Mind the class weight bias: weighted maximum mean discrepancy for unsupervised domain adaptation. Hongliang Yan 2017/06/21
|
|
- Harry Fields
- 5 years ago
- Views:
Transcription
1 nd he class wegh bas: weghed maxmum mean dscrepancy for unsupervsed doman adapaon Honglang Yan 207/06/2
2 Doman Adapaon Problem: Tranng and es ses are relaed bu under dfferen dsrbuons. Tranng (Source) DA Tes (Targe) ehodology: Learn feaure space ha combne dscrmnaveness and doman nvarance. mnmze source error + doman dscrepancy Fgure. Illusraon of daase bas. []hps://cs.sanford.edu/~jhoffman/domanadap/
3 axmum ean Dscrepancy (D) represenng dsances beween dsrbuons as dsances beween mean embeddngs of feaures An emprcal esmae D ( s, ) sup E [ (x )] E [ (x )] 2 s x ~ s x ~ H H D (, ) (x ) (x ) 2 Ds D j H N j
4 ovaon lass wegh bas cross domans remans unsolved bu ubquous D (, ) (x ) (x ) 2 Ds D j H N j
5 ovaon lass wegh bas cross domans remans unsolved bu ubquous D (, ) (x ) (x ) 2 Ds D j H N j s s 2 wc Ec wc Ec H c c ( (x )) ( (x )) s w and w N N c c c c
6 ovaon lass wegh bas cross domans remans unsolved bu ubquous D (, ) (x ) (x ) 2 Ds D j H N j Effec of class wegh bas should be removed: hanges n sample selecon crera s s wc Ec wc Ec c c 2 H ( (x )) ( (x )) s w and w N N c c c c
7 ovaon lass wegh bas cross domans remans unsolved bu ubquous D (, ) (x ) (x ) 2 Ds D j H N j Effec of class wegh bas should be removed: hanges n sample selecon crera s s wc Ec wc Ec c c 2 H ( (x )) ( (x )) s w and w N N c c c c Fgure 2. lass pror dsrbuon of hree dg recognon daases.
8 ovaon lass wegh bas cross domans remans unsolved bu ubquous D (, ) (x ) (x ) 2 Ds D j H N j Effec of class wegh bas should be removed: hanges n sample selecon crera s s wc Ec wc Ec c c 2 H ( (x )) ( (x )) s w and w N N c c c c 2 Applcaons are no concerned wh class pror dsrbuon
9 ovaon lass wegh bas cross domans remans unsolved bu ubquous D (, ) (x ) (x ) 2 Ds D j H N j Effec of class wegh bas should be removed: hanges n sample selecon crera s s wc Ec wc Ec c c 2 H ( (x )) ( (x )) s w and w N N c c c c 2 Applcaons are no concerned wh class pror dsrbuon D can be mnmzed by eher learnng doman nvaran represenaon or preservng he class weghs n source doman.
10 Weghed D an dea: reweghng classes n source doman so ha hey have he same class weghs as arge doman Inroducng an auxlary wegh c for each class c n source doman D (, ) (x ) (x ) 2 Ds D j H N j w w s c c c s s 2 wc Ec wc Ec H c c ( (x )) ( (x ))
11 Weghed D an dea: reweghng classes n source doman so ha hey have he same class weghs as arge doman Inroducng an auxlary wegh c for each class c n source doman D (, ) (x ) (x ) 2 Ds D j H N j s s 2 wc Ec wc Ec H c c ( (x )) ( (x )) w w s c c c D (, ) (x ) (x ) 2 w Ds D s y j H N j w E s c c w E c c c c 2 H ( (x )) ( (x ))
12 Weghed DAN. Replace D wh weghed D em n DAN[4]: mn (x, ; W) D ( D, D ) W s s l l y l s l { l,..., l } L [4] Long, ao Y, Wang J. Learnng Transferable Feaures wh Deep Adapaon Neworks[J]., 205.
13 Weghed DAN. Replace D wh weghed D em n DAN[4]: mn (x, ; W) D ( D, D ) W s s l l y l s l { l,..., l } L mn (x, ; W) D ( D, D ) W, s s l l y l, w s l { l,..., l } L [4] Long, ao Y, Wang J. Learnng Transferable Feaures wh Deep Adapaon Neworks[J]., 205.
14 Weghed DAN. Replace D wh Weghed D em n DAN[4]: mn (x, ; W) D ( D, D ) W s s l l y l s l { l,..., l } 2. To furher explo he unlabeled daa n arge doman, emprcal rsk s consdered as sem-supervsed model n [5]: L mn (x, ; W) (x, ; W) D (, ) N s s l l ˆ N y y l, w Ds D W,{ yˆ j} j, N j l { l,..., l } L [4] Long, ao Y, Wang J. Learnng Transferable Feaures wh Deep Adapaon Neworks[J]., 205. [5] Amn, assh-reza, and Parck Gallnar. "Sem-supervsed logsc regresson." Proceedngs of he 5h European onference on Arfcal Inellgence. IOS Press, 2002.
