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    <ttl>30</ttl>
    <pubDate>Wed, 23 Apr 2008 07:40:41 GMT</pubDate>
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    <item>
      <title>wenke-discex00</title>
      <link>http://www.scribd.com/doc/2605765/wenkediscex00</link>
      <description>Cost-based Modeling for Fraud and Intrusion Detection: Results from the JAM Project
Salvatore J. Stolfo, Wei Fan Computer Science Department Columbia University 500 West 120th Street, New York, NY 10027 fsal,wfang@cs.columbia.edu Wenke Lee Computer Science Department North Carolina State University Raleigh, NC 27695-7550 wenke@csc.ncsu.edu

Andreas Prodromidis iPrivacy 599 Lexington Ave., #2300, New York, NY 10022 andreas@iprivacy.com Philip K. Chan Computer Science Department Florida Institute of Technology 150 W. University Blvd., Melbourne, FL 32901 pkc@cs.&#64257;t.edu

Abstract
In this paper we </description>
      <pubDate>Wed, 23 Apr 2008 07:40:41 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605765/wenkediscex00</guid>
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      <title>counts</title>
      <link>http://www.scribd.com/doc/2605763/counts</link>
      <description>software patents granted

5500 5000 4500 4000 3500 3000 2500 2000 1500 1000 500 0 1970 1975 1980 1985 1990 1995
Ahoronian EDS I EDS II gordoni Classes 364/395

year

*</description>
      <pubDate>Wed, 23 Apr 2008 07:40:40 GMT</pubDate>
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      <title>patents</title>
      <link>http://www.scribd.com/doc/2605761/patents</link>
      <description>Against Software Patents
(February 28, 1991) The League for Programming Freedom

Software patents threaten to devastate America&#8217;s computer industry. Patents granted in the past decade are now being used to attack companies such as the Lotus Development Corporation for selling programs that they have independently developed. Soon new companies will often be barred from the software arena&#8212;most major programs will require licenses for dozens of patents, and this will make them infeasible. This problem has only one solution: software patents must be eliminated. The Patent System and Computer Progr</description>
      <pubDate>Wed, 23 Apr 2008 07:40:40 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605761/patents</guid>
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    <item>
      <title>news2 98</title>
      <link>http://www.scribd.com/doc/2605760/news2-98</link>
      <description>CUYdU*!

1TQ`dYfU*&gt;Ugc"*)(

?VfVcdTYVZ_f_XV_ Z_*UVc*DTYcZWeV_cVZYV*UVd*D73
Im folgenden finden Sie eine Liste der seit dem letzten Newsletter fertiggestellten Schriftenreihen. Falls Sie Interesse an einer der im folgenden angef&#252;hrten Ausgaben der Report- oder Working Paper Series haben, so wenden Sie sich bitte an unsere Homepage oder notfalls an Frau Mag. Doris Prato (313 36/45 87, doris.prato@wu-wien.ac.at):

CVa`ce*?`**"%
May 1998

Neal M. Stoughton, Josef Zechner IPO-Mechanisms, Monitoring and Ownership Strucutre This paper was accepted for publication in: Journal of Financial Economics Ab</description>
      <pubDate>Wed, 23 Apr 2008 07:40:38 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605760/news2-98</guid>
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      <title>prpr0118</title>
      <link>http://www.scribd.com/doc/2605759/prpr0118</link>
      <description>1
1.1

What is a Free Lunch?
Arbitrage

The notion of arbitrage is crucial in the modern theory of Finance. It is the corner-stone of the option pricing theory due to F. Black and M. Scholes (published in 1973, Nobel prize in Economics 1997). The underlying idea is best explained by telling a little joke: a &#64257;nance professor and a normal person go on a walk and the normal person sees a 100 bill lying on the street. When the normal person wants to pick it up, the &#64257;nance professor says: don&#8217;t try to do that. It is absolutely impossible that there is a 100 bill lying on the street. Indeed, if it w</description>
      <pubDate>Wed, 23 Apr 2008 07:40:35 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605759/prpr0118</guid>
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      <title>default asp?Symbol=mwc</title>
      <link>http://www.scribd.com/doc/2605758/default-aspSymbolmwc</link>
      <description>*</description>
      <pubDate>Wed, 23 Apr 2008 07:40:33 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605758/default-aspSymbolmwc</guid>
    </item>
    <item>
      <title>it2 fact sheet</title>
      <link>http://www.scribd.com/doc/2605757/it2-fact-sheet</link>
      <description>1100 Seventeenth Street, NW, Suite 507, Washington, DC 20036-4632 http://www.cra.org info@cra.org TEL 202-234-2111 FAX 202-667-1066

POLICY
The Information Technology Research Initiative
FACT SHEET
&#8226;

BRIEF

The Information Technology (IT) research initiative proposed in the FY 2000 budget will revitalize the federal investment in computing, information, and communications research, the results of which will help expand the economy, strengthen public infrastructure and services, advance science, and improve the lives of all Americans. The IT initiative will focus on long-term, high-risk, high-</description>
      <pubDate>Wed, 23 Apr 2008 07:40:32 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605757/it2-fact-sheet</guid>
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    <item>
      <title>SR302</title>
      <link>http://www.scribd.com/doc/2605756/SR302</link>
      <description>Federal Reserve Bank of Minneapolis Research Department Staff Report 302 March 2002

Is Lumpy Investment Relevant for the Business Cycle?
Julia K. Thomas*
University of Minnesota and Federal Reserve Bank of Minneapolis

ABSTRACT __________________________________________________________________________ Previous research has suggested that discrete and occasional plant-level capital adjustments have significant aggregate implications. In particular, it has been argued that changes in plants&#8217; willingness to invest in response to aggregate shocks can at times generate large movements in total inv</description>
      <pubDate>Wed, 23 Apr 2008 07:40:30 GMT</pubDate>
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      <pubDate>Wed, 23 Apr 2008 07:40:26 GMT</pubDate>
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      <description>*</description>
      <pubDate>Wed, 23 Apr 2008 07:40:23 GMT</pubDate>
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      <pubDate>Wed, 23 Apr 2008 07:40:22 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605753/edc</guid>
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    <item>
      <title>sec2000</title>
      <link>http://www.scribd.com/doc/2605752/sec2000</link>
      <description>Scalable, Tax Evasion-free Anonymous Investing
Shouhuai Xu1 Moti Yung2 Gendu Zhang1
1 Dept.

of Computer Science, Fudan Uni., P. R. China fshxu, gdzhangg@fudan.edu.cn NY, NY, USA. moti@cs.columbia.edu revised, Jan. 14, 2000
BGK95, CMS97, CFN88, FTY96, FTY98, JY96, M96]), privacy of the investors in capital markets is only recently paid attention in MS99]. The key difference between the two applications lies in the fact that there are no concepts of anonymous dividending and anonymous voting we have to realize in e-cash context. It should also be noted that anonymous voting in \anonymous invest</description>
      <pubDate>Wed, 23 Apr 2008 07:40:21 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605752/sec2000</guid>
    </item>
    <item>
      <title>basu</title>
      <link>http://www.scribd.com/doc/2605750/basu</link>
      <description>Approximating prices of bonds with log - normal interest rate
Sankarshan Basu
and

