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The Determinants of Credit Spread Changes.

by Pierre Collin-Dufresne , Robert S Goldstein , J Spencer Martin , Gurdip Bakshi , Greg Bauer , Dave Brown , Francesca Carrieri , Peter Christoffersen , Susan Christoffersen , Greg Duffee , Darrell Duffie , Vihang Errunza , Gifford Fong , Mike Gallmeyer , Laurent Gauthier , Rick Green , John Griffin , Jean Helwege , Kris Jacobs , Chris Jones , Andrew Karolyi , Dilip Madan , David Mauer , Erwan Morellec , Federico Nardari , N R Prabhala , Tony Sanders , Sergei Sarkissian , Bill Schwert , Ken Singleton , Chester Spatt , René Stulz - Journal of Finance , 2001
"... ABSTRACT Using dealer's quotes and transactions prices on straight industrial bonds, we investigate the determinants of credit spread changes. Variables that should in theory determine credit spread changes have rather limited explanatory power. Further, the residuals from this regression are ..."
Abstract - Cited by 422 (2 self) - Add to MetaCart
is determined by computing its expected (under the risk-neutral measure) future cash flows discounted at the risk-free rate. As the credit spread CS(t) is uniquely defined through: (1) the price of a debt claim, (2) this debt claim's contractual cash flows, and (3) the (appropriate) risk-free rate, we can

Coq: The world’s best macro assembler?

by Andrew Kennedy, Nick Benton, Jonas Jensen, Pierre-evariste Dagand
"... We describe a Coq formalization of a subset of the x86 architecture. One emphasis of the model is brevity: using dependent types, type classes and notation we give the x86 semantics a makeover that counters its reputation for baroqueness. We model bits, bytes, and memory concretely using functions t ..."
Abstract - Cited by 2 (0 self) - Add to MetaCart
. Ordinary Coq definitions serve as a powerful “macro ” feature for everything from simple conditionals and loops to stack-allocated local variables and procedures with parameters. Assembly code can be assembled within Coq, producing a sequence of hex bytes. The assembler enjoys a correctness theorem

Self-determination and persistence in a real-life setting: Toward a motivational model of high school dropout.

by Robert J Vallerand , Michelle S Fbrtier , Frederic Guay - Journal of Personality and Social Psychology, , 1997
"... The purpose of this study was to propose and test a motivational model of high school dropout. The model posits that teachers, parents, and the school administration's behaviors toward students influence students' perceptions of competence and autonomy. The less autonomy supportive the so ..."
Abstract - Cited by 183 (19 self) - Add to MetaCart
revealed a significant main effect for school motivation, F(3.20, 14000) = 895.27, p < .0001. Newman-Keuls post hoc analyses revealed that the seven motivational subscales were significantly different from one another. The most important forms of motivation for participants in this sample were

Whom You Know Matters: Venture Capital Networks and Investment Performance,

by Yael Hochberg , Alexander Ljungqvist , Yang Lu , Steve Drucker , Jan Eberly , Eric Green , Yaniv Grinstein , Josh Lerner , Laura Lindsey , Max Maksimovic , Roni Michaely , Maureen O&apos;hara , Ludo Phalippou Mitch Petersen , Jesper Sorensen , Per Strömberg Morten Sorensen , Yael Hochberg , Johnson - Journal of Finance , 2007
"... Abstract Many financial markets are characterized by strong relationships and networks, rather than arm's-length, spot-market transactions. We examine the performance consequences of this organizational choice in the context of relationships established when VCs syndicate portfolio company inv ..."
Abstract - Cited by 138 (8 self) - Add to MetaCart
to make the concept of centrality more precise. 3 Consider the network illustrated in In graph theory, a network such as the one illustrated in 6 Networks are not static. Relationships may change, and entry to and exit from the network may change each actor's centrality. We therefore construct our

Indicators for Social and Economic Coping Capacity - Moving Toward a Working Definition of Adaptive Capacity”, Wesleyan-CMU Working Paper.

