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ENVSOFT
2006
76views more  ENVSOFT 2006»
15 years 6 months ago
Hedgers, speculators and forward markets: Evidence from currency markets
: Since Keynes (1930) and Hicks (1939) propounded their theory of normal backwardation, the issue of whether hedgers must pay speculators an insurance premium has remained controve...
K. F. Radalj
JOT
2008
144views more  JOT 2008»
15 years 6 months ago
JAPROSIM: A Java framework for Process Interaction Discrete Event Simulation
In this paper, we discuss various aspects of the design, implementation, and use of JAPROSIM which is a general purpose discrete event simulation framework based on the Java progr...
Bourouis Abdelhabib, Belattar Brahim
TSP
2008
91views more  TSP 2008»
15 years 6 months ago
A Sequential Monte Carlo Method for Motif Discovery
We propose a sequential Monte Carlo (SMC)-based motif discovery algorithm that can efficiently detect motifs in datasets containing a large number of sequences. The statistical di...
Kuo-ching Liang, Xiaodong Wang, Dimitris Anastassi...
TWC
2008
131views more  TWC 2008»
15 years 6 months ago
Optimal transmission strategies for rayleigh fading relay channels
In this paper, a decode-and-forward (DF) single relay model in a Rayleigh fading environment is considered. The outage probability and ergodic rate for this model are derived. With...
Yonglan Zhu, Yan Xin, Pooi Yuen Kam
TWC
2008
82views more  TWC 2008»
15 years 6 months ago
An Improved Deterministic SoS Channel Simulator for Multiple Uncorrelated Rayleigh Fading Channels
The generation of multiple uncorrelated Rayleigh fading waveforms is often demanded for simulating wideband fading channels, multiple-input multiple-output (MIMO) channels, and div...
Chengxiang Wang, Dongfeng Yuan, Hsiao-Hwa Chen, We...