Angelos Dassios Abstract

1

This paper calculates bounds for the prices of bonds for various interest rate models resulting in a log-normal distribution for the interest rate, in two di erent ways. In the rst method we employ a conditioning factor as was done by Rogers and Shi, to approximate the prices of Asian options. The second method is via a direct expansion. The lower bounds obtained are so accurate that they are essentially the true prices. The paper also looks at values of contingent payments on the in</description>
      <pubDate>Wed, 23 Apr 2008 07:40:20 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605750/basu</guid>
    </item>
    <item>
      <title>mmidans2</title>
      <link>http://www.scribd.com/doc/2605749/mmidans2</link>
      <description>Economics 563 Monetary Theory Introduction to Monetary Economics

Juha Sepp&#168;l&#168; aa Spring 2008

Solution to Mock Midterm 2
1 Allais-Baumol-Tobin Model

(a) Average money holdings are simply the cash in hand during the period divided by the lenght of the period, or, m= &#175; 1 T
T

c(T &#8722; t)dt =
0

1 1 cT t &#8722; ct2 T 2

T 0

1 1 cT 2 cT = cT 2 &#8722; cT 2 = = T 2T 2T 2 (b) The consumer&#8217;s optimization problem is simply 1 1 min R &#215; cT + &#966; . T 2 T The &#64257;rst term is the foregone earnings and the second transactions costs. The &#64257;rst-order condition is simply 2&#966; 1 &#966; =&#8658; T&#8902; = Rc &#8722; 2 = 0 2 T Rc (c) m= &#175; (d) 1. c &#8593; =&#8658; </description>
      <pubDate>Wed, 23 Apr 2008 07:40:18 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605749/mmidans2</guid>
    </item>
    <item>
      <title>testsec</title>
      <link>http://www.scribd.com/doc/2605748/testsec</link>
      <description>Electrical Testing of BaBar Silicon Vertex Detector Modules (Short Version)

UCSB Group University of California Santa Barbara, CA 93106 May 24, 1996

1

*1 QC on modules during assembly
Testing will be a key part of module assembly. We are currently designing and constructing computer-automated test stands, and we have been evaluating our tests in detail using double-sided silicon wafers left over from construction of the silicon vertex detector for CLEO. All of our tests will be performed under computer control, using GPIB and VME instruments controlled with LabView and/or VxWorks software. </description>
      <pubDate>Wed, 23 Apr 2008 07:40:18 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605748/testsec</guid>
    </item>
    <item>
      <title>2-1-8</title>
      <link>http://www.scribd.com/doc/2605747/218</link>
      <description>COMM. MATH. SCI. Vol. 2, No. 1, pp. 137&#8211;144

c 2004 International Press

FAST COMMUNICATION

HETEROGENEOUS MULTISCALE METHOD FOR LOCALLY SELF-SIMILAR PROBLEMS &#8727;
WEINAN E &#8224; AND XING Y. YUE
&#8225;

Abstract. We present a multiscale method for a class of problems that are locally self-similar in scales and hence do not have scale separation. Our method is based on the framework of the heterogeneous multiscale method (HMM). At each point where macroscale data is needed, we perform several small scale simulations using the microscale model, then using the results and local selfsimilarity to predict the </description>
      <pubDate>Wed, 23 Apr 2008 07:40:17 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605747/218</guid>
    </item>
    <item>
      <title>v7i1r46</title>
      <link>http://www.scribd.com/doc/2605746/v7i1r46</link>
      <description>Improving Dense Packings of Equal Disks in a Square
David W. Boll Hewlett-Packard 700 71st Ave Greeley, CO 80634 david boll@hp.com Jerry Donovan Hewlett-Packard 700 71st Ave Greeley, CO 80634 jerry donovan@hp.com Ronald L. Graham University of California at San Diego La Jolla, CA 92093 graham@ucsd.edu Boris D. Lubachevsky Lucent Technologies Bell Laboratories Murray Hill, NJ 07974 bdl@bell-labs.com

Submitted: June 8, 2000; Accepted: August 1, 2000

We describe a new numerical procedure for generating dense packings of disks and spheres inside various geometric shapes. We believe that in some </description>
      <pubDate>Wed, 23 Apr 2008 07:40:16 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605746/v7i1r46</guid>
    </item>
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      <title>lec6</title>
      <link>http://www.scribd.com/doc/2605744/lec6</link>
      <description>8.334: Statistical Mechanics II Last modi ed: March 13, 2003

There are several ways to implement real space renormalization. The real space RG is a exible approach: there is a large freedom in choosing block spins, as well as in making approximations when the block Hamiltonian is derived. We demostrate the main ideas in several simple examples. We will work with a minimal set of couplings (one-spin and two-spin) and ignore more complicated couplings that are typically generated by the RG procedure. Although the real space RG accuracy can be systematically improved by enlarging the coupling pa</description>
      <pubDate>Wed, 23 Apr 2008 07:40:16 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605744/lec6</guid>
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      <pubDate>Wed, 23 Apr 2008 07:40:15 GMT</pubDate>
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      <title>Chip to Kapton Bonding Procedur1</title>
      <link>http://www.scribd.com/doc/2605742/Chip-to-Kapton-Bonding-Procedur1</link>
      <description>Chip to Kapton Bonding Procedure
Jeff Clark SCIPP
8/9/99

1) Make sure that the holder for the tray is indexed, screwed into the Autobonder snugly and the width is set properly. 2) Load the 5 &#189; in. floppy disk labeled chip Kapton into the disk drive. On the right hand column Function buttons (auto, manual, semi-auto&#8230;.) press the Floppy function key. Press play, (next to floppy function button). The little screen will display the file name, press the accept button. 3) Place Tray in holder with HDI and jig facing away from you. Make sure that all four corner posts of the tray are touching and ba</description>
      <pubDate>Wed, 23 Apr 2008 07:40:14 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605742/Chip-to-Kapton-Bonding-Procedur1</guid>
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&#211;&#214; &#186;&#192; &#211;&#214;&#210;&#163; &#212; &#214;&#216;&#209; &#210;&#216; &#211; &#197; &#216; &#209; &#216; &#215; &#210; &#210;&#216; &#214; &#211;&#214; &#203;&#216; &#216; &#215;&#216;  &#208; &#197;  &#210; &#215; &#210; &#197; &#216; &#209; &#216;  &#208; &#200; &#221;&#215; &#215; &#206; &#214; &#210; &#200;&#211;&#208;&#221;&#216;  &#210;  &#193;&#210;&#215;&#216; &#216;&#217;&#216; &#210; &#203;&#216; &#216; &#205;&#210; &#218; &#214;&#215; &#216;&#221; &#208;  &#215; &#217;&#214; &#184; &#206; &#214; &#210; &#190; &#188; &#189;&#185;&#188;&#189;&#190;&#191;&#184; &#205;&#186;&#203;&#186; &#186; &#208; &#210; &#194;&#211;&#221; &#193;&#210;&#215;&#216; &#216;&#217;&#216; &#211;&#217;&#214; &#214; &#205;&#210; &#216; &#197; &#220;&#216; &#202;  &#214; &#198;&#202;&#203;&#185;&#205;&#194; &#190; &#205;&#210; &#218; &#214;&#215; &#216; &#214; &#210;&#211; &#208; &#193;&#184; &#200; &#223;&#191; &#188;&#190; &#203; &#210;&#216; &#197; &#214;&#216; &#210; &#179;&#192; &#214; &#215; &#220;&#184; &#214; &#210; &#210; &#196; &#211;&#214; &#216;&#211; &#214; &#200; &#221;&#215; &#213;&#217; &#216; &#197;&#211; &#208; &#215; &#216; &#211;&#210; &#215; &#197; &#208; &#217;&#220; &#211;&#210; &#210;&#215; &#215; &#205;&#197;&#202; &#198;&#202;&#203;&#185;&#205;&#194; &#191;&#184; &#205;&#210; &#218; &#214;&#215; &#216; &#214; &#210;&#211; &#208; &#193;&#184; &#200; &#189; &#191; &#188; &#190; &#214; &#210;&#211; &#208; &#184; &#214; &#210; &#214;&#217; &#214;&#221; &#190;&#190;&#184; &#190;&#188;&#188;