15 Opmzaon: an exenson of E[6] Parameers o be esmaed ncludng hree pars,.e., The model s opmzed by alernang beween hree seps : E-sep: Fxed W, esmang he class poseror probably p( y c x ) g(x, W) j j j p( y c x ) j j W,,{ yˆ } N j of arge samples: j [7] eleux, Glles, and Gérard Govaer. "A classfcaon E algorhm for cluserng and wo sochasc versons." ompuaonal sascs & Daa analyss 4.3 (992):
16 Opmzaon: an exenson of E[6] Parameers o be esmaed ncludng hree pars,.e., The model s opmzed by alernang beween hree seps : E-sep: Fxed W, esmang he class poseror probably -sep: p( y c x ) g(x, W) j j j p( y c x ) W,,{ yˆ } of arge samples: Assgn he pseudo labels { yˆ } N j j on arge doman: c 2 updae he auxlary class-specfc weghs for source doman: wˆ w s where wˆ ( yˆ ) N c c c c c j j j j j N j yˆ arg max p( y c x ) j j j ( x) s an ndcor funcon whch equals f x = c, and equals 0 oherwse. c [7] eleux, Glles, and Gérard Govaer. "A classfcaon E algorhm for cluserng and wo sochasc versons." ompuaonal sascs & Daa analyss 4.3 (992):
17 Opmzaon: an exenson of E[6] Parameers o be esmaed ncludng hree pars,.e., The model s opmzed by alernang beween hree seps : -sep: Fxed { ˆ } N and, updang W. The problem s reformulaed as: y j j mn (x, ; W) (x, ; W) D ( D, D ) W N s s l l y y l, w s j l { l,..., l } L W,,{ yˆ } j N j The graden of he hree ems s compuable and W can be opmzed by usng a mn-bach SGD. [7] eleux, Glles, and Gérard Govaer. "A classfcaon E algorhm for cluserng and wo sochasc versons." ompuaonal sascs & Daa analyss 4.3 (992):
18 Expermenal resuls omparson wh sae-of-he-ars Table. Expermenal resuls on offce-0+alech-0
19 Expermenal resuls Emprcal analyss Fgure 3. Performance of varous model under dfferen class wegh bas. Fgure 4. Vsualzaon of he learned feaures of DAN and weghed DAN.
20 Summary Inroduce class-specfc wegh no D o reduce he effec of class wegh bas cross domans. Develop WDAN model and opmze n an E framework. Weghed D can be appled o oher scenaros where D s used for dsrbuon dsance measuremen, e.g., mage generaon
21 Thanks! Paper & code are avalable Paper: hps://arxv.org/abs/ ode: hps://ghub.com/yhldh/wd-affe
Online Technical Appendix: Estimation Details. Following Netzer, Lattin and Srinivasan (2005), the model parameters to be estimated
Onlne Techncal Appendx: Esmaon Deals Followng Nezer, an and Srnvasan 005, he model parameers o be esmaed can be dvded no hree pars: he fxed effecs governng he evaluaon, ncdence, and laen erence componens
More informationFairing of Polygon Meshes Via Bayesian Discriminant Analysis
Farng of Polygon Meshes Va Bayesan Dscrmnan Analyss Chun-Yen Chen Insue of Informaon Scence, Academa Snca. Deparmen of Compuer Scence and Informaon Engneerng, Naonal Tawan Unversy. 5, Tawan, Tape, Nankang
More informationChain-linking and seasonal adjustment of the quarterly national accounts
Sascs Denmark Naonal Accouns 6 July 00 Chan-lnkng and seasonal adjusmen of he uarerly naonal accouns The mehod of chan-lnkng he uarerly naonal accouns was changed wh he revsed complaon of daa hrd uarer
More informationUNN: A Neural Network for uncertain data classification
UNN: A Neural Nework for unceran daa classfcaon Jaq Ge, and Yun Xa, Deparmen of Compuer and Informaon Scence, Indana Unversy Purdue Unversy, Indanapols, USA {jaqge, yxa }@cs.upu.edu Absrac. Ths paper proposes
More informationLearning From Labeled And Unlabeled Data: An Empirical Study Across Techniques And Domains
Journal of Arfcal Inellgence Research 3 (005 33 -- 366 Submed 06/04; publshed 03/05 Learnng From Labeled And Unlabeled Daa: An Emprcal Sud Across Technques And Domans Nesh V. Chawla Deparmen of Compuer
More informationA Novel Approach to Model Generation for Heterogeneous Data Classification
A Novel Approach o Model Generaon for Heerogeneous Daa Classfcaon Rong Jn*, Huan Lu *Dep. of Compuer Scence and Engneerng, Mchgan Sae Unversy, Eas Lansng, MI 48824 rongn@cse.msu.edu Deparmen of Compuer
More informationPattern Classification (V) 杜俊
Paern Cassfcaon V 杜俊 jundu@usc.edu.cn Oune Bayesan Decson heory How o mae he oma decson? Maxmum a oseror MAP decson rue Generave Modes Jon dsrbuon of observaon and abe sequences Mode esmaon: MLE Bayesan
More informationNoise and Expected Return in Chinese A-share Stock Market. By Chong QIAN Chien-Ting LIN
Nose and Expeced Reurn n Chnese A-share Sock Marke By Chong QIAN Chen-Tng LIN 1 } Capal Asse Prcng Model (CAPM) by Sharpe (1964), Lnner (1965) and Mossn (1966) E ( R, ) R f, + [ E( Rm, ) R f, = β ] + ε
More informationAlbania. A: Identification. B: CPI Coverage. Title of the CPI: Consumer Price Index. Organisation responsible: Institute of Statistics
Albana A: Idenfcaon Tle of he CPI: Consumer Prce Index Organsaon responsble: Insue of Sascs Perodcy: Monhly Prce reference perod: December year 1 = 100 Index reference perod: December 2007 = 100 Weghs
More informationSUMMARY INTRODUCTION. Figure 1: An illustration of the integration of well log data and seismic data in a survey area. Seismic cube. Well-log.
