efficient method of moments
Tài liệu Pricing Stock Options Under Stochastic Volatility And Interest Rates With Efficient Method Of Moments Estimati ppt
Ngày tải lên :
21/12/2013, 01:20
... biases of the model option prices,
while the MARE statistic measures the dispersion of relative biases of the model
prices. The difference between MARE and MRE suggests the direction of the bias
of ... empirical
implications of SV models on option pricing have not yet been adequately
tested. The purpose of this paper is to first estimate a multivariate SV
model using the efficient method of moments (EMM) ... ba-
sis of the BIC inclusion of these parameters was not justified. Therefore we included
no cross terms between ln σ
2
st
and ln σ
2
rt
in (5) and (6); (iv) As far as the choice of a
19
of the...
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Tài liệu Báo cáo khoa học: "An Evaluation Method of Words Tendency using Decision " docx
Ngày tải lên :
20/02/2014, 16:20
... than that of straight line (2). The value of
the slice of regression straight line (1) is also higher
than that of regression straight line (2). So, we can
decide that the words of the regression ... than that of straight line (2). The value of the
slice of regression straight line (1) is also higher than
that of regression straight line (2). So, we can decide
that the words of the regression ... Correlation Coefficient (r)
Correlation coefficient is used to judge the reliability
of regression straight line. Although, stability classes
of words are estimated by slope and slice of the
regression...
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Tài liệu The Scope and Method of Economics pdf
Ngày tải lên :
21/02/2014, 03:20
... the behav-
ior of households will be blue or
shades of blue and all diagrams
relating to the behavior of firms will
be red or shades of red.
Figure 3.1 shows the circular flow of economic activity ... Statistical Abstract of the United States, a large volume of data
published by the Department of Commerce every year that describes many features of the U.S.
economy. Massive volumes of data can now ... the price of a product rises, people tend to buy less of it;
when the price of a product falls, people tend to buy more.
Theories do not always arise out of formal numerical data. All of us have...
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Báo cáo khoa học: "AN AUTOMATIC METHOD OF FINDING BOUNDARIES" pdf
Ngày tải lên :
08/03/2014, 07:20
... let n be the length of the concatena-
tion of articles; let m be the number of unique tokens
(after lemmatization and removal of words on the stop
list); let B be a list of boundaries, initialized ... about an automatic method of finding
discourse boundaries based on the repetition of lexi-
cal items. Halliday and Hasan (1976) and others have
claimed that the repetition of lexical items, ... implic-
itly in several of the techniques described above, but
the method presented here depends exclusively on it.
Methodology
Church (1993) describes a graphical method, called doL-
plotting,...
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Báo cáo " Method of dissolving-separating to absolute recovery nickel from wastes of nickel galvanization industrial " ppt
Ngày tải lên :
11/03/2014, 16:20
... rin trong
cdng nghiep ma crom,
niken.
Ha Noi
(2008).
J. E.
Silva,
D.Scares
et al. Journal of
Hazardous material
B121
(2005)
Dinh Pham Thai, Nguyin Kim Thiet. Ly
thuyet cac qua trinh ... nghe Viet Nam
ABSTRACT
The article describes the nickel recovery process by using dissolving method in order to
dissolve alternately the hydroxide typed indissoluble ones fiom Nickel contained ... temperature the last
one with boiling temperature at
100"C
pernuts to recovery almost whole of nickel quantity.
In
this
case the nickel
recovery
rate can reach up to
98.61%.
Thus for...
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Báo cáo "Another method of logic synthesis of digital counting circuits " pptx
Ngày tải lên :
14/03/2014, 13:20
... of form A
Another method of logic synthesis of
61
Obviously now the value of set E shows the complete parameters of periodical
as well as frequency existence of forms of circuit functions ...
Another method of logic synthesis of
59
Table 3. Circuit function with input state R
3,
ε
of RS - FF - Counter with k = 6, ε = 0
to 64, in which: P is the periodical existence of circuit ... use
computer in logical synthesis of counting circuit. This is the aim of this article.
1. Synthesizing counting circuits using similar forms
For the method of synthesizing digital counting...
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Báo cáo khoa học: "Packing of Feature Structures for Efficient Unification of Disjunctive Feature Structures" pptx
Ngày tải lên :
17/03/2014, 07:20
... implemented this method in
LiLFeS, and achieved a speed-up of the unifica-
tion process by a factor of 6.4 to 8.4. For realiz-
ing efficient NLP systems, I am currently build-
ing an efficient parser ... denote sets of seg-
ments, and 7)' and 7)" denote sets of depen-
dency functions. We start from comparing the
types of the root nodes of both feature struc-
tures. If either of the nodes ... parser by integrating the packing
method with the compilation method for HPSG
(Torisawa and Tsujii, 1996). While the compi-
lation method reduces the number of unification
operations during...