&#215;&#216;&#214; &#216;
&#207; &#212;&#214;&#211;&#212;&#211;&#215; &#210; &#208;&#216; &#214;&#210; &#216; &#218; &#216;&#211; &#216; &#217;&#215;&#217; &#208; &#216; &#209; &#223; &#210; &#212; &#210; &#210;&#216; &#211;&#214;&#210;&#223;&#199;&#212;&#212; &#210; &#209; &#214; &#212;&#185; &#212;&#214;&#211;&#220; &#209; &#216; &#211;&#210; &#216; &#216; &#215; &#215;&#212;  &#172; &#208;&#208;&#221; &#215; &#210; &#216;&#211; &#215;&#214; &#209;&#211;&#208; &#217;&#208; &#215; </description>
      <pubDate>Wed, 23 Apr 2008 07:40:13 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605741/hagjoy10CMP</guid>
    </item>
    <item>
      <title>hagjoycombes</title>
      <link>http://www.scribd.com/doc/2605740/hagjoycombes</link>
      <description>&#206; &#214; &#216; &#211;&#210; &#208; &#196; &#218; &#208;&#215; &#215;&#215;&#211; &#216; &#219; &#216; &#192;&#221; &#214;&#211; &#210; &#211;&#210; &#215; &#210; &#203; &#209; &#208; &#215;&#215;  &#208; &#192; &#209; &#208;&#216;&#211;&#210; &#210; &#198;&#211;&#214;&#209; &#208; &#211;&#214;&#209;&#215;
&#211;&#214; &#186;&#192; &#211;&#214;&#210; &#210; &#208; &#210; &#194;&#211;&#221;

&#216;

&#216;&#211; &#194; &#210;&#185;&#197;  &#208; &#211;&#209; &#215;&#184; &#210;  &#208; &#214; &#216; &#211;&#210; &#211;

&#215;

&#216;

&#214;&#216;

&#221;

&#215;&#216;&#214; &#216;&#186; &#207; &#215;&#214; &#210; &#220;&#216; &#210; &#211;&#217;&#214; &#214;  &#210;&#216; &#212;&#214;&#211;&#212;&#211;&#215; &#208; &#216;&#211; &#209;&#211; &#208; &#209; &#216; &#209; &#216;&#185;  &#208;&#208;&#221; &#216; &#218; &#214; &#216; &#211;&#210; &#208; &#208; &#218; &#208;&#215; &#215;&#215;&#211; &#216; &#219; &#216; &#192;&#221; &#214;&#211; &#210; &#211;&#210; &#215; &#210; &#215;&#221;&#209;&#209; &#216;&#214;  &#216;&#214; &#185; &#216;&#211;&#209;  &#209;&#211;&#208; &#217;&#208; &#215;&#186; &#199;&#217;&#214; &#212;&#212;&#214;&#211;  &#215; &#215; &#211;&#210; &#209;&#211; &#172; &#216; &#211;&#210; &#211; &#216; &#217;&#215;&#217; &#208; &#211;&#214;&#210;&#185;&#199;&#212;&#212; &#210; &#209; &#214; &#212;&#212;&#214;&#211;&#220; &#209; &#216; &#211;&#210; &#216;&#211; &#216; &#210;&#216;&#211; &#211;&#217;&#210;&#216; &#216; &#208; &#216; &#214; &#209; &#215;&#215; &#211; &#216; &#192;&#221; &#214;&#211; &#210; &#210;&#217;&#208; &#217;&#215; &#210; &#216; &#219; &#210; &#215;&#215; &#211; &#216; &#192;&#221; &#214;&#211; &#210; &#211;&#210; &#184; &#217;&#215; &#210; &#215;&#212;  &#208; &#185; &#216;&#217;&#214; &#215; &#211; &#216; &#208; &#216;&#214;&#211;&#210; &#210; &#214; &#221; &#208; &#218; &#208; &#215;&#217;&#214;  &#215;&#215;&#211; &#216; &#219; &#216; &#216; &#192;&#221; &#214;&#211; &#210; &#211;&#210; &#186; &#198; &#208; &#216; &#210; &#210; &#210; &#211; &#216; &#209;&#211;&#208; &#217;&#208; &#211;&#214; &#215; &#209;&#212;&#208;  &#216;&#221;&#184; &#219;  &#218; &#216; &#215; &#221; &#215; &#208; &#210; &#216; &#209; &#215;&#215; &#211; &#216; &#192;&#221; &#214;&#211; &#210; &#216;&#211;&#209;&#215; &#171; </description>
      <pubDate>Wed, 23 Apr 2008 07:40:13 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605740/hagjoycombes</guid>
    </item>
    <item>
      <title>lm02</title>
      <link>http://www.scribd.com/doc/2605705/lm02</link>
      <description>Resolving Inconsistencies by Variable Forgetting
Jer^me Lang o
lang@irit.fr

IRIT / Universite Paul Sabatier 118 route de Narbonne 31602 Toulouse - France

marquis@cril.univ-artois.fr

CRIL / Universite d'Artois rue de l'Universite - S.P. 16 62307 Lens - France

Pierre Marquis

Abstract
In this paper, a fairly general framework for reasoning from inconsistent propositional belief bases is de ned. Variable forgetting is used as a basic operation for weakening beliefs so as to restore consistency. The key notion is that of recoveries, which are sets of variables whose forgetting enables restorin</description>
      <pubDate>Wed, 23 Apr 2008 07:37:02 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605705/lm02</guid>
    </item>
    <item>
      <title>snacken</title>
      <link>http://www.scribd.com/doc/2605703/snacken</link>
      <description>2AHIFA?JELAI

The Next Influenza Pandemic: Lessons from Hong Kong, 1997
Ren&#233; Snacken,* Alan P. Kendal,&#8224; Lars R. Haaheim,&#8225; and John M. Wood&#167; *Scientific Institute of Public Health Louis Pasteur, Brussels, Belgium; &#8224;The Rollins School of Public Health, Emory University, Atlanta, Georgia, USA; &#8225;University of Bergen, Bergen, Norway; &#167;National Institute for Biological Standards and Control, Potters Bar, United Kingdom