Perophyscal propery esmaon from sesmc daa usng recurren neural neworks Moaz Alfarraj, and Ghassan AlRegb Cener for Energy and Geo Processng CeGP, Georga Insue of Technology SUMMARY Reservor characerzaon
More informationExplaining Product Release Planning Results Using Concept Analysis
Explanng Produc Release Plannng Resuls Usng Concep Analyss Gengshen Du, Thomas Zmmermann, Guenher Ruhe Deparmen of Compuer Scence, Unversy of Calgary 2500 Unversy Drve NW, Calgary, Albera T2N 1N4, Canada
More informationA Hybrid Method to Improve Forecasting Accuracy Utilizing Genetic Algorithm An Application to the Data of Operating equipment and supplies
A Hyrd Mehod o Improve Forecasng Accuracy Ulzng Genec Algorhm An Applcaon o he Daa of Operang equpmen and supples Asam Shara Tax Corporaon Arkne, Shzuoka Cy, Japan, e-mal: a-shara@arkne.nfo Dasuke Takeyasu
More informationAn improved segmentation-based HMM learning method for Condition-based Maintenance
An mproved segmenaon-based HMM learnng mehod for Condon-based Manenance T Lu 1,2, J Lemere 1,2, F Carella 1,2 and S Meganck 1,3 1 ETRO Dep., Vre Unverse Brussel, Plenlaan 2, 1050 Brussels, Belgum 2 FMI
More informationDEA-Risk Efficiency and Stochastic Dominance Efficiency of Stock Indices *
JEL Classfcaon: C61, D81, G11 Keywords: Daa Envelopmen Analyss, rsk measures, ndex effcency, sochasc domnance DEA-Rsk Effcency and Sochasc Domnance Effcency of Sock Indces * Marn BRANDA Charles Unversy
More informationMULTI-SPECTRAL IMAGE ANALYSIS BASED ON DYNAMICAL EVOLUTIONARY PROJECTION PURSUIT
MULTI-SPECTRAL IMAGE AALYSIS BASED O DYAMICAL EVOLUTIOARY PROJECTIO PURSUIT YU Changhu a, MEG Lngku a, YI Yaohua b, a School of Remoe Sensng Informaon Engneerng, Wuhan Unversy, 39#,Luoyu Road, Wuhan,Chna,430079,
More informationThe Effects of Nature on Learning in Games
The Effecs of Naure on Learnng n Games C.-Y. Cynha Ln Lawell 1 Absrac Ths paper develops an agen-based model o nvesgae he effecs of Naure on learnng n games. In parcular, I exend one commonly used learnng
More informationCorrelation of default
efaul Correlaon Correlaon of defaul If Oblgor A s cred qualy deeroraes, how well does he cred qualy of Oblgor B correlae o Oblgor A? Some emprcal observaons are efaul correlaons are general low hough hey
More informationThe Proposed Mathematical Models for Decision- Making and Forecasting on Euro-Yen in Foreign Exchange Market
Iranan Economc Revew, Vol.6, No.30, Fall 20 The Proposed Mahemacal Models for Decson- Makng and Forecasng on Euro-Yen n Foregn Exchange Marke Abdorrahman Haer Masoud Rabban Al Habbna Receved: 20/07/24
More informationDeriving Reservoir Operating Rules via Fuzzy Regression and ANFIS
Dervng Reservor Operang Rules va Fuzzy Regresson and ANFIS S. J. Mousav K. Ponnambalam and F. Karray Deparmen of Cvl Engneerng Deparmen of Sysems Desgn Engneerng Unversy of Scence and Technology Unversy
More informationBank of Japan. Research and Statistics Department. March, Outline of the Corporate Goods Price Index (CGPI, 2010 base)
Bank of Japan Research and Sascs Deparmen Oulne of he Corporae Goods Prce Index (CGPI, 2010 base) March, 2015 1. Purpose and Applcaon The Corporae Goods Prce Index (CGPI) measures he prce developmens of
More informationNetwork Security Risk Assessment Based on Node Correlation
Journal of Physcs: Conference Seres PAPER OPE ACCESS ewor Secury Rs Assessmen Based on ode Correlaon To ce hs arcle: Zengguang Wang e al 2018 J. Phys.: Conf. Ser. 1069 012073 Vew he arcle onlne for updaes
More informationOptimal Combination of Trading Rules Using Neural Networks
Vol. 2, No. Inernaonal Busness Research Opmal Combnaon of Tradng Rules Usng Neural Neworks Subraa Kumar Mra Professor, Insue of Managemen Technology 35 Km Mlesone, Kaol Road Nagpur 44 502, Inda Tel: 9-72-280-5000
More informationAccuracy of the intelligent dynamic models of relational fuzzy cognitive maps
Compuer Applcaons n Elecrcal Engneerng Accuracy of he nellgen dynamc models of relaonal fuzzy cognve maps Aleksander Jasrebow, Grzegorz Słoń Kelce Unversy of Technology 25-314 Kelce, Al. Tysącleca P. P.
