a localized prediction model

A two-factor model (Duffie & Kan)

A two-factor model (Duffie & Kan)

... first solve (1) and (2) simultaneously numerically, and then integrate (3) to obtain the function A   . 32.3 Calibration Let  0  0 be given. The value at time t of a bond maturing at time t + ... , 1 2  2 2 C 2 2  ; (3) A 0 = 0; Chapter 32 A two-factor model (Duffie & Kan) Let us define: X 1 t= Interest rate at time t X 2 t= Yield at time t on a bond maturing at time t +  0 Let X 1 0 ... CHAPTER 32. A two-factor model (Duffie & Kan) 321 32.2 Zero-coupon bond prices The value at time t  T of a zero-coupon bond paying $1 at time T is B t; T =IE " exp  , Z T t X 1 u...

Ngày tải lên: 18/10/2013, 02:20

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Human Resource Portals and the Protean Career A Three-Factor Model

Human Resource Portals and the Protean Career A Three-Factor Model

... portals. It is essentially the organizational culture and employee attitudes toward change that matter. Organizational Factors Organizational factors include organizational culture, opportunities ... employees, they may impact the remaining two. For instance, managers may develop an organizational culture that facilitates the implementation of changes, and specifically technological changes. To ... technology and particularly the Internet and the World Wide Web has dramatically changed how organizations operate. The most far-reaching changes to careers are coming from transformations of work and...

Ngày tải lên: 24/10/2013, 08:20

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Shaking a box of sand I – a simple lattice model

Shaking a box of sand I – a simple lattice model

... transition. As mentioned in an earlier chapter, the density may attain values that are substantially higher than random close packing, and quite close to the crystalline limit [131, 132]. An analogous ... investigations. The model [174] is based on the generalisation of an earlier cellular automaton (CA) model [22, 75, 83, 165] of an avalanching sandpile. This version of the model contains only near-neighbour ... very asymmetrically shaped, and there is a strong preferred orientation, the nonequilibrium regime of granular dynamics will carry all the usual characteristics of ageing. Now recall that that...

Ngày tải lên: 01/11/2013, 08:20

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Tài liệu Activity 4.2: Creating a Logical Data Model ppt

Tài liệu Activity 4.2: Creating a Logical Data Model ppt

... 4.2: Creating a Logical Data Model In this activity, you will use the skills learned in this module to define the relationships within a logical data model and produce a sample ER diagram for ... the Ferguson and Bardell, Inc. case study. In each of the two exercises in this activity, you analyze a single aspect of a logical data design. At the end of each exercise, the class will discuss ... cardinality and existence characteristics of each of the relationships defined in Exercise 1. ! Identify cardinality 1. For each relationship on your ER diagram, ask the question “How many...

Ngày tải lên: 21/12/2013, 06:16

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Tài liệu A COMPREHENSIVE QUANTITATIVE MODEL FOR ANALYZING BOND REFUNDING DECISIONS pptx

Tài liệu A COMPREHENSIVE QUANTITATIVE MODEL FOR ANALYZING BOND REFUNDING DECISIONS pptx

... replaced by a floating-rate bond, a floating-rate bond replaced by a fixed-rate bond, and a floating-rate bond replaced by another floating-rate bond with a different index or a different margin. MOTIVATION ... fixed-rate or floating-rate bonds can similarly be investigated by suitably amending the appropriate input variables. Several what-if scenarios can be investigated (or simulated) to determine breakeven ... have to be evaluated on a case by case basis to calculate the exact costs or savings produced by the various interacting variables. Consequently, there is a need for an interactive computer model...

Ngày tải lên: 15/02/2014, 13:20

9 357 1
Tài liệu Towards a conceptual reference model for project management information systems ppt

Tài liệu Towards a conceptual reference model for project management information systems ppt

... outlined above by introducing a very fundamental data structure called Initiative (Fig. 3). An initiative is a generalization of any form of action that has a defined start and end date and is unde rtaken ... rtaken to reach a goal. Therefore, an initiative may be a program, a project, a sub-project, a pro ject phase, a work package, an activity or a task (indicated by the inheritance relationship between ... Their feasibility, profitability, and strategic impact are analyzed so that a final decision can be made regard- ing their implementation (Idea Evaluation). This phase ends with a formal go/no-go...

