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32,307
A yieldfactor model of interest rates
 Math. Finance
, 1996
"... This paper presents a consistent and arbitragefree 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 zerocoupon bond is taken to be a matur ..."
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Cited by 665 (23 self)
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This paper presents a consistent and arbitragefree 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 zerocoupon bond is taken to be a
Term Premia and Interest Rate Forecasts in Affine Models
, 2001
"... I find that the standard class of a#ne models produces poor forecasts of future changes in Treasury yields. Better forecasts are generated by assuming that yields follow random walks. The failure of these models is driven by one of their key features: The compensation that investors receive for faci ..."
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Cited by 454 (13 self)
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I find that the standard class of a#ne models produces poor forecasts of future changes in Treasury yields. Better forecasts are generated by assuming that yields follow random walks. The failure of these models is driven by one of their key features: The compensation that investors receive
Algorithmic mechanism design
 Games and Economic Behavior
, 1999
"... We consider algorithmic problems in a distributed setting where the participants cannot be assumed to follow the algorithm but rather their own selfinterest. As such participants, termed agents, are capable of manipulating the algorithm, the algorithm designer should ensure in advance that the agen ..."
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Cited by 662 (23 self)
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We consider algorithmic problems in a distributed setting where the participants cannot be assumed to follow the algorithm but rather their own selfinterest. As such participants, termed agents, are capable of manipulating the algorithm, the algorithm designer should ensure in advance
An equilibrium characterization of the term structure.
 J. Financial Econometrics
, 1977
"... The paper derives a general form of the term structure of interest rates. The following assumptions are made: (A.l) The instantaneous (spot) interest rate follows a diffusion process; (A.2) the price of a discount bond depends only on the spot rate over its term; and (A.3) the market is efficient. ..."
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Cited by 1041 (0 self)
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The paper derives a general form of the term structure of interest rates. The following assumptions are made: (A.l) The instantaneous (spot) interest rate follows a diffusion process; (A.2) the price of a discount bond depends only on the spot rate over its term; and (A.3) the market is efficient
Data Integration: A Theoretical Perspective
 Symposium on Principles of Database Systems
, 2002
"... Data integration is the problem of combining data residing at different sources, and providing the user with a unified view of these data. The problem of designing data integration systems is important in current real world applications, and is characterized by a number of issues that are interestin ..."
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Cited by 965 (45 self)
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that are interesting from a theoretical point of view. This document presents on overview of the material to be presented in a tutorial on data integration. The tutorial is focused on some of the theoretical issues that are relevant for data integration. Special attention will be devoted to the following aspects
Near Optimal Signal Recovery From Random Projections: Universal Encoding Strategies?
, 2004
"... Suppose we are given a vector f in RN. How many linear measurements do we need to make about f to be able to recover f to within precision ɛ in the Euclidean (ℓ2) metric? Or more exactly, suppose we are interested in a class F of such objects— discrete digital signals, images, etc; how many linear m ..."
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Cited by 1513 (20 self)
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Suppose we are given a vector f in RN. How many linear measurements do we need to make about f to be able to recover f to within precision ɛ in the Euclidean (ℓ2) metric? Or more exactly, suppose we are interested in a class F of such objects— discrete digital signals, images, etc; how many linear
What Can Economists Learn from Happiness Research?
 FORTHCOMING IN JOURNAL OF ECONOMIC LITERATURE
, 2002
"... Happiness is generally considered to be an ultimate goal in life; virtually everybody wants to be happy. The United States Declaration of Independence of 1776 takes it as a selfevident truth that the “pursuit of happiness” is an “unalienable right”, comparable to life and liberty. It follows that e ..."
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Cited by 545 (24 self)
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Happiness is generally considered to be an ultimate goal in life; virtually everybody wants to be happy. The United States Declaration of Independence of 1776 takes it as a selfevident truth that the “pursuit of happiness” is an “unalienable right”, comparable to life and liberty. It follows
Powerlaw distributions in empirical data
 ISSN 00361445. doi: 10.1137/ 070710111. URL http://dx.doi.org/10.1137/070710111
, 2009
"... Powerlaw distributions occur in many situations of scientific interest and have significant consequences for our understanding of natural and manmade phenomena. Unfortunately, the empirical detection and characterization of power laws is made difficult by the large fluctuations that occur in the t ..."
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Cited by 607 (7 self)
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Powerlaw distributions occur in many situations of scientific interest and have significant consequences for our understanding of natural and manmade phenomena. Unfortunately, the empirical detection and characterization of power laws is made difficult by the large fluctuations that occur
Compressive sampling
, 2006
"... Conventional wisdom and common practice in acquisition and reconstruction of images from frequency data follow the basic principle of the Nyquist density sampling theory. This principle states that to reconstruct an image, the number of Fourier samples we need to acquire must match the desired res ..."
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Cited by 1441 (15 self)
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Conventional wisdom and common practice in acquisition and reconstruction of images from frequency data follow the basic principle of the Nyquist density sampling theory. This principle states that to reconstruct an image, the number of Fourier samples we need to acquire must match the desired
A Bayesian computer vision system for modeling human interactions
 IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE
, 2000
"... We describe a realtime computer vision and machine learning system for modeling and recognizing human behaviors in a visual surveillance task [1]. The system is particularly concerned with detecting when interactions between people occur and classifying the type of interaction. Examples of interes ..."
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Cited by 538 (6 self)
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of interesting interaction behaviors include following another person, altering one's path to meet another, and so forth. Our system combines topdown with bottomup information in a closed feedback loop, with both components employing a statistical Bayesian approach [2]. We propose and compare two
Results 1  10
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32,307