More informationA Framework for Large Scale Use of Scanner Data in the Dutch CPI
A Framework for Large Scale Use of Scanner Daa n he Duch CPI Jan de Haan Sascs Neherlands and Delf Unversy of Technology Oawa Group, 2-22 May 215 The basc dea Ideally, o make he producon process as effcen
More informationAN APPLICATION OF SPATIAL - PANEL ANALYSIS - PROVINCIAL ECONOMIC GROWTH AND LOGISTICS IN CHINA
Annals of he Unversy of Peroşan, Economcs, 0(2), 200, 35-322 35 AN APPLICATION OF SPATIAL - PANEL ANALYSIS - PROVINCIAL ECONOMIC GROWTH AND LOGISTICS IN CHINA YANG SHAO * ABSTRACT: Ths paper nroduces he
More informationLab 10 OLS Regressions II
Lab 10 OLS Regressons II Ths lab wll cover how o perform a smple OLS regresson usng dfferen funconal forms. LAB 10 QUICK VIEW Non-lnear relaonshps beween varables nclude: o Log-Ln: o Ln-Log: o Log-Log:
More informationOptimal Fuzzy Min-Max Neural Network (FMMNN) for Medical Data Classification Using Modified Group Search Optimizer Algorithm
1 Opmal Fuzzy Mn-Max Neural Nework (FMMNN) for Medcal Daa Classfcaon Usng Modfed Group Search Opmzer Algorhm D. Mahammad Raf 1 * Chear Ramachandra Bharah 2 1 Vvekananda Insue of Engneerng & Technology,
More informationA valuation model of credit-rating linked coupon bond based on a structural model
Compuaonal Fnance and s Applcaons II 247 A valuaon model of cred-rang lnked coupon bond based on a srucural model K. Yahag & K. Myazak The Unversy of Elecro-Communcaons, Japan Absrac A cred-lnked coupon
More informationMixtures of Normal Distributions: Application to Bursa Malaysia Stock Market Indices
World Appled Scences Journal 6 (6): 78-790, 0 ISSN 88-495 IDOSI Publcaons, 0 Mxures of Normal Dsrbuons: Applcaon o Bursa Malaysa Sock Marke Indces Zey An Kamaruzzaman, Zad Isa and Mohd ahr Ismal School
More informationEstimation of Optimal Tax Level on Pesticides Use and its
64 Bulgaran Journal of Agrculural Scence, 8 (No 5 0, 64-650 Agrculural Academy Esmaon of Opmal Ta Level on Pescdes Use and s Impac on Agrculure N. Ivanova,. Soyanova and P. Mshev Unversy of Naonal and
More informationModelling Inflation Rate Volatility in Kenya Using Arch -Type Model Family
Research Journal of Fnance and Accounng ISSN -697 (Paper) ISSN -847 (Onlne) Vol.7, No.3, 6 www.se.org Modellng Inflaon Rae Volaly n Kenya Usng Arch -Type Model Famly Johnson Okeyo Mwank Ivv Phlp Ngare.School
More informationImproved Inference in the Evaluation of Mutual Fund Performance using Panel Bootstrap Methods. David Blake* Tristan Caulfield** Christos Ioannidis***
Improved Inference n he Evaluaon of Muual Fund Performance usng Panel Boosrap Mehods By Davd Blake* Trsan Caulfeld** Chrsos Ioannds*** and Ian Tonks**** Aprl 2014 Forhcomng Journal of Economercs DOI: 10.1016/j.jeconom.2014.05.010
More informationA Novel Particle Swarm Optimization Approach for Grid Job Scheduling
A Novel Parcle warm Opmzaon Approach for Grd ob chedulng Hesam Izaan, Behrouz Tor Ladan, Kamran Zamanfar, Ajh Abraham³ Islamc Azad Unversy, Ramsar branch, Ramsar, Iran zaan@gmal.com Deparmen of Compuer
More informationHFR Risk Parity Indices
HFR Rsk Pary Indces Defned Formulac Mehodology 2018 2018 Hedge Fund Research, Inc. - All rghs reserved. HFR, HFRI, HFRX, HFRQ, HFRU, HFRL, HFR PorfoloScope, WWW.HEDGEFUNDRESEARCH.COM, HEDGE FUND RESEARCH,
More informationNormal Random Variable and its discriminant functions
Normal Random Varable and s dscrmnan funcons Oulne Normal Random Varable Properes Dscrmnan funcons Why Normal Random Varables? Analycally racable Works well when observaon comes form a corruped sngle prooype
More informationImproving Earnings per Share: An Illusory Motive in Stock Repurchases
Inernaonal Journal of Busness and Economcs, 2009, Vol. 8, No. 3, 243-247 Improvng Earnngs per Share: An Illusory Move n Sock Repurchases Jong-Shn We Deparmen of Inernaonal Busness Admnsraon, Wenzao Ursulne
More informationA Neural Network Approach to Time Series Forecasting
A Neural Nework Approach o Tme Seres Forecasng Iffa A. Gheyas, Lesle S. Smh Absrac We propose a smple approach for forecasng unvarae me seres. The proposed algorhm s an ensemble learnng echnque ha combnes
More informationRecursive Data Mining for Masquerade Detection and Author Identification
Recursve Daa Mnng for Masquerade Deecon and Auhor Idenfcaon Boleslaw K. Szymansk, IEEE Fellow, and Yongqang Zhang Deparmen of Compuer Scence, RPI, Troy, NY 280, USA Absrac- In hs paper, a novel recursve
More informationAmerican basket and spread options. with a simple binomial tree
Amercan baske and spread opons wh a smple bnomal ree Svelana orovkova Vre Unverse Amserdam Jon work wh Ferry Permana acheler congress, Torono, June 22-26, 2010 1 Movaon Commody, currency baskes conss of
More informationBatch Processing for Incremental FP-tree Construction
Inernaonal Journal of Compuer Applons (975 8887) Volume 5 No.5, Augus 21 Bach Processng for Incremenal FP-ree Consrucon Shashkumar G. Toad Deparmen of CSE, GMRIT, Rajam, Srkakulam Dsrc AndraPradesh, Inda.
