viewed
Longitudinal data analysis using generalized linear models”.
- Biometrika,
, 1986
"... SUMMARY This paper proposes an extension of generalized linear models to the analysis of longitudinal data. We introduce a class of estimating equations that give consistent estimates of the regression parameters and of their variance under mild assumptions about the time dependence. The estimating ..."
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Cited by 1526 (8 self)
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. The estimating equations are derived without specifying the joint distribution of a subject's observations yet they reduce to the score equations for multivariate Gaussian outcomes. Asymptotic theory is presented for the general class of estimators. Specific cases in which we assume independence, m
A generalized processor sharing approach to flow control in integrated services networks: The single-node case
- IEEE/ACM TRANSACTIONS ON NETWORKING
, 1993
"... The problem of allocating network resources to the users of an integrated services network is investigated in the context of rate-based flow control. The network is assumed to be a virtual circuit, connection-based packet network. We show that the use of Generalized processor Sharing (GPS), when co ..."
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Cited by 2010 (5 self)
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The problem of allocating network resources to the users of an integrated services network is investigated in the context of rate-based flow control. The network is assumed to be a virtual circuit, connection-based packet network. We show that the use of Generalized processor Sharing (GPS), when
Results 1 - 10
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336,260