AN EXAMINATION OF FAST SIMILARITY SEARCH TREES
... of a query point versus the points stored in a database. Points that are near a given query point form the query result set. Formally, the search problem is modeled in metric space. The collection of objects to be searched forms a subset of the metric space’s domain and the distance applied to pairs ...
... of a query point versus the points stored in a database. Points that are near a given query point form the query result set. Formally, the search problem is modeled in metric space. The collection of objects to be searched forms a subset of the metric space’s domain and the distance applied to pairs ...
document
... Hash Tables • A hash table or hash map is a data structure that efficiently stores and retrieves data from memory • Here we discuss a hash table that uses an array in combination with singly linked lists • Uses a hash function – Maps an object to a key – In our example, a string to an integer Copyr ...
... Hash Tables • A hash table or hash map is a data structure that efficiently stores and retrieves data from memory • Here we discuss a hash table that uses an array in combination with singly linked lists • Uses a hash function – Maps an object to a key – In our example, a string to an integer Copyr ...
Download Dissertation
... price information has become a particular challenge for investors and academics. To assess the probability of bankruptcy more accurately in the absence of equity market price information, a prediction model must be able to capture, from financial statements and other publicly available sources, a co ...
... price information has become a particular challenge for investors and academics. To assess the probability of bankruptcy more accurately in the absence of equity market price information, a prediction model must be able to capture, from financial statements and other publicly available sources, a co ...
NBER WORKING PAPER SERIES TO 2007 Patrick Bajari
... and the ability of borrowers to pay, as measured by their credit quality (Archer, Ling, and McGill, 1996; Carranza and Estrada, 2007; Demyanyk and van Hemert, 2008), as well as the role of rate resets for adjustable-rate mortgages (Pennington-Cross and Ho, 2006). ...
... and the ability of borrowers to pay, as measured by their credit quality (Archer, Ling, and McGill, 1996; Carranza and Estrada, 2007; Demyanyk and van Hemert, 2008), as well as the role of rate resets for adjustable-rate mortgages (Pennington-Cross and Ho, 2006). ...
Asymptotic Arbitrage in Large Financial Markets With - HAL
... Asymptotic Arbitrage of the First and Second Kind and, assuming that martingale measures are unique for each model, they established necessary and sufficient conditions for the absence of asymptotic arbitrage in terms of contiguity of the sequences of objective probabilities and martingale measures. ...
... Asymptotic Arbitrage of the First and Second Kind and, assuming that martingale measures are unique for each model, they established necessary and sufficient conditions for the absence of asymptotic arbitrage in terms of contiguity of the sequences of objective probabilities and martingale measures. ...
Chapter 12 Notes
... well as deletion. Records with different search-key values may be mapped to ...
... well as deletion. Records with different search-key values may be mapped to ...
Asset correlations and credit portfolio risk
... affects total credit portfolio risk; this has important implications for both banks’ internal credit risk modelling processes and banking supervision. We first find substantial time variation in asset correlations both for the market model and the sector model. This suggests that asset correlation esti ...
... affects total credit portfolio risk; this has important implications for both banks’ internal credit risk modelling processes and banking supervision. We first find substantial time variation in asset correlations both for the market model and the sector model. This suggests that asset correlation esti ...
Diffracting Trees
... bottleneck that is no better than a centralized counter implementation. This would indeed be true if one were to use the accepted (counting network) implementation of a balancer—a single location with a bit toggled by each passing token. The problem is overcome based on the following simple observat ...
... bottleneck that is no better than a centralized counter implementation. This would indeed be true if one were to use the accepted (counting network) implementation of a balancer—a single location with a bit toggled by each passing token. The problem is overcome based on the following simple observat ...
Slides - SRU Computer Science
... range (pick prime as table size for best results). • Thus, we could take a string, chop it into 4letter sections, then take value of 32 bits that make up each 4-letter section and XOR them together, then % that result by table size. • Almost any reasonable function that uses all bits will do, so cho ...
... range (pick prime as table size for best results). • Thus, we could take a string, chop it into 4letter sections, then take value of 32 bits that make up each 4-letter section and XOR them together, then % that result by table size. • Almost any reasonable function that uses all bits will do, so cho ...
Lattice model (finance)
For other meanings, see lattice model (disambiguation)In finance, a lattice model [1] is a technique applied to the valuation of derivatives, where, because of path dependence in the payoff, 1) a discretized model is required and 2) Monte Carlo methods fail to account for optimal decisions to terminate the derivative by early exercise. For equity options, a typical example would be pricing an American option, where a decision as to option exercise is required at ""all"" times (any time) before and including maturity. A continuous model, on the other hand, such as Black Scholes, would only allow for the valuation of European options, where exercise is on the option's maturity date. For interest rate derivatives lattices are additionally useful in that they address many of the issues encountered with continuous models, such as pull to par.