More informationOnline Adaboost-Based Parameterized Methods for Dynamic Distributed Network Intrusion Detection
Onlne Adaboos-Based Parameerzed Mehods or Dnamc Dsrbued Nework Inruson Deecon Wemng Hu, Jun Gao, Yanguo Wang, and Ou Wu (Naonal Laboraor o Paern Recognon, Insue o Auomaon, Chnese Academ o Scences, Beng
More informationA Common Neural Network Model for Unsupervised Exploratory Data Analysis and Independent Component Analysis
A Common Neural Nework Model for Unsupervsed Exploraory Daa Analyss and Independen Componen Analyss Keywords: Unsupervsed Learnng, Independen Componen Analyss, Daa Cluserng, Daa Vsualsaon, Blnd Source
More informationANFIS Based Time Series Prediction Method of Bank Cash Flow Optimized by Adaptive Population Activity PSO Algorithm
Informaon 25, 6, 3-33; do:.339/nfo633 Arcle OPEN ACCESS nformaon ISSN 278-2489 www.mdp.com/journal/nformaon ANFIS Based Tme Seres Predcon Mehod of Bank Cash Flow Opmzed by Adapve Populaon Acvy PSO Algorhm
More informationQuarterly Accounting Earnings Forecasting: A Grey Group Model Approach
Quarerly Accounng Earnngs Forecasng: A Grey Group Model Approach Zheng-Ln Chen Deparmen of Accounng Zhongnan Unversy of Economcs and Law # Souh Nanhu Road, Wuhan Cy, 430073 Hube People's Republc of Chna
More informationCointegration between Fama-French Factors
1 Conegraon beween Fama-French Facors Absrac Conegraon has many applcaons n fnance and oher felds of scence researchng me seres and her nerdependences. The analyss s a useful mehod o analyse non-conegraon
More informationA Novel Application of the Copula Function to Correlation Analysis of Hushen300 Stock Index Futures and HS300 Stock Index
A Novel Applcaon of he Copula Funcon o Correlaon Analyss of Hushen3 Sock Index Fuures and HS3 Sock Index Fang WU *, 2, Yu WEI. School of Economcs and Managemen, Souhwes Jaoong Unversy, Chengdu 63, Chna
More informationTHE HAWKES PROCESS AND TIME-VARYING JUMP INTENSITY IN FINANCIAL TIME SERIES. Maciej Kostrzewski
The 8 h Inernaonal Days of Sascs and Economcs, Prague, Sepember 11-13, 14 THE HAWKES PROCESS AND TIME-VARYING JUMP INTENSITY IN FINANCIAL TIME SERIES Macej Kosrzews Absrac News mgh rgger arrvals of jumps
More informationInteractive Dynamic Influence Diagrams
Ineracve Dynamc Influence Dagrams Kyle Polch and Por Gmyrasewcz Deparmen of Compuer Scence, Unversy of Illnos a Chcago Chcago, IL, 60607-7053, USA E-mal: kpolch@cs.uc.edu, por@cs.uc.edu Absrac Ths paper
More informationTruth Discovery in Data Streams: A Single-Pass Probabilistic Approach
Truh Dscovery n Daa Sreams: A Sngle-Pass Probablsc Approach Zhou Zhao, James Cheng and Wlfred Ng Deparmen of Compuer Scence and Engneerng, Hong Kong Unversy of Scence and Technology Deparmen of Compuer
More informationLevel estimation, classification and probability distribution architectures for trading the EUR/USD exchange rate
Absrac Level esmaon, classfcaon and probably dsrbuon archecures for radng he EUR/USD exchange rae by Andreas Lndemann * Chrsan L. Duns * Paulo Lsboa ** ( * Lverpool Busness School, CIBEF and ** School
More informationVolatility Modeling for Forecasting Stock Index with Fixed Parameter Distributional Assumption
Journal of Appled Fnance & Banng, vol. 3, no. 1, 13, 19-1 ISSN: 179-5 (prn verson), 179-599 (onlne) Scenpress Ld, 13 Volaly Modelng for Forecasng Soc Index wh Fxed Parameer Dsrbuonal Assumpon Md. Mosafzur
More informationEXPLOITING GEOMETRICAL NODE LOCATION FOR IMPROVING SPATIAL REUSE IN SINR-BASED STDMA MULTI-HOP LINK SCHEDULING ALGORITHM
Inernaonal Journal of Technology (2015) 1: 53 62 ISSN 2086 9614 IJTech 2015 EXLOITING GEOMETRICAL NODE LOCATION FOR IMROVING SATIAL REUSE IN SINR-BASED STDMA MULTI-HO LINK SCHEDULING ALGORITHM Nachwan
More informationOnline appendices from The xva Challenge by Jon Gregory. APPENDIX 14A: Deriving the standard CVA formula.
