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CSDA
2008
112views more  CSDA 2008»
15 years 6 months ago
Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise
The finite sample properties of the Fourier estimator of integrated volatility under market microstructure noise are studied. Analytic expressions for the bias and the mean square...
M. E. Mancino, S. Sanfelici
CJ
1998
118views more  CJ 1998»
15 years 6 months ago
Least-Squares Structuring, Clustering and Data Processing Issues
Approximation structuring clustering is an extension of what is usually called square-error clustering" onto various cluster structures and data formats. It appears to be not...
Boris Mirkin
ISOLA
2010
Springer
15 years 4 months ago
HATS: Highly Adaptable and Trustworthy Software Using Formal Methods
The HATS project develops a formal method for the design, analysis, and implementation of highly adaptable software systems that are at the same time characterized by a high demand...
Reiner Hähnle
CVPR
2008
IEEE
16 years 8 months ago
Statistical analysis on Stiefel and Grassmann manifolds with applications in computer vision
Many applications in computer vision and pattern recognition involve drawing inferences on certain manifoldvalued parameters. In order to develop accurate inference algorithms on ...
Pavan K. Turaga, Ashok Veeraraghavan, Rama Chellap...
IEEEARES
2008
IEEE
16 years 1 months ago
Towards Comprehensive Requirement Analysis for Data Warehouses: Considering Security Requirements
—Data warehouse (DW) systems integrate data from heterogeneous sources and are used by decision makers to analyze the status and the development of an organization. Traditionally...
Emilio Soler, Veronika Stefanov, Jose-Norberto Maz...