Báo cáo "Filtering for stochastic volatility from point process observation " ppt

... received in revised form 12 September 2007 Abstract. In this note we consider the filtering problem for financial volatility that is an Ornstein-Ulhenbeck process from point process observation. This ... Signal process: An Ornstein-Ulhenbeck process X t that is solution of the equation (36). • Observation process: A point process N t of intensity λ t > 0. So the sign...

Ngày tải lên: 14/03/2014, 13:20

... discharged more than 3,300 tons of waste from households, offices, restaurants, hotels, markets, food shops [2]. The Project for the Implementation Support for 3R Initiative in Hanoi City to Contribute ... Drawing the survey map and marking the sampling position Make the survey table- survey form: Form for surveying waste quantity is displayed in the table 1 Table 1. Surveying...

Ngày tải lên: 14/03/2014, 10:20

... language, second language or an important foreign language. The United Kingdom, its former colonies and the United States of America are the starting points of the popular diffusion of English ... jobs a critical work should do by questioning the most taking- for- granted assumptions in a society. For me, to lay a foundation for a critical analysis of the English language and English...

Ngày tải lên: 28/03/2014, 11:20

... for prior treatment, age, and gender subgroups as well. AIM-C economic items Overall, there were improvements from baseline to end- point in all economic impact items. From baseline to end- point, ... lower at endpoint compared to baseline. In addition at end- point, there was a decrease in the number of missed days from work for caregivers and in the number of subjects requirin...

Ngày tải lên: 25/10/2012, 10:06

... computation of prefix probabilities for TAGs is based on transforma- tions of equations. Here we informally discuss the general ideas underlying equation transfor- mations. Let w = ala2 an ... termination. This algorithm enables existing corpus-based es- timation techniques for stochastic TAGs to be used for language modelling. 1 Introduction Given some word sequence al&ap...

Ngày tải lên: 20/02/2014, 18:20

... |ref|; for i = 1; i ≤ M; i = i +1 do for j = 1; j ≤ N; j = j +1 do for k = 1; k ≤ i; k = k +1 do for m = 1; m ≤ j; m = m +1 do score i,j,k,m = max{score i−1,j,k,m , score i,j−1,k,m }; end for end for if ... ≤ M; i = i +1 do for j = 1; j ≤ N; j = j +1 do for k = 1; k ≤ i; k = k +1 do for m = 1; m ≤ j; m = m +1 do score i,j,k,m = max{score i−1,j,k,m ,score i,j−1,k,m } ; end f...

Ngày tải lên: 08/03/2014, 02:21

... (WSJ) corpus for training, sections 19-21 for development, and sections 22-24 for final evaluation. The POS tags were extracted from the parse trees in the corpus. All experiments for this work, ... See the aforementioned pa- pers for the details. In this paper, we call this effi- cient implementation “SGD-L1 (Clipping + Lazy- Update)”. 3.2 L1 regularization with cumulative penalty...

Ngày tải lên: 17/03/2014, 01:20

... cells are an outstanding tool for enhancing immuno- therapy and treatments for blood disorders and cancer, for example. In this review, we compare various methods used for inducing in vitro hematopoi- etic ... number of cells used for EB formation and various augmenting factors were found to be critical; optimum hematopoietic dif- ferentiation was achieved when spin EBs were formed...

Ngày tải lên: 22/03/2014, 17:20

... 2010. c 2010 Association for Computational Linguistics Profiting from Mark-Up: Hyper-Text Annotations for Guided Parsing Valentin I. Spitkovsky Computer Science Department Stanford University and Google ... found good solutions from bracketed corpora but not from raw text, sup- porting the view that purely unsupervised, self- organizing inference methods can miss the trees for the...

Ngày tải lên: 30/03/2014, 21:20

... · β(Z(e/f ), l, n, k, j) end for end for end for ✄ word pair generation rule β(X, l, m, i, j) += P (X(e/f) | X) ·β(X(e/f), l, m, i, j) end for end for end for end for 2.2 Pruning We need to further ... t) for all l, m such that 0 ≤ l ≤ m ≤ N s do for all i, j such that 0 ≤ i ≤ j ≤ N t do for all e ∈ {e l+1 . . . e m } do for all f ∈ {f i+1 . . . f j } do for all n such...

Ngày tải lên: 31/03/2014, 03:20