Onlne appendces fro he xa Challenge by Jon Gregory APPNDX 4A: Dervng he sandard CA forla We wsh o fnd an expresson for he rsky vale of a need se of dervaves posons wh a ax ary dae Denoe he rsk-free vale
More informationTask 879.1: Intelligent Demand Aggregation and Forecasting
SRC Projec 879 Progress repor Task 879.: Iellge Demad Aggregao ad Forecasg Task Leader: Argo Che Co-Ivesgaors: Ruey-Sha Guo Sh-Chug Chag Sudes: Jakey Blue, Felx Chag, Ke Che, Zv Hsa, B.W. Hse, Peggy L
More informationImproving Forecasting Accuracy in the Case of Intermittent Demand Forecasting
(IJACSA) Inernaonal Journal of Advanced Compuer Scence and Applcaons, Vol. 5, No. 5, 04 Improvng Forecasng Accuracy n he Case of Inermen Demand Forecasng Dasuke Takeyasu The Open Unversy of Japan, Chba
More informationRMF: Rough Set Membership Function-based for Clustering Web Transactions
Inernaonal Journal of Mulmeda and Ubquous Engneerng Vol.8, No.6 (0), pp.05-8 hp://dx.do.org/0.57/mue.0.8.6. RMF: Rough Se Membershp Funcon-based for luserng Web Transacons Tuu Herawan and Wan Maser Wan
More informationEstimating Transition Models with Misclassification
smang Transon Models wh Msclassfcaon Ncola Torell Dearmen of conomcs and ascs nversy of Trese Adrano Paggaro Dearmen of ascs nversy of Padua aggaro@sa.und.. Inroducon Longudnal survey daa are wdely used
More informationOnline appendices from Counterparty Risk and Credit Value Adjustment a continuing challenge for global financial markets by Jon Gregory
Onlne appendces fro Counerpary sk and Cred alue Adusen a connung challenge for global fnancal arkes by Jon Gregory APPNDX A: Dervng he sandard CA forula We wsh o fnd an expresson for he rsky value of a
More informationCentre for Computational Finance and Economic Agents WP Working Paper Series. Amadeo Alentorn Sheri Markose
Cenre for Compuaonal Fnance and Economc Agens WP002-06 Workng Paper Seres Amadeo Alenorn Sher Markose Removng maury effecs of mpled rsk neural denses and relaed sascs February 2006 www.essex.ac.uk/ccfea
More informationIFX-Cbonds Russian Corporate Bond Index Methodology
Approved a he meeng of he Commee represenng ZAO Inerfax and OOO Cbonds.ru on ovember 1 2005 wh amendmens complan wh Agreemen # 545 as of ecember 17 2008. IFX-Cbonds Russan Corporae Bond Index Mehodology
More informationDeterminants of firm exchange rate predictions:
CESSA WP 208-0 Deermnans of frm exchange rae predcons: Emprcal evdence from survey daa of Japanese frms Th-Ngoc Anh NGUYEN Yokohama Naonal Unversy Japan Socey for he Promoon of Scence May 208 Cener for
More informationScholarship Project Paper 02/2012
Scholarshp Proec Paper 02/2012 HE DEERMINANS OF CREDI SPREAD CHANGES OF INVESMEN GRADE CORPORAE BONDS IN HAILAND BEWEEN JUNE 2006 AND FEBRUARY 2012: AN APPLICAION OF HE REGIME SWICHING MODEL reerapo Kongorann
More informationMethodology of the CBOE S&P 500 PutWrite Index (PUT SM ) (with supplemental information regarding the CBOE S&P 500 PutWrite T-W Index (PWT SM ))
ehodology of he CBOE S&P 500 PuWre Index (PUT S ) (wh supplemenal nformaon regardng he CBOE S&P 500 PuWre T-W Index (PWT S )) The CBOE S&P 500 PuWre Index (cker symbol PUT ) racks he value of a passve
More informationDecision Support for Service Transition Management
Decson Suppor for Servce Transon Managemen Enforce Change Schedulng by Performng Change Rsk and Busness Impac Analyss Thomas Sezer Technsche Unversä München Char of Inerne-based Informaon Sysems 85748
More informationOnline Data, Fixed Effects and the Construction of High-Frequency Price Indexes
Onlne Daa, Fxed Effecs and he Consrucon of Hgh-Frequency Prce Indexes Jan de Haan* and Rens Hendrks** * ascs eherlands / Delf Unversy of Technology ** ascs eherlands EMG Worksho 23 Ams of he aer Exlan
More informationPrediction of Oil Demand Based on Time Series Decomposition Method Nan MA * and Yong LIU
2017 2nd Inernaonal Conference on Sofware, Mulmeda and Communcaon Engneerng (SMCE 2017) ISBN: 978-1-60595-458-5 Predcon of Ol Demand Based on Tme Seres Decomposon Mehod Nan MA * and Yong LIU College of
More informationDynamic Relationship and Volatility Spillover Between the Stock Market and the Foreign Exchange market in Pakistan: Evidence from VAR-EGARCH Modelling
Dynamc Relaonshp and Volaly pllover Beween he ock Marke and he Foregn xchange marke n Paksan: vdence from VAR-GARCH Modellng Dr. Abdul Qayyum Dr. Muhammad Arshad Khan Inroducon A volale sock and exchange
More informationESSAYS ON MONETARY POLICY AND INTERNATIONAL TRADE. A Dissertation HUI-CHU CHIANG
ESSAYS ON MONETARY POLICY AND INTERNATIONAL TRADE A Dsseraon by HUI-CHU CHIANG Submed o he Offce of Graduae Sudes of Texas A&M Unversy n paral fulfllmen of he requremens for he degree of DOCTOR OF PHILOSOPHY
More informationA Cash Flow Based Multi-period Credit Risk Model
A Cash Flow Based Mul-perod Cred Rsk Model Tsung-kang Chen * Hsen-hsng Lao ** Frs Verson: May 5, 2004 Curren Verson: Augus 20, 2004 ABSTRACT Many cred rsk models have been proposed n he leraure. Accordng
More informationAnalysing Big Data to Build Knowledge Based System for Early Detection of Ovarian Cancer
Indan Journal of Scence and Technology, Vol 8(4), DOI: 0.7485/js/205/v84/65745, July 205 ISSN (Prn) : 0974-6846 ISSN (Onlne) : 0974-5645 Analysng Bg Daa o Buld Knowledge Based Sysem for Early Deecon of
More informationComparing Sharpe and Tint Surplus Optimization to the Capital Budgeting Approach with Multiple Investments in the Froot and Stein Framework.
