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Results 1 - 10
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14,738
A yield-factor model of interest rates
- 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
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Cited by 665 (23 self)
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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
Determining the Number of Factors in Approximate Factor Models
, 2000
"... In this paper we develop some statistical theory for factor models of large dimensions. The focus is the determination of the number of factors, which is an unresolved issue in the rapidly growing literature on multifactor models. We propose a panel Cp criterion and show that the number of factors c ..."
Abstract
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Cited by 561 (30 self)
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In this paper we develop some statistical theory for factor models of large dimensions. The focus is the determination of the number of factors, which is an unresolved issue in the rapidly growing literature on multifactor models. We propose a panel Cp criterion and show that the number of factors
Yield-Factor Volatility Models
, 2004
"... The term structure of interest rates is often summarized using a handful of yield factors that capture shifts in the shape of the yield curve. In this paper, we develop a comprehensive model for volatility dynamics in the level, slope, and curvature factors that simultaneously includes level and GAR ..."
Abstract
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Cited by 1 (1 self)
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The term structure of interest rates is often summarized using a handful of yield factors that capture shifts in the shape of the yield curve. In this paper, we develop a comprehensive model for volatility dynamics in the level, slope, and curvature factors that simultaneously includes level
Evaluating the use of exploratory factor analysis in psychological research
- PSYCHOLOGICAL METHODS
, 1999
"... Despite the widespread use of exploratory factor analysis in psychological research, researchers often make questionable decisions when conducting these analyses. This article reviews the major design and analytical decisions that must be made when conducting a factor analysis and notes that each of ..."
Abstract
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Cited by 524 (4 self)
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of these decisions has important consequences for the obtained results. Recommendations that have been made in the methodological literature are discussed. Analyses of 3 existing empirical data sets are used to illustrate how questionable decisions in conducting factor analyses can yield problematic results
Lag length selection and the construction of unit root tests with good size and power
- Econometrica
, 2001
"... It is widely known that when there are errors with a moving-average root close to −1, a high order augmented autoregression is necessary for unit root tests to have good size, but that information criteria such as the AIC and the BIC tend to select a truncation lag (k) that is very small. We conside ..."
Abstract
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Cited by 558 (14 self)
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consider a class of Modified Information Criteria (MIC) with a penalty factor that is sample dependent. It takes into account the fact that the bias in the sum of the autoregressive coefficients is highly dependent on k and adapts to the type of deterministic components present. We use a local asymptotic
Locality-sensitive hashing scheme based on p-stable distributions
- In SCG ’04: Proceedings of the twentieth annual symposium on Computational geometry
, 2004
"... inÇÐÓ�Ò We present a novel Locality-Sensitive Hashing scheme for the Approximate Nearest Neighbor Problem underÐÔnorm, based onÔstable distributions. Our scheme improves the running time of the earlier algorithm for the case of theÐnorm. It also yields the first known provably efficient approximate ..."
Abstract
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Cited by 521 (8 self)
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inÇÐÓ�Ò We present a novel Locality-Sensitive Hashing scheme for the Approximate Nearest Neighbor Problem underÐÔnorm, based onÔstable distributions. Our scheme improves the running time of the earlier algorithm for the case of theÐnorm. It also yields the first known provably efficient approximate
Self-determination theory and the facilitation of intrinsic motivation, social development, and well-being
- American Psychologist
, 2000
"... Human beings can be proactive and engaged or, alternatively, passive and alienated, largely as a function of the social conditions in which they develop and function. Accordingly, research guided by self-determination theo~ has focused on the social-contextual conditions that facilitate versus fores ..."
Abstract
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Cited by 1636 (40 self)
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forestall the natural processes of self-motivation and healthy psychological development. Specifically, factors have been examined that enhance versus undermine intrinsic motivation, self-regulation, and well-being. The findings have led to the postulate of three innate psychological needs
Alternative isoform regulation in human tissue transcriptomes
- Nature
, 2008
"... Through alternative processing of pre-mRNAs, individual mammalian genes often produce multiple mRNA and protein isoforms that may have related, distinct or even opposing functions. Here we report an in-depth analysis of 15 diverse human tissue and cell line transcriptomes based on deep sequencing of ..."
Abstract
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Cited by 545 (6 self)
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of cDNA fragments, yielding a digital inventory of gene and mRNA isoform expression. Analysis of mappings of sequence reads to exon-exon junctions indicated that 92-94% of human genes undergo alternative splicing (AS), ∼86 % with a minor isoform frequency of 15% or more. Differences in isoform
Cumulated Gain-based Evaluation of IR Techniques
- ACM Transactions on Information Systems
, 2002
"... Modem large retrieval environments tend to overwhelm their users by their large output. Since all documents are not of equal relevance to their users, highly relevant documents should be identified and ranked first for presentation to the users. In order to develop IR techniques to this direction, i ..."
Abstract
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Cited by 694 (3 self)
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along the ranked result list. The second one is similar but applies a discount factor on the relevance scores in order to devaluate late-retrieved documents. The third one computes the relative-tothe -ideal performance of IR techniques, based on the cumulative gain they are able to yield. The novel
Choices, values and frames.
- American Psychologist,
, 1984
"... Making decisions is like speaking prose-people do it all the time, knowingly or unknowingly. It is hardly surprising, then, that the topic of decision making is shared by many disciplines, from mathematics and statistics, through economics and political science, to sociology and psychology. The stu ..."
Abstract
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Cited by 684 (9 self)
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. The tension between normative and descriptive considerations characterizes much of the study of judgment and choice. Analyses of decision making commonly distinguish risky and riskless choices. The paradigmatic example of decision under risk is the acceptability of a gamble that yields monetary outcomes
Results 1 - 10
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14,738