Ngày tải lên: 18/02/2014, 07:20

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Tài liệu Báo cáo khoa học: Catabolite repression in Escherichia coli – a comparison of modelling approaches docx

Tài liệu Báo cáo khoa học: Catabolite repression in Escherichia coli – a comparison of modelling approaches docx

... cellu- lar networks allows the simplification of the set of equations by assuming a steady state of the intra- cellular metabolites. An approach that combines flux balance analysis (FBA) with an ordinary ... unphos- phorylated EIIA inhibits the uptake of other non-PTS carbohydrates by a process called inducer exclusion, whereas phosphorylated EIIA activates adenylate cyclase (CyaA) and leads to an increase ... windows. The analysis of the mutant strains clearly showed that a large experimental effort is necessary for the rational design of bacterial strains based on mathematical models. Nishio et al. [15]...

Ngày tải lên: 18/02/2014, 13:20

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Tài liệu Báo cáo khoa học: Destabilization of psychrotrophic RNase HI in a localized fashion as revealed by mutational and X-ray crystallographic analyses pdf

Tài liệu Báo cáo khoa học: Destabilization of psychrotrophic RNase HI in a localized fashion as revealed by mutational and X-ray crystallographic analyses pdf

... extension: tailor-made genes using the polymerase chain reaction. Biotechniques 8, 528–535. 34 Kanaya S, Katsuda C, Kimura S, Nakai T, Kitakuni E, Nakamura H, Katayanagi K, Morikawa K & Ikehara M ... FEBS Destabilization of psychrotrophic RNase HI in a localized fashion as revealed by mutational and X-ray crystallographic analyses Muhammad S. Rohman 1 , Takashi Tadokoro 1 , Clement Angkawidjaja 1 , ... Matsumura H, Koga Y, Takano K & Kanaya S (2007) Structural, ther- modynamic, and mutational analyses of a psychro- trophic RNase HI. Biochemistry 46, 7460–7468. 12 Kanaya S (1998) Enzymatic...

Ngày tải lên: 18/02/2014, 13:20

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Tài liệu Báo cáo khoa học: "A Hybrid Hierarchical Model for Multi-Document Summarization" ppt

Tài liệu Báo cáo khoa học: "A Hybrid Hierarchical Model for Multi-Document Summarization" ppt

... 4: Manual Evaluations Here, we manually evaluate quality of summaries, a common DUC task. Human annotators are given two sets of summary text for each document set, generated from two approaches: ... 12 Overall 24 66 2 Table 4: Frequency results of manual quality evaluations. Results are statistically significant based on t-test. T ie indi- cates evaluations where two summaries are rated equal. according ... this paper. In this paper, we present a novel approach that formulates MDS as a prediction problem based on a two-step hybrid model: a generative model for hierarchical topic discovery and a regression model...

Ngày tải lên: 20/02/2014, 04:20

10 559 0
Tài liệu Báo cáo khoa học: "A Unified Graph Model for Sentence-based Opinion Retrieval" pdf

Tài liệu Báo cáo khoa học: "A Unified Graph Model for Sentence-based Opinion Retrieval" pdf

... represented by a bag-of-word. Among the words, there is a topic term Avatar (t 1 ) occurring twice, i.e. Avatar in A and Avatar in C, and two senti- ment words comfortable (o 1 ) and favorite (o 2 ) ... 4.1.1 Benchmark Datasets Our experiments are based on the Chinese benchmark dataset, COAE08 (Zhao et al., 2008). COAE dataset is the benchmark data set for the opinion retrieval track in the ... document. A weighted dictionary was generated from previous TREC relevance data (Amati et al., 2007). This dictionary was submit- ted as a query to a search engine to get an initial query-independent...

Ngày tải lên: 20/02/2014, 04:20

9 585 0
Tài liệu Báo cáo khoa học: "A probabilistic generative model for an intermediate constituency-dependency representation" pptx

Tài liệu Báo cáo khoa học: "A probabilistic generative model for an intermediate constituency-dependency representation" pptx

... Portugal. Federico Sangati and Chiara Mazza. 2009. An English Dependency Treebank ` a la Tesni ` ere. In The 8th In- ternational Workshop on Treebanks and Linguistic Theories, pages 173–184, Milan, ... have chosen the same strategy we have described in (Sangati et al., 2009). The idea consists of utilizing a state of the art parser to compute a list of k-best candidates of a test sentence, and ... utilize a state of the art parser for PS trees (Charniak, 1999), and transform each candidate to TDS. This strategy can be considered a first step to efficiently test and compare different models...

Ngày tải lên: 20/02/2014, 04:20

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