Comparng Sharpe and Tn Surplus Opmzaon o he Capal Budgeng pproach wh Mulple Invesmens n he Froo and Sen Framework Harald Bogner Frs Draf: Sepember 9 h 015 Ths Draf: Ocober 1 h 015 bsrac Below s shown ha
More informationA Change Detection Model for Credit Card Usage Behavior
Proceedngs of he 5h WSEAS In. Conf. on COMPUTATIONAL INTELLIGENCE, MAN-MACHINE SYSTEMS AND CYBERNETICS, Vence, Ialy, November 20-22, 2006 276 A Change Deecon Model for Cred Card Usage Behavor CHIEH-YUAN
More informationThe Comparison among ARMA-GARCH, -EGARCH, -GJR, and -PGARCH models on Thailand Volatility Index
The Thaland Economercs Socey, Vol., No. (January 00), 40-48 The Comparson among ARMA-GARCH, -EGARCH, -GJR, and -PGARCH models on Thaland Volaly Index Chaayan Wphahanananhakul a,* and Songsak Srbooncha
More informationComputational Methodologies for Analyzing, Modeling and Controlling Gene Regulatory Networks
Bomedcal Engneerng and Compuaonal Bology Revew Open Access Full open access o hs and housands of oher papers a hp://wwwla-presscom Compuaonal Mehodologes for Analyzng, Modelng and Conrollng Gene Regulaory
More informationPermanent Income and Consumption
roceedngs of 30h Inernaonal onference Mahemacal Mehods n Economcs ermanen Income and onsumpon Václava ánková 1 Absrac. A heory of consumer spendng whch saes ha people wll spend money a a level conssen
More informationFugit (options) The terminology of fugit refers to the risk neutral expected time to exercise an
Fug (opons) INTRODUCTION The ermnology of fug refers o he rsk neural expeced me o exercse an Amercan opon. Invened by Mark Garman whle professor a Berkeley n he conex of a bnomal ree for Amercan opon hs
More informationDocumentation: Philadelphia Fed's Real-Time Data Set for Macroeconomists First-, Second-, and Third-Release Values
Documenaion: Philadelphia Fed's Real-Time Daa Se for Macroeconomiss Firs-, Second-, and Third-Release Values Las Updaed: December 16, 2013 1. Inroducion We documen our compuaional mehods for consrucing
More informationThe Empirical Research of Price Fluctuation Rules and Influence Factors with Fresh Produce Sequential Auction Limei Cui
6h Inernaonal Conference on Sensor Nework and Compuer Engneerng (ICSNCE 016) The Emprcal Research of Prce Flucuaon Rules and Influence Facors wh Fresh Produce Sequenal Aucon Lme Cu Qujng Normal Unversy,
More informationCo-Integration Study of Relationship between Foreign Direct Investment and Economic Growth
www.ccsene.org/br Inernaonal Busness Research Vol. 4, No. 4; Ocober 2011 Co-Inegraon Sudy of Relaonshp beween Foregn Drec Invesen and Econoc Growh Haao Sun Qngdao Technologcal Unversy, Qngdao 266520, Chna
More informationTrade Between Euro Zone and Arab Countries: a Panel Study. By Nasri HARB* United Arab Emirates University Department of Economics P.O.
Trade Beween Euro Zone and Arab Counres: a Panel Sudy By Nasr HARB* Uned Arab Emraes Unversy Deparmen of Economcs P.O. Box 17555, Al-An, Uned Arab Emraes nasr.harb@uaeu.ac.ae Ocober 2005 Absrac We consruc
More informationBaoding, Hebei, China. *Corresponding author
2016 3 rd Inernaonal Conference on Economcs and Managemen (ICEM 2016) ISBN: 978-1-60595-368-7 Research on he Applcably of Fama-French Three-Facor Model of Elecrc Power Indusry n Chnese Sock Marke Yeld
More informationInterest Rate Derivatives: More Advanced Models. Chapter 24. The Two-Factor Hull-White Model (Equation 24.1, page 571) Analytic Results
Ineres Rae Dervaves: More Advanced s Chaper 4 4. The Two-Facor Hull-Whe (Equaon 4., page 57) [ θ() ] σ 4. dx = u ax d dz du = bud σdz where x = f () r and he correlaon beween dz and dz s ρ The shor rae
More informationVI. Clickstream Big Data and Delivery before Order Making Mode for Online Retailers
VI. Clcksream Bg Daa and Delvery before Order Makng Mode for Onlne Realers Yemng (Yale) Gong EMLYON Busness School Haoxuan Xu *, Jnlong Zhang School of Managemen, Huazhong Unversy of Scence &Technology
More informationPFAS: A Resource-Performance-Fluctuation-Aware Workflow Scheduling Algorithm for Grid Computing
PFAS: A Resource-Performance-Flucuaon-Aware Workflow Schedulng Algorhm for Grd Compung Fangpeng Dong and Selm G. Akl School of Compung, Queen's Unversy Kngson, ON Canada, K7L N6 {dong, akl}@cs.queensu.ca
More informationImpact of Stock Markets on Economic Growth: A Cross Country Analysis
Impac of Sock Markes on Economc Growh: A Cross Counry Analyss By Muhammad Jaml Imporance of sock markes for poolng fnancal resources ncreased snce he las wo decades. Presen sudy analyzed mpac of sock markes
