and levy based sabr libor market models

... two top-level commands At the bottom is a zoomed-in view for the “Flight” sub-network State and state are called precommands State and state are called postcommands States 2, 5, and represent slots ... probabilistic models for segmenting and labeling sequence data ICML Nocedal, J and S J Wright 1999 Numerical optimization, Springer-Verlag Povey, D and P C Woodland 2002 Minimum phone error and I-smoothing ... leaving no hidden variables and resulting in a CRF Here, PAC stands for “preamble for arrival city,” and PDC for “preamble for departure city.” The command prior and state transition features...

Ngày tải lên: 08/03/2014, 02:21

... lognormal LIBOR market model and derives the FRA and forward rates dynamics under different measures and the pricing formulas for caplets and swaptions Section introduces stochastic volatility and derives ... (2008) LIBOR market model with SABR style stochastic volatility Available online at: http://www.lesniewski.us/papers/working/SABRLMM.pdf [12] Henry-Labord`re, P (2007) Combining the SABR and LMM Models ... Risk, March, 59-60 [16] Jamshidian, F (1997) LIBOR and Swap Market Models and Measures Finance and Stochastics 1, 293-330 [17] Kijima, M., K Tanaka and T Wong (2008) A Multi-Quality Model of Interest...

Ngày tải lên: 15/03/2014, 07:20

... available and type of sense paraphrases used In Model I and Model II, the sense paraphrases are obtained from WordNet, and both the context and the sense paraphrases are treated as documents, c = dc and ... documents and sense paraphrases into a corpus and run Gibbs sampling on this corpus The problem with this approach is that the test set and sense paraphrase set are relatively small, and topic models ... (Geman and Geman, 1987; Griffiths and Steyvers, 2004) For each turn of the sampling, each word in each document is assigned a semantic topic based on the current word-topic distribution and topic-document...

Ngày tải lên: 23/03/2014, 16:20

... For example, frying and boiling are usually performed on a gas range and preparation and dishing up are usually performed on a cutting board Furthermore, we utilize cue phrases and silence as a ... Barbara J Grosz and Candace L Sidner 1986 Attention, intentions, and the structure of discourse Computational Linguistic, 12:175–204 Dinh Q.Phung, Thi V.T Duong, Hung H.Bui, and S.Venkatesh 2005 ... analysis (Jasinschi et al., 2001; Babaguchi and Nitta, 2003) For example, Babaguchi and Nitta segmented closed caption text into meaningful units and linked them to 757 video streams in sports...

Ngày tải lên: 31/03/2014, 01:20

Ngày tải lên: 03/06/2014, 02:10

... which dynamically links inhibitor and drug models using whole-body physiologically -based pharmacokinetic models (WB-PBPK) to quantify, under any administration time and dose regimen, the changes ... ITZ and its subsequent sequential metabolites [OH-ITZ, keto-itraconazole (keto-ITZ) and N-desalkyl-itraconazole (ND-ITZ)] are all high affinity ligands and substrates of CYP3A4 [13] ITZ and OH-ITZ ... volunteer In a second step, the MDZ models will be extended by linking WB-PBPK models of ITZ and OH-ITZ in order to predict the interaction between MDZ and ITZ via ITZ and OH-ITZ-mediated CYP3A4inhibition...

Ngày tải lên: 13/08/2014, 16:21

Ngày tải lên: 14/11/2014, 12:00

... agents, the models are named agent -based models In this work, agent behaviors are gathered through empirical evidence and theoretical intuition, and an agent -based model of financial market is constructed ... understanding of the underlying trading behaviors The urge to understand market dynamics and have better models to reproduce price fluctuations calls for a new approach of modeling – agent -based models ... growing trend of simulating the financial market based on the interactions of agents with different behavioral rules, and such models are called agent -based models Empirical evidence indicates that...

Ngày tải lên: 10/09/2015, 09:09

... intensity and edge features, and it adaptively updates the models of background, shadow, and edge information Experimental results show that the proposed approach robustly handles shadow and camouflage ... methods vi By means of graphical models, the proposed techniques handle object segmentation and tracking from relatively comprehensive and general viewpoints, and thus can be utilized in diverse ... [33] In particular, Bayesian networks and Markov random fields attract more and more attention in the design and analysis of machine intelligent systems [14], and they are playing an increasingly...

Ngày tải lên: 16/09/2015, 17:11

... extensive and appropriate prediction of copper toxicity and copper accumulation in organisms REFERENCES Ashton N W and Cove D J (1977) The isolation and preliminary characterization of Auxotrophic and ... rate and total copper concentration (A) or fCu (B) and relationship between copper accumulation and total copper concentration (C) or fCu (D) Table - Stability constants (95% confidence limits) and ... Schamphelaere and Janssen, 2002), barley (○) (Shoji, 2006), wheat (▼) (Luo et al., 2008), L paucicostata (×) (Hatano and Shoji, 2008) and F hygrometrica (▲) In the selection of EC50, pH and free calcium...

Ngày tải lên: 05/09/2013, 10:15

... Outcomes and Functions of Interruption in Age -based and Genderbased Conversations …………………………………………….… 19 2.1 Types, Outcomes and Functions of Interruption …………………… 19 2.2 Data Analysis and Discussion ... responses and actual situations recorded were compared and analyzed to provide the reliable and valid facts and figures - Data Analysis After collecting data, the researcher summed up and drew ... as by Searle and Vanderveken and Searle, J (1985) This approach, illocutionary logic, evaluates meaning both in terms of truth conditions and success conditions Speech act theory and its critiques...

