Genetic Genealogical Models in Rare Event Analy- sis pdf

... YIELDS/SPREADS The final parameter, which is only needed in migration mode, is the (forward) spread in yields or (zero-coupon) interest rates. This determines the mark to market loss (gain) in the event ... high rating. If, for instance, a bank aims at a single-A rating, corresponding roughly to a PD of 10 basis points, then it should calculate its VaR at a 99.9% confidence lev...

Ngày tải lên: 16/02/2014, 10:20

... with a single barrier option, then choosing an appropriate working domain is crucial for determining the accuracy of the numerical solution. If we are interested in finding a solution in the interval (z −1 ,z 1 ), ... Changing the Time Origin In financial application, PDEs are usually characterized by a terminal condition ex- pressing the security payoff. In physics, it is more natural...

Ngày tải lên: 19/02/2014, 13:20

... Ϫ f det f est k 2 ͪ cos 2 ␪ , c ϭ sin 2 ␪ k Ϫ 1 . ␶ opt is then obtained by inserting ␣ opt into the expres - sion for ␶ est ( ␣ ). ACKNOWLEDGMENTS This work was supported by grant NINDS-36722 from the Na- tional Institutes ... short duration. In Proceedings of the Eighth Meeting, International Society for Magnetic Resonance in Medicine, Denver, Colorado, p. 500. Rosen, B. R., Buckner, R....

Ngày tải lên: 19/02/2014, 18:20

... available in very limited domains and building bilingual re- sources in a new domain is usually very expensive. It is an interesting question whether a model that is trained on an existing large bilingual ... concate- nation baseline. In particular, Switching:Max could gain up to 2.2 BLEU points over the concatenation baseline and 0.39 BLEU points over the best per- forming baseline (i....

Ngày tải lên: 19/02/2014, 19:20

... we were able to create synthetic training sets of varying sizes, as well as a test set of 1000 dialogs. Each generated dialog d in each training/test set consisted of a sequence of values for ... model was esti- mated by transcribing 50 randomly chosen dialogs from the training set in Section 4.2 and calculat- ing the frequency with which the ASR engine rec- ognized ˜ A t such that ˜ A t...

Ngày tải lên: 20/02/2014, 09:20

... family was maintaining and using the grotto springs, and at one point Nell even dammed the outlet of the free-flowing spring to create a pond in which she raised goldfish. The outdoor terrain was, for ... and floor coverings in Mount Hood, as if she were still sitting at the drafting table. 16 The fact that Nell Sunday actually had a direct hand in coordinating the living At Home in Wino...

Ngày tải lên: 21/02/2014, 06:20

... outstanding) Control variables = retention rate which describes the fraction of earnings retained for in- creasing the capital assets = stock financing rate concerning new money invested in the ... financing model (Davis and Elzinga [22, 1970]) has been used since it is one of the well known and pioneering models on optimal control in finance. Some other recent work in this area inc...

Ngày tải lên: 22/02/2014, 06:20

... that contains a protein, involucrin. This protein is synthesized in the stratum spinosum and cross-linked in the stratum granulosum by an enzyme that makes it highly stable. Involucrin provides ... classified into apocrine or eccrine (merocrine). In domestic ani- mals, the apocrine gland is extensively developed and found throughout most of the skin. However, in humans it is found only...

Ngày tải lên: 06/03/2014, 14:20

... j  , the important link between rare- event premia and uncertainty aversion toward rare events still survives. 17 4. The Rare- Event Premiums in Options To further disentangle the rare- event premiums ... or, equivalently, across varying sensitivities to rare events. We find that uncertainty aversion toward rare events plays an important role in explaining the pricing diff...

Ngày tải lên: 07/03/2014, 10:20

... Aires, Argentina. Evan L. Antworth 1990. PC-KIMMO: a two-level processor for morphological analysis.No. 16 in Oc- casional publications in academic computing. No. 16 in Occasional publications in academic ... suc- cessful. In the ambit that we are studying we can think that if a word is a string of prefixes, a stem and suffixes, one automata head will read will the prefixes and the oth...

Ngày tải lên: 07/03/2014, 22:20