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Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts

by Torben G. Andersen, Tim Bollerslev
"... Volatility permeates modern financial theories and decision making processes. As such, accurate measures and good forecasts of future volatility are critical for the implementation and evaluation of asset and derivative pricing theories as well as trading and hedging strategies. In response to this, ..."
Abstract - Cited by 561 (45 self) - Add to MetaCart
Volatility permeates modern financial theories and decision making processes. As such, accurate measures and good forecasts of future volatility are critical for the implementation and evaluation of asset and derivative pricing theories as well as trading and hedging strategies. In response to this

A standardized set of 260 pictures: Norms for name agreement, image agreement, familiarity, and visual complexity

by Joan Gay Snodgrass, Mary Vanderwart - JOURNAL OF EXPERIMENTAL PSYCHOLOGY: HUMAN LEARNING AND MEMORY , 1980
"... In this article we present a standardized set of 260 pictures for use in experiments investigating differences and similarities in the processing of pictures and words. The pictures are black-and-white line drawings executed according to a set of rules that provide consistency of pictorial represent ..."
Abstract - Cited by 663 (1 self) - Add to MetaCart
representation. The pictures have been standardized on four variables of central relevance to memory and cognitive processing: name agreement, image agreement, familiarity, and visual complexity. The intercorrelations among the four measures were low, suggesting that the) ' are indices of different

Model-Based Analysis of Oligonucleotide Arrays: Model Validation, Design Issues and Standard Error Application

by Cheng Li, Wing Hung Wong , 2001
"... Background: A model-based analysis of oligonucleotide expression arrays we developed previously uses a probe-sensitivity index to capture the response characteristic of a specific probe pair and calculates model-based expression indexes (MBEI). MBEI has standard error attached to it as a measure of ..."
Abstract - Cited by 775 (28 self) - Add to MetaCart
Background: A model-based analysis of oligonucleotide expression arrays we developed previously uses a probe-sensitivity index to capture the response characteristic of a specific probe pair and calculates model-based expression indexes (MBEI). MBEI has standard error attached to it as a measure

Word Association Norms, Mutual Information, and Lexicography

by Kenneth Ward Church, Patrick Hanks , 1990
"... This paper will propose an objective measure based on the information theoretic notion of mutual information, for estimating word association norms from computer readable corpora. (The standard method of obtaining word association norms, testing a few thousand subjects on a few hundred words, is b ..."
Abstract - Cited by 1144 (11 self) - Add to MetaCart
This paper will propose an objective measure based on the information theoretic notion of mutual information, for estimating word association norms from computer readable corpora. (The standard method of obtaining word association norms, testing a few thousand subjects on a few hundred words

Reality Mining: Sensing Complex Social Systems

by Nathan Eagle, Alex Pentland - J. OF PERSONAL AND UBIQUITOUS COMPUTING , 2005
"... We introduce a system for sensing complex social systems with data collected from one hundred mobile phones over the course of six months. We demonstrate the ability to use standard Bluetooth-enabled mobile telephones to measure information access and use in different contexts, recognize social patt ..."
Abstract - Cited by 718 (27 self) - Add to MetaCart
We introduce a system for sensing complex social systems with data collected from one hundred mobile phones over the course of six months. We demonstrate the ability to use standard Bluetooth-enabled mobile telephones to measure information access and use in different contexts, recognize social

The Aurora Experimental Framework for the Performance Evaluation of Speech Recognition Systems under Noisy Conditions

by David Pearce, Hans-günter Hirsch, Ericsson Eurolab Deutschland Gmbh - in ISCA ITRW ASR2000 , 2000
"... This paper describes a database designed to evaluate the performance of speech recognition algorithms in noisy conditions. The database may either be used to measure frontend feature extraction algorithms, using a defined HMM recognition back-end, or complete recognition systems. The source speech f ..."
Abstract - Cited by 534 (6 self) - Add to MetaCart
This paper describes a database designed to evaluate the performance of speech recognition algorithms in noisy conditions. The database may either be used to measure frontend feature extraction algorithms, using a defined HMM recognition back-end, or complete recognition systems. The source speech

Mitigating routing misbehavior in mobile ad hoc networks

by Sergio Marti, T. J. Giuli, Kevin Lai, Mary Baker - Proc. ACM/IEEE MOBICOM , 2000
"... This paper describes two techniques that improve through-put in an ad hoc network in the presence of nodes that agree to forward packets but fail to do so. To mitigate this prob-lem, we propose categorizing nodes based upon their dynam-ically measured behavior. We use a watchdog that identifies misb ..."
Abstract - Cited by 1090 (4 self) - Add to MetaCart
This paper describes two techniques that improve through-put in an ad hoc network in the presence of nodes that agree to forward packets but fail to do so. To mitigate this prob-lem, we propose categorizing nodes based upon their dynam-ically measured behavior. We use a watchdog that identifies

SURF: Speeded Up Robust Features

by Herbert Bay, Tinne Tuytelaars, Luc Van Gool - ECCV
"... Abstract. In this paper, we present a novel scale- and rotation-invariant interest point detector and descriptor, coined SURF (Speeded Up Ro-bust Features). It approximates or even outperforms previously proposed schemes with respect to repeatability, distinctiveness, and robustness, yet can be comp ..."
Abstract - Cited by 897 (12 self) - Add to MetaCart
be computed and compared much faster. This is achieved by relying on integral images for image convolutions; by building on the strengths of the leading existing detectors and descrip-tors (in casu, using a Hessian matrix-based measure for the detector, and a distribution-based descriptor); and by simplifying

Experimental Estimates of Education Production Functions

by Alan B. Krueger - Princeton University, Industrial Relations Section Working Paper No. 379 , 1997
"... This paper analyzes data on 11,600 students and their teachers who were randomly assigned to different size classes from kindergarten through third grade. Statistical methods are used to adjust for nonrandom attrition and transitions between classes. The main conclusions are (1) on average, performa ..."
Abstract - Cited by 529 (19 self) - Add to MetaCart
, performance on standardized tests increases by four percentile points the �rst year students attend small classes; (2) the test score advantage of students in small classes expands by about one percentile point per year in subsequent years; (3) teacher aides and measured teacher characteristics have little

Reversible jump Markov chain Monte Carlo computation and Bayesian model determination

by Peter J. Green - Biometrika , 1995
"... Markov chain Monte Carlo methods for Bayesian computation have until recently been restricted to problems where the joint distribution of all variables has a density with respect to some xed standard underlying measure. They have therefore not been available for application to Bayesian model determi ..."
Abstract - Cited by 1345 (23 self) - Add to MetaCart
Markov chain Monte Carlo methods for Bayesian computation have until recently been restricted to problems where the joint distribution of all variables has a density with respect to some xed standard underlying measure. They have therefore not been available for application to Bayesian model
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