The 1997 Hong Kong outbreak of an avian influenzalike virus, with 18 proven human cases, many severe or fatal, highlighted the challenges of novel influenza viruses. Lessons from thi</description>
      <pubDate>Wed, 23 Apr 2008 07:37:00 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605703/snacken</guid>
    </item>
    <item>
      <title>ecs</title>
      <link>http://www.scribd.com/doc/2605702/ecs</link>
      <description>Encouraging cooperative solution of mathematics problems
J. Baldwin Roberta Dees David Foulser David Tartako Department of Mathematics University of Illinois, Chicago September 29, 1995
Abstract

To help students adjust to group problem solving, questions can be posed with di erent students receiving di erent `clues'. Several such problems are presented here and their use in workshops is described. Keywords: cooperative learning, many-piece problems

Beginning with Treisman's development of the Professional Development Program (PDP) at the University of California, Berkeley 5], a number of uni</description>
      <pubDate>Wed, 23 Apr 2008 07:36:59 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605702/ecs</guid>
    </item>
    <item>
      <title>nmarea rose slides</title>
      <link>http://www.scribd.com/doc/2605701/nmarea-rose-slides</link>
      <description>Principal of a consultancy: 50% time for clients, 50% for community service; and, clients neither fund nor direct any community service Client list:
Soft Switch AT&amp;T Bell Laboratories ZD Expos First Virtual Holdings

NM AD's STATEMENT OF DISCLOSURE

Client

12

Author of several books on internetworking technologies A small number of shares in PSI, otherwise no nancial interest in any computer-communications company E-mail: mrose.iesg@dbc.mtview.ca.us The appeals procedure: WG chair 7! AD 7! IESG 7! IAB

E-Mail &amp; Directory products Network Management services N+I US Program Committee Internet </description>
      <pubDate>Wed, 23 Apr 2008 07:36:59 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605701/nmarea-rose-slides</guid>
    </item>
    <item>
      <title>cv</title>
      <link>http://www.scribd.com/doc/2605699/cv</link>
      <description>RICHARD H. LATHROP Current Position: Professor, University of California, Irvine Current Address: School of Information and Computer Sciences 444 Computer Science Building University of California, Irvine Irvine, CA 92697-3425 949-824-4021 (voice); 949-824-4056 (fax); rickl@uci.edu (email) EDUCATION, ACADEMIC POSITIONS: July 2003&#8211;present: Professor. University of California, Irvine. July 1997&#8211;June 2003: Associate Professor. University of California, Irvine. July 1995&#8211;June 1997: Assistant Professor. University of California, Irvine. Oct. 1993&#8211;June 1995: Research Scientist. Massachusetts Institu</description>
      <pubDate>Wed, 23 Apr 2008 07:36:57 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605699/cv</guid>
    </item>
    <item>
      <title>rpf280</title>
      <link>http://www.scribd.com/doc/2605697/rpf280</link>
      <description>Corporate Hedging: What, Why and How?
by Michael P. Ross Haas School of Business University of California, Berkeley Spring 1996

This paper explores the rationale for corporate risk management. Following Smith and Stulz (1985) and Mayers and Smith (1987), the assumption is made that rms can contractually commit to bondholders to maintain a particular risk management policy, or asset volatility. With that as a starting point, the essay derives the optimal hedge portfolio, examines this portfolio's robustness to variance-covariance misestimation, and proposes a new motive for corporate risk mana</description>
      <pubDate>Wed, 23 Apr 2008 07:36:52 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605697/rpf280</guid>
    </item>
    <item>
      <title>srikant-slides</title>
      <link>http://www.scribd.com/doc/2605696/srikantslides</link>
      <description>Privacy-Preserving Data Mining

Ramakrishnan Srikant
IBM Almaden Research Center www.almaden.ibm.com/cs/people/srikant/

*Motivation
Privacy &amp; Data Mining: Adversaries forever? The primary task in data mining: development of models about aggregated data. Can we develop accurate models without access to precise information in individual data records?

1

*Papers
R. Agrawal and R. Srikant, \Privacy Preserving Data Mining", Proc. of the ACM SIGMOD Conference on Management of Data, Dallas, Texas, May 2000. Y. Lindell and B. Pinkas, \Privacy Preserving Data Mining", Crypto 2000, August 2000.

2

*T</description>
      <pubDate>Wed, 23 Apr 2008 07:36:50 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605696/srikantslides</guid>
    </item>
    <item>
      <title>net neutrality</title>
      <link>http://www.scribd.com/doc/2605695/net-neutrality</link>
      <description>Network neutrality, search neutrality, and the never-ending con&#64258;ict between e&#64259;ciency and fairness in markets
Andrew Odlyzko
Digital Technology Center, University of Minnesota 499 Walter Library, 117 Pleasant St. SE Minneapolis, MN 55455, USA odlyzko@umn.edu http://www.dtc.umn.edu/&#8764;odlyzko Revised version, January 27, 2008

Abstract. Network neutrality as such may fade from public interest discussions, but historical precedents going back for centuries argue that the underlying issues will continue to be debated. Those issues revolve around the basic tension between e&#64259;ciency and fairness in mar</description>
      <pubDate>Wed, 23 Apr 2008 07:36:49 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605695/net-neutrality</guid>
    </item>
    <item>
      <title>zenger</title>
      <link>http://www.scribd.com/doc/2605694/zenger</link>
      <description>&#169; Eben Moglen, 1998 Columbia Law School

Considering Zenger: Partisan Politics and the Legal Profession in Provincial New York Eben Moglen*
I. The Story of a Gold Box

History is the narration of the past, and not all valuable h i s t o r y i s t r ue. W h e n W i l l i a m S m i t h , J r . &#64257; r s t w r o t e h i s m u c h a d m i r e d a n d w i d e l y - d i s t r i b u t e d H i s t o r y o f t h e P r ovince of Ne w York, in 1756, he ended his narration twenty-four years before his o w n t i m e , w i t h t h e a r rival of Governor W i l l i a m C o s b y i n N e w York on August 1 1732. </description>
      <pubDate>Wed, 23 Apr 2008 07:36:49 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605694/zenger</guid>
    </item>
    <item>
      <title>mset2000</title>
      <link>http://www.scribd.com/doc/2605692/mset2000</link>
      <description>International Conference on Mathematics/Science Education &amp; Technology (M/SET 2000), San Diego, CA, March 2000.

Gaining Confidence in Mathematics: Instructional Technology for Girls
Carole R. Beal Department of Psychology Cbeal @psych.umass.edu Beverly P. Woolf, Joseph Beck, Ivon Arroyo, Klaus Schultz, David M. Hart Center for Computer-Based Instructional Technology Computer Science Department {bev, beck, ivon, schultz, dhart}@cs.umass.edu University of Massachusetts Amherst, MA 01003

Abstract: AnimalWatch is a mathematics tutor with enhanced adaptive feedback precisely tailored to girls&#8217; in</description>
      <pubDate>Wed, 23 Apr 2008 07:36:48 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605692/mset2000</guid>
    </item>
    <item>
      <title>brno</title>
      <link>http://www.scribd.com/doc/2605691/brno</link>
      <description>Decision Support Systems for Sustainable Development: A Conceptual Model
Dines Bj rnery March 1996z