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IMPROVING THE EFFICIENT USE OF CAPITAL IN BAC TRUNG NAM CORPORATION potx
Ngày tải lên :
20/03/2014, 17:20
... Overview of the Theory of
Business’s capital and efficient use of
capital
Chapter 3 Research Methodology and
Research Data
Chapter 4 Research result and solutions to
improve the Efficient using of ...
"Improving the efficient use of capital at Bac Trung
Nam company"
Chapter 2 Overview of the Theory of Business’s
capital $ efficient using of capital
Purpose and tasks of the research ...
achieve efficient.
•
Proposed solutions to help companies
director offer better solutions for efficient
use of capital.
By: Nguyen Nhu Hung
The thesis supervisor:
professor: Joon Hee Rhee
professor:...
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Báo cáo "Another method of logic synthesis of digital counting circuits " potx
Ngày tải lên :
22/03/2014, 11:20
... two forms of
circuit functions. (Figure 5)
with ∆ε = 2
ℓ
= 2
3
= 8
Another method of logic synthesis of
61
Obviously now the value of set E shows the complete parameters of periodical ...
Another method of logic synthesis of
59
Table 3. Circuit function with input state R
3,
ε
of RS - FF - Counter with k = 6, ε = 0
to 64, in which: P is the periodical existence of circuit ... Figure 3 describes the appearance of form 1 and form 2 on ε axis.
Figure 3: Description of form 1 and form 2 on ε axis
Another method of logic synthesis of
57
From figure 3 we can see...
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Báo cáo khoa học: "Efficient Construction of Underspecified Semantics under Massive Ambiguity" pot
Ngày tải lên :
24/03/2014, 03:21
... E(B) of example parse forest
The packed semantic representation as con-
structed by the method described so far still calls
for an obvious improvement. Very often the dif-
ferent branches of ... this efficiently.
In the first we consider only the structure of the
parse forest, however ignore the content of (rule or
leaf) constraints. I.e. we explore the fact that the
parts of the ... described above
• array of variables X~ indexed by node s.t. if v is a child of OR-node
v',
then
Xv = Xv,
Data structures: • an array SEM of constraints and an array D of names, both indexed...
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Fermentation as a Method of Food Processing ppt
Ngày tải lên :
24/03/2014, 04:20
... samples of fermented dough. Cooking
reduced the number of contaminated samples to 10 of unfermented and 6 of
fermented dough, but after 6 h of storage, 45 of unfermented compared to 22 of
fermented ... 1988).
The length of fermentation of cassava roots, the type of gari flour and the source of
the flour affected the levels of HCN detected (Ukhun & Nkwocha, 1989). During
the fermentation of melon ... 9
I
NTRODUCTION 9
D
EFINITION OF FERMENTED FOOD 9
C
LASSIFICATION OF FERMENTED FOODS 9
B
ENEFITS OF FERMENTING FOOD 11
M
ICROFLORA IN FERMENTED FOODS 12
N
UTRITIONAL VALUE OF FERMENTED FOODS 13
Proteins...
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Báo cáo khoa học: "EFFICIENT PROCESSING OF FLEXIBLE CATEGORIAL GRAMMAR" potx
Ngày tải lên :
24/03/2014, 05:21
... Kent (1987), Predictive
Combinators: A Method for Efficient Pro-
cessing of Combinatory Categorial Grammars.
Proceedings of the 25th Annual Meeting of
the Association for Computational Linguis- ... definition of a subset
of the grammar, for which the spurious ambi-
guity problem does not arise and efficient
processing is possible.
1. Flexibility vs. Ambiguity
Categorial Grammars owe much of ... and -elimination rules
instead of composition.
The kernel of the P-calculus is right-
and left-application, as usual. Next to these,
-21 -
EFFICIENT PROCESSING OF
FLEXIBLE CATEGORIAL GRAMMAR...
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AN IMPROVED METHOD OF CONSTRUCTING A DATABASE OF MONTHLY CLIMATE OBSERVATIONS AND ASSOCIATED HIGH-RESOLUTION GRIDS docx
Ngày tải lên :
30/03/2014, 13:20
... 711
they are widespread. This method also has none of the advantages of a manual method; an automated method
is essential to handle such large quantities of data. However, the method should be sufficient ... appended without introducing inhomogeneities. The method
developed offers a number of improvements:
1. It is an iterative method, in which a subsection of a candidate may be checked if the full record ... characteristics of the candidate, thus
forming the reference series.
2.5. Correction of inhomogeneities
The detection of inhomogeneities employed the residual sum of squares (RSS) statistics from the GHCN
method...
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