More informationA Multi-Periodic Optimization Modeling Approach for the Establishment of a Bike Sharing Network: a Case Study of the City of Athens
A Mul-Perodc Opmzaon Modelng Approach for he Esablshmen of a Be Sharng Newor: a Case Sudy of he Cy of Ahens G.K.D Sahards, A. Fragogos and E. Zygour Absrac Ths sudy nroduces a novel mahemacal formulaon
More informationDYNAMIC ECONOMETRIC MODELS Vol. 8 Nicolaus Copernicus University Toruń 2008
DYNAMIC ECONOMETRIC MODELS Vol. 8 Ncolaus Coperncus Unversy Toruń 2008 Por Fszeder Ncolaus Coperncus Unversy n Toruń Julusz Preś Szczecn Unversy of Technology Prcng of Weaher Opons for Berln Quoed on he
More informationUC San Diego Recent Work
UC San Dego Recen Work Tle On More Robus Esmaon of Skewness and Kuross: Smulaon and Applcaon o he S&P500 Index Permalnk hps://escholarshp.org/uc/em/7b5v07p Auhors Km, Tae-Hwan Whe, Halber Publcaon Dae
More informationFloating rate securities
Caps and Swaps Floang rae secures Coupon paymens are rese perodcally accordng o some reference rae. reference rae + ndex spread e.g. -monh LIBOR + 00 bass pons (posve ndex spread 5-year Treasury yeld 90
More informationDEPARTMENT OF ECONOMETRICS AND BUSINESS STATISTICS
ISSN 440-77X AUSTRALIA DEPARTMENT OF ECONOMETRICS AND BUSINESS STATISTICS Assocaon beween Markov regme-swchng marke volaly and bea rsk: Evdence from Dow Jones ndusral secures Don U.A. Galagedera and Roland
More informationDifferences in the Price-Earning-Return Relationship between Internet and Traditional Firms
Dfferences n he Prce-Earnng-Reurn Relaonshp beween Inerne and Tradonal Frms Jaehan Koh Ph.D. Program College of Busness Admnsraon Unversy of Texas-Pan Amercan jhkoh@upa.edu Bn Wang Asssan Professor Compuer
More informationThe UAE UNiversity, The American University of Kurdistan
MPRA Munch Personal RePEc Archve A MS-Excel Module o Transform an Inegraed Varable no Cumulave Paral Sums for Negave and Posve Componens wh and whou Deermnsc Trend Pars. Abdulnasser Haem-J and Alan Musafa
More informationSocially Responsible Investments: An International Empirical Study
Workng Paper n : 24-53-3 Socally Responsble Invesmens: An Inernaonal Emprcal Sudy Hachm Ben Ameur a,, Jérôme Senanedsch b a INSEEC Busness School, 27 avenue Claude Vellefaux 75 Pars, France b INSEEC Busness
More informationTemi di discussione. The financing of small innovative firms: The Italian case. (Working papers) September by Silvia Magri.
Tem d dscussone (Workng papers) The fnancng of small nnovave frms: The Ialan case by Slva Magr Sepember 2007 Number 640 The purpose of he Tem d dscussone seres s o promoe he crculaon of workng papers prepared
More informationGlobal regional sources of risk in equity markets: evidence from factor models with time-varying conditional skewness
Global regonal sources of rsk n equy markes: evdence from facor models wh me-varyng condonal skewness Aamr R. Hashm a, Anhony S. Tay b, * a Deparmen of Economcs, Naonal Unversy of Sngapore, AS2, Ars Lnk,
More informationAgricultural and Rural Finance Markets in Transition
Agrculural and Rural Fnance Markes n Transon Proceedngs of Regonal Research Commee NC-04 S. Lous, Mssour Ocober 4-5, 007 Dr. Mchael A. Gunderson, Edor January 008 Food and Resource Economcs Unversy of
More informationValue-at-Risk Contribution under Asset Liability Models by Using Expenential Weighted Moving Average Approaches
Proceedngs of he Inernaonal Conference on Indusral Engneerng and Oeraons Managemen Pars, France, July 6-7, 08 Value-a-Rsk Conrbuon under Asse Lably Models by Usng Exenenal Weghed Movng Average Aroaches
More informationCareer wage profiles and the minimum wage
Career wage profles and he mnmum wage Kerry L. Papps A model of on-he-job ranng n he presence of a mnmum wage s presened. Ths predcs ha, n mos cases, he mnmum wage wll have a negave effec on a worker s
More informationCorrelation Smile, Volatility Skew and Systematic Risk Sensitivity of Tranches
Correlaon Smle Volaly Skew and Sysemac Rsk Sensvy of ranches Alfred Hamerle Andreas Igl and lan Plank Unversy of Regensburg ay 0 Absac he classcal way of eang he correlaon smle phenomenon wh cred ndex
More informationThe Selection Ability of Italian Mutual Fund. By Valter Lazzari and Marco Navone
The Selecon Ably of Ialan Muual Fund By Valer Lazzar and Marco Navone Workng Paper N. 1/3 Ocober 23 THE SELECTION ABILITY OF ITALIAN MUTUAL FUND MANAGERS By Valer Lazzar Professor of Bankng and Fnance
More information