Invited Paper for the International GIS Conference in Brno, The Czech Republic, 20{24 April 1996: GIS Frontiers in Business and Science. y Director, UNU/IIST: United Nations University, International Institute for Software Technology, P. O. Box 3058, Macau; E-mail: db@iist.unu.edu; Fax: +853-712.940, on leave of absence (1992{1996) from the Institute for Information Technology, The Technical University of Denmark, Building 345, DK{2800 Lyngby, Denmark. z Research behind this paper is partly fun</description>
      <pubDate>Wed, 23 Apr 2008 07:36:47 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605691/brno</guid>
    </item>
    <item>
      <title>vol survey</title>
      <link>http://www.scribd.com/doc/2605690/vol-survey</link>
      <description>Derivative Asset Analysis in Models with Level-Dependent and Stochastic Volatility
Rudiger Frey
Department of Mathematics, ETH Zurich ETH Zentrum, CH-8092 Zurich, Switzerland e-mail: frey @ math.ethz.ch

January 1997
In this survey we discuss models with level-dependent and stochastic volatility from the viewpoint of derivative asset analysis. Both classes of models are generalisations of the classical Black-Scholes model; they have been developed in an e ort to build models that are exible enough to cope with the known de cits of the classical BlackScholes model. We start by brie y recalling </description>
      <pubDate>Wed, 23 Apr 2008 07:36:45 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605690/vol-survey</guid>
    </item>
    <item>
      <title>BankStrategies</title>
      <link>http://www.scribd.com/doc/2605688/BankStrategies</link>
      <description>Risk Management Strategies for Banks&#8727;
Wolfgang Bauer&#8224;&#8225; Marc Ryser&#167; November 12, 2002

Abstract We analyze optimal risk management strategies of a bank &#64257;nanced with deposits and equity in a one period model. The bank&#8217;s motivation for risk management comes from deposits which can lead to bank runs. In the event of such a run, liquidation costs arise. The hedging strategy that maximizes the value of equity is derived. We identify conditions under which well known results such as complete hedging, maximal speculation or irrelevance of the hedging decision are obtained. The initial debt ratio, the </description>
      <pubDate>Wed, 23 Apr 2008 07:36:43 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605688/BankStrategies</guid>
    </item>
    <item>
      <title>G0151</title>
      <link>http://www.scribd.com/doc/2605687/G0151</link>
      <description>MARKAL/TIMES Modeling of Greenhouse Gas Abatement Strategies: Canadian Case Study and World Coalition Analysis
Maryse Labriet
GERAD, &#201;cole des Hautes &#201;tudes Commerciales 3000, chemin de la C&#244;te Sainte-Catherine Montr&#233;al (Qu&#233;bec) Canada, H3T 2A7
labriet@crt.umontreal.ca

December, 2001

Les Cahiers du GERAD G&#8211;2001&#8211;51

8&#8218;&#402;&#8217;&#8230;vtu&#8225;&#195;&#8249;&#195;!** &#195;B@S69

*Abstract Global climate change issue raises two basic questions: What to do to guarantee the longterm efficiency (or the least collective cost) of international greenhouse gas control policies? Who pays for abatement and adaptation so that equity among cou</description>
      <pubDate>Wed, 23 Apr 2008 07:36:40 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605687/G0151</guid>
    </item>
    <item>
      <title>whole</title>
      <link>http://www.scribd.com/doc/2605686/whole</link>
      <description>Accessibility of Computer Science: A Re ection for Faculty Members
Dianne P. O'Leary June 25, 1999

Over the past twenty years, the student population in Computer Science departments has become increasingly male, and the number of women among faculty members has remained quite small. Thus, many academic Computer Science Departments are almost exclusively male environments. These notes are meant to be a contribution to dialog on the implications of this fact for premier departments. Some of the quotations are drawn from documents at ETH and the University of Maryland, because I have rst-hand ex</description>
      <pubDate>Wed, 23 Apr 2008 07:36:39 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605686/whole</guid>
    </item>
    <item>
      <title>Paper440067</title>
      <link>http://www.scribd.com/doc/2605684/Paper440067</link>
      <description>*</description>
      <pubDate>Wed, 23 Apr 2008 07:36:38 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605684/Paper440067</guid>
    </item>
    <item>
      <title>170</title>
      <link>http://www.scribd.com/doc/2605683/170</link>
      <description>Basics of accounting for pension plans Elisabetta Russo Marco Zecchin University of Trieste

1. Introduction.

This report outlines some of the issues that may arise from the application of accounting principles to pension plans. These issues are of primary interest to experts assessing pension plans with a view to preparing financial statements and, in particular, to actuaries. Though not strictly pertinent to actuarial mathematics, the topic is closely connected with actuarial concepts and concerns both experts and connoisseurs of this subject, as we will discover later in this essay. It is </description>
      <pubDate>Wed, 23 Apr 2008 07:36:36 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605683/170</guid>
    </item>
    <item>
      <title>TomsCVnew</title>
      <link>http://www.scribd.com/doc/2605682/TomsCVnew</link>
      <description>Resum&#233; - Dr Tom Osborn
Contents
1. 2. 3. 4. 5. 6. 7. 8. Personal Details: ___________________________________________________________ 1 Fields of Expertise: _________________________________________________________ 1 Employment History: _______________________________________________________ 2 Selected CRM, Behaviour Prediction, Modelling projects:_________________________ 3 Educational History: ________________________________________________________ 4 Professional Activities: ______________________________________________________ 4 Publications and Significant Reports (not completely up to d</description>
      <pubDate>Wed, 23 Apr 2008 07:36:33 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605682/TomsCVnew</guid>
    </item>
    <item>
      <title>fasb133</title>
      <link>http://www.scribd.com/doc/2605681/fasb133</link>
      <description>Optimal Designation of Hedging Relationships Under FASB Statement 133
Katherine Wyatt Logic Based Systems Lab Brooklyn College City University of New York June 13, 1999

Abstract
New accounting standards for &#64257;nancial derivatives mandate on-balance sheet reporting and the designation of hedged item - hedging derivative pairs for reporting o&#64256;setting gain or loss on &#64257;nancial statements. A program that uses disjunctive, or logical, constraints to model the criteria for hedge accounting across all types of &#64257;nancial instruments and against allowable risks is presented. The program returns an optimal</description>
      <pubDate>Wed, 23 Apr 2008 07:36:30 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605681/fasb133</guid>
    </item>
    <item>
      <title>chap9</title>
      <link>http://www.scribd.com/doc/2605680/chap9</link>
      <description>CHAPTER 9. MULTIFACTOR OPTIONS

103

Chapter 9

Multifactor options
A multifactor option is one of the second-generation options 1 . In contrast to standard options, the value of a multifactor option is determined by the behaviour of two or more &#64257;nancial prices and by the correlation between these &#64257;nancial prices. The multifactor options can be subdivided into three groups: rainbow, quanto and basket options.