Ngày tải lên: 19/12/2013, 10:39

Ngày tải lên: 18/02/2014, 11:20

... HPLC apparatus equipped with an autosampler, and can be purchased from a variety of companies; and, at least in our hands, HPLC solvent gradients and flow rates can nowadays be controlled such ... probes and tandem mass spectrometry: a strategy for the quantitative analysis of proteomes and subproteomes Curr Opin Chem Biol 8, 66–75 73 Liu Y, Patricelli MP & Cravatt BF (1999) Activitybased ... modifications ) protein processing [34,36] and N-glycosylation [39] – and describe the use of COFRADIC for studying interactions between small molecules and proteins The latter is a particular application...

Ngày tải lên: 18/02/2014, 16:20

... state-of-the-art SMT models Among these are: the phrase -based model, the hierarchical phrase -based model, and the syntax -based models that explicitly use syntactic information on either (both) source and (or) ... open-source SMT systems (based on either phrasebased models or syntax -based models) have been developed, such as Moses (Koehn et al., 2007), Joshua (Li et al., 2009), SAMT (Zollmann and Venugopal, 2006), ... including: standard phrase -based decoding, decoding as parsing, decoding as tree-parsing, and forest -based decoding It is easy-to-use and fast A new system can be built using only a few commands To...

Ngày tải lên: 19/02/2014, 20:20

... Viterbi rate stands at 64% and the labeled Viterbi rate is 60% [Synp, Setup, P~, Ipc, Hip, H2p) In HBG, we predict the syntactic and semantic labels of a constituent, its rewrite rule, and its two ... information used by their models is because of the difficulty in estimating very rich probabilistic models of context In this work, we present a model, the history -based grammar model, which ... and 5% of the m n e m o n i c productions actually contributed to parses of test sentences Grammar Metrics and Model of improving the Viterbi rate we use the combination of a large Treebank and...

Ngày tải lên: 20/02/2014, 21:20

... jacaranda, jacarada cabiuna, jacaranda de Brasil, jacaranda wood, jacaranda-dabahia, jacaranda-preto, jacaranda-rajado, jacaranda-roxo, jacarandaholz, jacaradanda de Brasil, legno di jacaranda, ... and international laws and regulations, and in compatibility with international principles and criteria relevant at the national and sub-national level (FSC Policy and Standards; principles and ... producers and dealers across several Figure Wood and paper -based products have many inputs Energy supply Wood supply Wood and paperbased products Other supplies Water supply Wood and paper-based...

Ngày tải lên: 22/02/2014, 09:20

... the grammatical and semantic characteristics of onomatopoeia The former includes Kloe (1977), Kaida et al (1985) and Taylor (2006), and the latter Schourup (1993) and Tamori and Schourup (1999) ... corpus- and usage -based analysis to clarify grammatical/semantic features of representative onomatopoeic words; and (iii) to examine register variations of onomatopoeic words Method and Data ... (documents, reports, etc.) / Learned and scientific writings / General fiction / Mystery and detective fiction / Science fiction / Adventure and Western fiction / Romance and love story / Humor) This...

Ngày tải lên: 24/02/2014, 18:20

... Home -Based Care Strong Partnerships in Kenya Reaching Internally Displaced Persons in Uganda Institutional Capacity Building and Improving Clinic -Based Care 11 Clinic Improvement and ... as female genital cutting and early marriage and childbirth El-Zanaty, Fatma and Ann Way 2006 Egypt Demographic and Health Survey 2005 Cairo, Egypt: Ministry of Health and Population, National ... Ministry of Health (MOH) [Kenya], and ORC Macro 2004 Kenya Demographic and Health Survey 2003 Calverton, Maryland: CBS, MOH, and ORC Macro., 222 communities, and have other programs already in...

Ngày tải lên: 05/03/2014, 17:20

... TARs in England & Wales, Scotland, Northern Ireland, Republic of Ireland, Sweden, Czech Republic, Finland, and Denmark; 1968-2006 Table Model Fitting by Country: Regression Intercept and Coefficients, ... incidence is available (2005 for Republic of Ireland; 2004 for England & Wales, Scotland, Northern Ireland, and Sweden; 2003 for Czech Republic and Finland; 2001 for Denmark) Linear Regression Response ... within Ages 45-49 in England & Wales, Scotland, Northern Ireland, Republic of Ireland, Sweden, Czech Republic, Finland, and Denmark; 1943-2005 Cancer registrations in Scotland started in 1960 Rates...

Ngày tải lên: 06/03/2014, 02:21

... for proteins involved in cell proliferation (MIF and cenpA), survival (i.e survivin, BI-1, and dad1), and ribosome biogenesis (members of the small and large ribosomal subunits) Interestingly, not ... availability of growth factors, hormones, and nutrients, result in the activation of signaling pathways that rapidly and reversibly modulate the translation of RP mRNAs and the other TOP mRNAs (Fig 1) ... with an estimated half-life of about days for both RPs and rRNA [47] Several laboratories have tried to understand how ribosomes are recycled and whether there is a specific mechanism of degradation...

Ngày tải lên: 07/03/2014, 01:20