by Gary Yohe , Richard S J Tol , Gary Yohe , 2001
"... Abstract This paper offers a practically motivated method for evaluating systems' abilities to handle external stress. The method is designed to assess the potential contributions of various adaptation options to improving systems' coping capacities by focusing attention directly on the u ..."
Abstract - Cited by 109 (14 self) - Add to MetaCart
are insignificant, but it is important to note that health care and education have strong positive correlations with per capita income. Macro-scale and even international institutions (Determinant 3) could certainly matter even at a micro level, especially in determining how decisions among various adaptation

Credit Card Fraud Detection with a Neural-Network,”

by Sushmito Ghosh , Douglas L Reilly - Proc. 27th Hawaii Int‟l Conf. System Sciences: Information Systems: Decision Support and Knowledge-Based Systems, , 1994
"... Abstract Using data from a credit card issuer, a neural network based fraud detection system was trained on a large sample of labelled credit card account transactions and tested on a holdout data set that consisted of all account activity over a subsequent two-month period of time. The neural netw ..."
Abstract - Cited by 74 (0 self) - Add to MetaCart
, holdout set of transactions. In the training set, transactions were provided together with g d f r a u d labels, while in the blind test set, no fraud labels were initially pvided. The study was designed to simulate the effectiveness of a fraud dewtion system deployed as a postprocessing step to the bank's

Dynamics of New Science “Macro” Leadership: Strategy, Microcoevolution, Distributed Intelligence, Complexity

by Bill McKelvey , 1999
"... Thomas Kuhn's analysis leaves organization science, a multidiscipline field, as "prescientific." This essay suggests the use of coevolutionary dynamics to integrate several disciplines into a single paradigm. It uses a concept, macro-leadership---a micro macroperspective---to show how ..."
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Thomas Kuhn's analysis leaves organization science, a multidiscipline field, as "prescientific." This essay suggests the use of coevolutionary dynamics to integrate several disciplines into a single paradigm. It uses a concept, macro-leadership---a micro macroperspective---to show

and

by Beta Ziliani, Derek Dreyer, Neelakantan R. Krishnaswami, Aleksandar Nanevski , 2015
"... Effective support for custom proof automation is essential for large-scale interactive proof develop-ment. However, existing languages for automation via tactics either (a) provide no way to specify the behavior of tactics within the base logic of the accompanying theorem prover, or (b) rely on adva ..."
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on advanced type-theoretic machinery that is not easily integrated into established theorem provers. We present Mtac, a lightweight but powerful extension to Coq that supports dependently typed tactic programming. Mtac tactics have access to all the features of ordinary Coq programming, as well as a new set

The best of times, the worst of times: The place of close relatioshi8ps in psychology and our daily lives

by Daniel Perlman - Canadian Psychology , 2007
"... . The best of times, the worst of times: The place of close relationships in psychology and our daily lives. Canadian Psychology, 48(1),[7][8][9][10][11][12][13][14][15][16][17][18] (Abbreviated French: Le meilleur des mondes, le pire des mondes: la place des relations intimes en psycologie et dans ..."
Abstract - Cited by 7 (0 self) - Add to MetaCart
in the history, institutional aspects, and subfields of psychology, and 3) the paradoxically positive and negative nature of relationships. Let me start by discussing one of the greatest scientific contributions of all times, Albert Einstein's theory of relativity. When Einstein was in graduate school, one

mirWIP: microRNA target prediction based on microRNA-containing ribonucleoprotein-enriched transcripts.

by Molly Hammell , Dang Long , Liang Zhang , Andrew Lee , Steven Carmack , Min Han , Ye Ding , Victor Ambros - Nat. Methods. , 2008
"... Target prediction for animal microRNAs (miRNAs) has been hindered by the small number of verified targets available to evaluate the accuracy of predicted miRNA-target interactions. Recently, a dataset of 3,404 miRNA-associated mRNA transcripts was identified by immunoprecipitation of the RNA-induce ..."
Abstract - Cited by 45 (5 self) - Add to MetaCart
transcript is regulated by a miRNA. S, 5¢ seed matching; A, upstream structural accessibility; E, total energy; I, initial; F, final. 814 RESULTS Initial target prediction We used RNAhybrid 17 with modifications (Supplementary Methods online) to generate a list of all miRNA-target matches in C. elegans
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