9.1

Rainbow options

The value of a rainbow option is determined by the performance of two or more underlying assets. Such an option based on n underlying assets is referred to as an n-</description>
      <pubDate>Wed, 23 Apr 2008 07:36:30 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605680/chap9</guid>
    </item>
    <item>
      <title>v4a6</title>
      <link>http://www.scribd.com/doc/2605679/v4a6</link>
      <description>AMO - Advanced Modeling and Optimization, Volume 4, Number 1, 2002

The Multi-period Portfolio Model with Skewness for the Property-liability Insurance Company1
Chunfeng Wang2 and Jianlin Yang
School of Management, Tianjin University, Tianjin 300072, PR.China E-mail: cfwang @tju.edu.cn,

Abstract: The third moment (skewness) plays an important role in portfolio selection if the distribution of the rate of return of assets is asymmetric around the mean. In this paper, we establish a multi-period portfolio management model with skewness based on the portfolio problem of the property-liability in</description>
      <pubDate>Wed, 23 Apr 2008 07:36:27 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605679/v4a6</guid>
    </item>
    <item>
      <title>05-23</title>
      <link>http://www.scribd.com/doc/2605676/0523</link>
      <description>E&#64259;cient Computation of Optimal Trading Strategies
Victor Boyarshinov Dept Computer Science Rensselaer Polytechnic Institute Room 207, Lally Bldg 110 8th Street Troy, NY 12180 boyarv@cs.rpi.edu Malik Magdon-Ismail Dept Computer Science Rensselaer Polytechnic Institute Room 207, Lally Bldg 110 8th Street Troy, NY 12180 magdon@cs.rpi.edu

October 10, 2005

Abstract Given the return series for a set of instruments, a trading strategy is a switching function that transfers wealth from one instrument to another at speci&#64257;ed times. We present e&#64259;cient algorithms for constructing (ex-post) trading strat</description>
      <pubDate>Wed, 23 Apr 2008 07:36:23 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605676/0523</guid>
    </item>
    <item>
      <title>v4n4004</title>
      <link>http://www.scribd.com/doc/2605675/v4n4004</link>
      <description>Studies in Nonlinear Dynamics and Econometrics
Quarterly Journal Volume 4, Number 4 The MIT Press

Studies in Nonlinear Dynamics and Econometrics (ISSN 1081-1826) is a quarterly journal published electronically on the Internet by The MIT Press, Cambridge, Massachusetts, 02142-1407. Subscriptions and address changes should be addressed to MIT Press Journals, Five Cambridge Center, Cambridge, MA 02142-1407; (617)253-2889; e-mail: journals-orders@mit.edu. Subscription rates are: Individuals $40.00, Institutions $135.00. Canadians add additional 7% GST. Submit all claims to: journals-claims@mit.ed</description>
      <pubDate>Wed, 23 Apr 2008 07:36:22 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605675/v4n4004</guid>
    </item>
    <item>
      <title>ewing96k</title>
      <link>http://www.scribd.com/doc/2605673/ewing96k</link>
      <description>\TBONE"{A HIGH-SPEED (ATM) BACKBONE FOR TEXAS
Richard Ewing 1 2 3 , Jane Armstrong 1, Leland Ellis 2, Larry Flournoy 2 3, and Mike Pilant 1 2 3 Texas A&amp;M University

I. INTRODUCTION

In September 1994, a report to the Governor and the Legislature on the Texas Telecommunications Strategic Plan put forward the following goal:
Texas should promote a telecommunications infrastructure that makes available broadband, switched services at reasonable cost to every home, school, and public o ce in the state.

Texas has no organized, public system for telecommunications infrastructure. Like the Internet</description>
      <pubDate>Wed, 23 Apr 2008 07:36:21 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605673/ewing96k</guid>
    </item>
    <item>
      <title>Delannoy</title>
      <link>http://www.scribd.com/doc/2605672/Delannoy</link>
      <description>What are the points? What are the stances? Decanting for question-driven retrieval and executive summarization
Jean-Fran&#231;ois Delannoy University of Ottawa Ottawa, Ontario, K1N 6N5 Canada delannoy@site.uottawa.ca

Abstract
Decanter illustrates a heuristic approach to extraction for information retrieval and question answering. Generic information about argumentative text is found and stored, easing user-focused, questiondriven access to the core information. The emphasis is placed on the argumentative dimension, to address in particular three types of questions: &#8220;What are the points?&#8221;, &#8220;Based o</description>
      <pubDate>Wed, 23 Apr 2008 07:36:21 GMT</pubDate>
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    <item>
      <title>sheth1</title>
      <link>http://www.scribd.com/doc/2605671/sheth1</link>
      <description>Semantic (Web) Technology In Action: Ontology Driven Information Systems for Search, Integration and Analysis
Amit Sheth Semagix and LSDIS Lab, University of Georgia, Athens, GA amit@cs.uga.edu
Abstract Semantics is seen as the key ingredient in the next phase of the Web infrastructure as well as the next generation of information systems applications. In this context, we review some reservations expressed about the viability of the Semantic Web. We respond to these by identifying a Semantic Technology that supports the key capabilities also needed to realize the Semantic Web vision, namely re</description>
      <pubDate>Wed, 23 Apr 2008 07:36:18 GMT</pubDate>
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    <item>
      <title>dp519</title>
      <link>http://www.scribd.com/doc/2605669/dp519</link>
      <description>Do Risk Premia Protect from Banking Crises?&#8727;

Hans Gersbach
Department of Economics and CEPR University of Heidelberg Grabengasse 14 D-69117 Heidelberg, Germany gersbach@uni-hd.de

Jan Wenzelburger
Department of Economics University of Bielefeld P.O. Box 100 131 D-33501 Bielefeld, Germany jwenzelb@wiwi.uni-bielefeld.de

July 12, 2004

Abstract This paper studies the question to what extent premia for macroeconomic risks in banking are su&#64259;cient to avoid banking crises. We investigate a competitive banking system embedded in an overlapping generation model subject to repeated macroeconomic shock</description>
      <pubDate>Wed, 23 Apr 2008 07:36:14 GMT</pubDate>
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    <item>
      <title>dempster</title>
      <link>http://www.scribd.com/doc/2605666/dempster</link>
      <description>Workshop on Financial Data Analysis and Applications IMA University of Minnesota 26 May 2004

Modelling the Global FX Market
M A H Dempster Centre for Financial Research Judge Institute of Management University of Cambridge &amp; Cambridge Systems Associates Limited Co-workers: R G Bates, D Kirdoglo &amp; V Leemans
Research partially sponsored by Bank of America, EPSRC, FutureLogic and HSBC
&#169; 2004 Centre for Financial Research, Judge Institute of Management, University of Cambridge www-cfr.jims.cam.ac.uk

*Outline
1 2 3 4 5 6

Introduction The Global FX Market Structure of the FX Market Modelling Trad</description>
      <pubDate>Wed, 23 Apr 2008 07:36:11 GMT</pubDate>
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      <title>IO1</title>
      <link>http://www.scribd.com/doc/2605664/IO1</link>
      <description>The optimal timing of investment decisions. DRAFT&#8727;
Timothy C. Johnson&#8224; and Mihail Zervos&#8225; Department of Mathematics King&#8217;s College London The Strand London WC2R 2LS, UK November 22, 2006

