International Journal of Emerging Technologies in Computational
... UF-tree. The UF-tree require a large amount of memory in order to increase the chance of path sharing, the data needs to be discretized and expected support of each tree node is rounded up to k decimal places. Construction of uFP-Tree Algorithm In the process of constructing the UF tree, the frequen ...
... UF-tree. The UF-tree require a large amount of memory in order to increase the chance of path sharing, the data needs to be discretized and expected support of each tree node is rounded up to k decimal places. Construction of uFP-Tree Algorithm In the process of constructing the UF tree, the frequen ...
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... theoretical model based on the interdependence between agricultural and financial markets. He showed that a contractionary open market operation depressed the agricultural sector in the short run leading to lower relative prices, incomes, and returns to factors specific to agriculture. Further, he s ...
... theoretical model based on the interdependence between agricultural and financial markets. He showed that a contractionary open market operation depressed the agricultural sector in the short run leading to lower relative prices, incomes, and returns to factors specific to agriculture. Further, he s ...
Management of Transaction Exposure
... can gain as much as C$14.6 million when the euro becomes worthless, which, of course, is unlikely, whereas there is no limit to possible losses. It is important, however, to note that the above analysis is ex post in nature and that no one can know for sure what the future spot rate will be beforeha ...
... can gain as much as C$14.6 million when the euro becomes worthless, which, of course, is unlikely, whereas there is no limit to possible losses. It is important, however, to note that the above analysis is ex post in nature and that no one can know for sure what the future spot rate will be beforeha ...
New Keynesian Models: Not Yet Useful for Policy Analysis
... that a small macro model consistent with the micro data can still be useful in clarifying how to think about policy. Typical examples of work in this tradition are the general equilibrium models of optimal fiscal policy pioneered by Robert E. Lucas and Nancy L. Stokey (1983), which elucidate general ...
... that a small macro model consistent with the micro data can still be useful in clarifying how to think about policy. Typical examples of work in this tradition are the general equilibrium models of optimal fiscal policy pioneered by Robert E. Lucas and Nancy L. Stokey (1983), which elucidate general ...
Symbolic Representations and Analysis of Large Probabilistic Systems
... A BDD is said to be ordered if there is a total ordering of the variables such that every path through the BDD visits nodes according to the ordering. In an ordered BDD (OBDD), each child m of a non-terminal node m must therefore either be terminal, or non-terminal with var (m) > var (m ). A reduc ...
... A BDD is said to be ordered if there is a total ordering of the variables such that every path through the BDD visits nodes according to the ordering. In an ordered BDD (OBDD), each child m of a non-terminal node m must therefore either be terminal, or non-terminal with var (m) > var (m ). A reduc ...
Market Returns without Downside Risk Or The Difference Between
... “Minimum-Variance Portfolios in the U.S. Equity Market” , Journal of Portfolio Management, Fall 2006 • Haugen and Baker “The Efficient Market Inefficiency Of Capitalization- Weighted Stock Portfolios”, Journal of Portfolio Management Spring 1991 • Acadian simulations confirm Clarke's findings for US ...
... “Minimum-Variance Portfolios in the U.S. Equity Market” , Journal of Portfolio Management, Fall 2006 • Haugen and Baker “The Efficient Market Inefficiency Of Capitalization- Weighted Stock Portfolios”, Journal of Portfolio Management Spring 1991 • Acadian simulations confirm Clarke's findings for US ...
File
... AIM: To implement Linear and Circular Queue using arrays. ALGORITHM: Circular Queue: Inserting an element to circular Queue Step 1: Initialize FRONT = – 1; REAR = 1 Step 2: REAR = (REAR + 1) % SIZE Step 3: If (FRONT is equal to REAR) (a) Display “Queue is full” (b) Exit Step 4: Else (a) Input the va ...
... AIM: To implement Linear and Circular Queue using arrays. ALGORITHM: Circular Queue: Inserting an element to circular Queue Step 1: Initialize FRONT = – 1; REAR = 1 Step 2: REAR = (REAR + 1) % SIZE Step 3: If (FRONT is equal to REAR) (a) Display “Queue is full” (b) Exit Step 4: Else (a) Input the va ...
inflation-protected bonds: a look at the new i bond series
... So what about a contract, signed by the U.S. government, that promises a fixed rate of return for many years, plus semiannual adjustments that specifically protect an investor from the persistent erosion and possible ravages of inflation? Such are I bonds. HOW I BONDS WORK Twice a year, in May and i ...
... So what about a contract, signed by the U.S. government, that promises a fixed rate of return for many years, plus semiannual adjustments that specifically protect an investor from the persistent erosion and possible ravages of inflation? Such are I bonds. HOW I BONDS WORK Twice a year, in May and i ...
Equity Management
... cast to member-patrons who have previously invested. The over invested or inactive members should not be responsible for financing a cooperative they do not use. Failure to redeem equity reduces member realized return on equity (ROE). ...
... cast to member-patrons who have previously invested. The over invested or inactive members should not be responsible for financing a cooperative they do not use. Failure to redeem equity reduces member realized return on equity (ROE). ...
A Skiplist-Based Concurrent Priority Queue with Minimal Memory
... numbers of concurrent processor cores, skiplists [15] are an increasingly popular basis. A major reason is that skiplists allow concurrent accesses to different parts of the data structure in a simple way. Several lock-free concurrent skiplist implementations have been proposed [3, 4, 16]. The perfo ...
... numbers of concurrent processor cores, skiplists [15] are an increasingly popular basis. A major reason is that skiplists allow concurrent accesses to different parts of the data structure in a simple way. Several lock-free concurrent skiplist implementations have been proposed [3, 4, 16]. The perfo ...
QUAD TREE STRUCTURES FOR IMAGE COMPRESSION
... be presented is the Multi-Resolution Vector Quantization (MRVQ), an algorithm that compresses data by dividing an image block into a number of variable-size subblocks and encodes them using a quad tree representation. Two similar approaches have been proposed in [ 12,131. Our approach uses a variabl ...
... be presented is the Multi-Resolution Vector Quantization (MRVQ), an algorithm that compresses data by dividing an image block into a number of variable-size subblocks and encodes them using a quad tree representation. Two similar approaches have been proposed in [ 12,131. Our approach uses a variabl ...
Teaching Spreadsheet Simulation
... Thinking of simulation as the method of first choice. Simulating too many quantities. Too much focus on distribution/parameter selection or on the numerical results, not enough on insights/decision. Misinterpretation of results, especially confidence intervals Modeling: Using same return, lead time, ...
... Thinking of simulation as the method of first choice. Simulating too many quantities. Too much focus on distribution/parameter selection or on the numerical results, not enough on insights/decision. Misinterpretation of results, especially confidence intervals Modeling: Using same return, lead time, ...
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.