Abstract This paper addresses reversible investment decisions, where the investor can enter an investment that pays a dividend, and has the possibility to leave the investment, either receiving or paying a fee. The objective of the decision maker is to maximise the expected discounted cash&#64258;ow of the system over an in&#64257;nite time horizon. The underlying stochastic process driving the system is modelled by a gene</description>
      <pubDate>Wed, 23 Apr 2008 07:36:07 GMT</pubDate>
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    <item>
      <title>projects04</title>
      <link>http://www.scribd.com/doc/2605661/projects04</link>
      <description>MPHIL IN STATISTICAL SCIENCE 2003-2004 Applied Project Titles 2004 (as summarised by their authors) Jason Baran....................... Christine Chui.................... Suzanne Degge................... Elpida Evripidou................ Rayhan Ghouse.................. Mohammed Ali Khan......... Kaori Kuroda..................... Linda Liu........................... Rita Ma.............................. John Marioni...................... Ioannis Papageorgiou.......... Charis Spanou..................... Ziwei Wang......................... Yusuke Yamamoto.............. David Zane...................</description>
      <pubDate>Wed, 23 Apr 2008 07:36:05 GMT</pubDate>
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    <item>
      <title>rib19960111120001</title>
      <link>http://www.scribd.com/doc/2605660/rib19960111120001</link>
      <description>*</description>
      <pubDate>Wed, 23 Apr 2008 07:36:04 GMT</pubDate>
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    <item>
      <title>Lokka-Zervos</title>
      <link>http://www.scribd.com/doc/2605659/LokkaZervos</link>
      <description>OPTIMAL DIVIDEND AND ISSUANCE OF EQUITY POLICIES IN THE PRESENCE OF PROPORTIONAL COSTS
ARNE L&#216;KKA AND MIHAIL ZERVOS Abstract. We consider three optimisation problems faced by a company that can control their liquid reserves by paying dividends and by issuing new equity. The &#64257;rst of these problems involves no issuance of new equity and has been considered by several authors in the literature. The second one aims at maximising the expected discounted dividend payments minus the expected discounted costs of issuing new equity over all strategies associated with positive reserves at all times. The</description>
      <pubDate>Wed, 23 Apr 2008 07:36:02 GMT</pubDate>
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      <title>idUKMAN22740420080306?symbol=AEV</title>
      <link>http://www.scribd.com/doc/2605656/idUKMAN22740420080306symbolAEV</link>
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&lt;!doctype html public "-//w3c//dtd xhtml 1.0 transitional//en" "http://www.w3.org/tr/xhtml1/dtd/xhtml1-transitional.dtd"&gt; &lt;html&gt; &lt;head&gt; &lt;title&gt; table-manila's aboitiz equity 2007 net up 53 pct on yr | quotes | company news | reuters &lt;/title&gt; &lt;meta name="description" content="manila, march 6 (reuters) - full year ending dec. 31, 2007. stated) net income (in bill</description>
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      <title>hastef0116</title>
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      <description>STOCKHOLM SCHOOL OF ECONOMICS
THE ECONOMIC RESEARCH INSTITUTE

Equity in Health Care Utilisation: Further Tests Based on Hurdle Models and Swedish Micro Data
Ulf-G Gerdtham

Working Paper No. 116 June 1996

Working Paper Series in Economics and Finance

*1
1996-06-11

Equity in health care utilisation: Further tests based on Hurdle models and Swedish micro data*
Ulf-G Gerdtham, Centre for Health Economics, Stockholm School of Economics.

Abstract. This paper tests the null hypothesis of no horisontal inequity in delivery of health care by use of count data Hurdle models and Swedish micro data.</description>
      <pubDate>Wed, 23 Apr 2008 07:35:59 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605655/hastef0116</guid>
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    <item>
      <title>hastef0101</title>
      <link>http://www.scribd.com/doc/2605652/hastef0101</link>
      <description>STOCKHOLM SCHOOL OF ECONOMICS
THE ECONOMIC RESEARCH INSTITUTE

Shareholder gains from equity private placements: Evidence from the Stockholm Stock Exchange

Johan Molin

Working Paper No. 101 February 1996

Working Paper Series in Economics and Finance

1

*Shareholder gains from equity private placements: Evidence from the Stockholm Stock Exchange
by Johan Molin* Department of Finance, Stockholm School of Economics February 1996

Abstract
This paper examines the stock price reactions to equity private placements and rights issues on the Stockholm Stock Exchange and analyzes private placement </description>
      <pubDate>Wed, 23 Apr 2008 07:35:43 GMT</pubDate>
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    <item>
      <title>equities</title>
      <link>http://www.scribd.com/doc/2605644/equities</link>
      <description>Calculating and using match equities
In match play, particularly when making doubling decisions, it is useful to know one&#8217;s match equity. This is the probability that one will win the match from a given score, assuming perfect play by both players. This page contains three sections. Kit Woolsey&#8217;s match equity table. Formulae for approximating the table. Using the match equities to influence doubling decisions.

Kit Woolsey&#8217;s match equity table
This table is reproduced with permission from Kit Woolsey&#8217;s book How to Play Tournament Backgammon. 1 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 30 25 17 15 10</description>
      <pubDate>Wed, 23 Apr 2008 07:35:22 GMT</pubDate>
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    <item>
      <title>d1177</title>
      <link>http://www.scribd.com/doc/2605642/d1177</link>
      <description>Moral Hazard in Home Equity Conversion
by Robert J. Shiller and Allan N.Weiss

*

Abstract Home equity conversion as presently constituted or proposed usually does not deal well with the potential problem of moral hazard. Once homeowners know that the risk of poor market performance of their homes is borne by investors, they have an incentive to neglect to take steps to maintain the homes&#8217; values. They may thus create serious future losses for the investors. A calibrated model for assessing this moral hazard risk is presented that is suitable for a number of home equity conversion forms: 1) re</description>
      <pubDate>Wed, 23 Apr 2008 07:35:20 GMT</pubDate>
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    <item>
      <title>ps00000</title>
      <link>http://www.scribd.com/doc/2605641/ps00000</link>
      <description>UBS Securities Equity Research
Thomas H Hanley Jennifer A Thompson (212) 821-5217 (212) 821-5967

March 5 1998 12:

Associates First Capital Corp (AFS - NYSE) - Buy
AFS: INFORMATIVE ANALYST MEETING; RAISING PRICE TARGET Business: Specialty Finance Company Price: Price Target: 52 Week: 80.00 95.00 82.38 - 42.12 Dividend: Yield: 5 yr EGR: 0.40 0.50 % 17 % Mkt Cap: Shrs O/S: BV/Shr: 27.7 b 346.4 m 18.09 Debt/TC: ROE: LTM OCF: CV Sec: Prior 2Q 0.71 A 3Q 0.78 A 4Q 0.80 A 12/1997A: 12/1998E: 12/1999E: EPS 2.97 3.50 4.10 P/E 26.9 22.9 19.5 82 % 18 % No Rev(m) 5503 6406 7742

Fiscal Year Estimates FY </description>
      <pubDate>Wed, 23 Apr 2008 07:35:18 GMT</pubDate>
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*</description>
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      <title>craine</title>
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      <description>The Equity Premium Intertemporal Marginal Rate of Substitution Puzzle Tim Cogley Federal Reserve Bank of San Francisco Correspondence to: Roger Craine Economics University of California, 94720-3880 510-642-3021 Notify by email craine@econ.berkeley.edu

March 1996 Keywords: Equity premium, intertemporal marginal rate of substitution, risk premia JEL Classification: G12, C13, C14 Abstract: No arbitrage profit imposes the restriction that the expectation of the product of a discount factor (M) and the return factor (R(j)) conditional on the market information set, 5, equals one, 1

* Et[(Mt*1Rt*1</description>
      <pubDate>Wed, 23 Apr 2008 07:35:17 GMT</pubDate>
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Banque du Canada

Working Paper 2003-6 / Document de travail 2003-6

Valuation of Canadian- vs. U.S.-Listed Equity: Is There a Discount?

by

Michael R. King and Dan Segal

*ISSN 1192-5434 Printed in Canada on recycled paper

*Bank of Canada Working Paper 2003-6 March 2003

Valuation of Canadian- vs. U.S.-Listed Equity: Is There a Discount?

by Michael R. King1 and Dan Segal2
1Financial Markets Department

Bank of Canada Ottawa, Ontario, Canada K1A 0G9 mking@bankofcanada.ca
2Joseph L. Rotman School of Management

University of Toronto Toronto, Ontario, Canada M5S 3E6 dsegal@rot</description>
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&#220;&#212;&#208; &#210; &#216; &#211;&#210;&#215; &#215; &#211;&#210; &#216; &#220; &#215;&#216; &#210; &#211; &#217;&#210; &#218; &#214;&#215; &#172; &#208;  &#214;&#211;&#217;&#210; &#214; &#215; &#218; &#210; &#211;&#171; &#214; &#211;&#214; &#211;&#216; &#216; &#213;&#217; &#216;&#221; &#212;&#214; &#209; &#217;&#209; &#212;&#217;&#222;&#222;&#208; &#210; &#216; &#214; &#215; &#185; &#214; &#212;&#217;&#222;&#222;&#208; &#186; &#207; &#215; &#211;&#219; &#216; &#216; &#216; &#216; &#211;&#214; &#216;  &#208; &#213;&#217; &#218; &#208; &#210;&#216; &#216;&#211; &#216; &#211; &#215; &#214;&#218; &#213;&#217; &#216;&#221; &#212;&#214; &#209; &#217;&#209; &#214; &#215; &#215; &#214;&#211;&#209; &#216; &#210;&#216; &#214; &#216; &#211;&#210; &#216;&#219; &#210; &#216; &#209;&#212;&#211;&#214; &#208; &#214; &#215; &#212;&#214; &#209; &#217;&#209; &#211;&#214; &#213;&#217; &#216;&#221;&#184; &#216; &#214; &#215; &#185; &#214; &#214; &#216; &#211; &#210;&#216; &#214;&#216; &#209;&#212;&#211;&#214; &#208; &#215;&#217; &#215;&#216; &#216;&#217;&#216; &#211;&#210; &#210; &#216; &#209;&#212; &#216; &#211; &#214; &#215; &#211;&#210; &#216; &#212;&#214;  &#217;&#216; &#211;&#210; &#214;&#221; &#209;&#211;&#216; &#218; &#211;&#214; &#215; &#218; &#210; &#186; &#212; &#210; &#210; &#211;&#210; &#212; &#214; &#209; &#216; &#214; &#218; &#208;&#217; &#215;&#184; &#216; &#213;&#217; &#216;&#221; &#212;&#214; &#209; &#217;&#209; &#209; &#221; &#216; &#214; &#210;&#214; &#215; &#211;&#214; &#214; &#217; &#221; &#216; &#212;&#214; &#215; &#210; &#211; &#217;&#210; &#218; &#214;&#215; &#172; &#208;  &#214;&#211;&#217;&#210; &#214; &#215; &#186; &#194; &#196; &#208; &#215;&#215; &#172; &#216; &#211;&#210; &#190; &#195; &#221;&#219;&#211;&#214; &#215; &#213;&#217; &#216;&#221; &#212;&#214; &#209; &#217;&#209; &#212;&#217;&#222;&#222;&#208; &#184; &#214; &#215; &#185; &#214; &#214; &#216; &#212;&#217;&#222;&#222;&#208; &#184; &#217;&#210; &#218; &#214;&#215; &#172; &#208; &#208; &#211;&#214; &#210;&#211;&#209; &#186;

&#203; &#209;&#211;&#210; &#214; &#210;</description>
      <pubDate>Wed, 23 Apr 2008 07:35:05 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605631/MW00</guid>
    </item>
    <item>
      <title>cmf1-07-taflin</title>
      <link>http://www.scribd.com/doc/2605629/cmf107taflin</link>
      <description>A new method for optimal equity allocation and portfolio selection&#8225;
Erik Ta&#64258;in
AXA, 23 avenue Matignon, 75008 Paris, France e-mail: erik.taflin@ceremade.dauphine.fr, erik.taflin@u-bourgogne.fr Abstract. We review, for an audience of mathematically minded listeners, but non specialists on insurance and &#64257;nance, some recent research results on optimal equity allocation and portfolio selection. These results, &#64257;rst developed in the domain of reinsurance, are also applicable to insurance, banking and more generally to corporate &#64257;nance. A multi-time stochastic model, is presented within the context o</description>
      <pubDate>Wed, 23 Apr 2008 07:35:02 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605629/cmf107taflin</guid>
    </item>
    <item>
      <title>hastba2000 007</title>
      <link>http://www.scribd.com/doc/2605628/hastba2000-007</link>
      <description>Terminal Value echniquesEquity aluation T in V Implicationsthe teady tate ssumption of S SA
Joakim Levin Per lsson O
&#9827; &#9824; &#9830;

SSE/EFI Working aper iBusiness dministration P Series n A
June000 2

No000:7 2

Abstract: his aper xamineshe onditions ecessary calc Tp e tc n for ulating steady terminal aluesn state v i equity (company) valuation models. make We explicit se u ofthe thatacompany&#8217;sincome fact statementsndalanceheetsanmodeledsys ab s c be aa s temdifferencequations. theseifference of e From d he conditions ensure the that company remains equations, e w derive conditions steady T for state.</description>
      <pubDate>Wed, 23 Apr 2008 07:35:00 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605628/hastba2000-007</guid>
    </item>
    <item>
      <title>tequity</title>
      <link>http://www.scribd.com/doc/2605624/tequity</link>
      <description>Science and Technology for Everyone
Holly Vineyard July 28, 1995

*Why Study Math and Science?

*Why Study Math and Science? Enhanced Career Options
&#8226; Many jobs in growing fields require technical expertise
&#8211; &#8211; &#8211; &#8211; &#8211; &#8211; Bioethics Computer software engineering Environmental science Information systems management Management consulting Law

&#8211; Can you think of more?

*Why Study Math and Science? Salary Differential
&#8226; On average, college-educated women earn roughly 69% of what men with similar backgrounds make. &#8226; Women earn less than men even when they hold identical jobs. &#8226; But this disparity often</description>
      <pubDate>Wed, 23 Apr 2008 07:34:49 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605624/tequity</guid>
    </item>
    <item>
      <title>WP636</title>
      <link>http://www.scribd.com/doc/2605623/WP636</link>
      <description>Federal Reserve Bank of Minneapolis Research Department

Expensed and Sweat Equity
Ellen R. McGrattan and Edward C. Prescott Working Paper 636 Revised September 2005

ABSTRACT Expensed investments are expenditures &#64257;nanced by the owners of capital that increase future pro&#64257;ts but, by national accounting rules, are treated as an operating expense rather than as a capital expenditure. Sweat investment is &#64257;nanced by worker-owners who allocate time to their business and receive compensation at less than their market rate. Such investments are made with the expectation of realizing capital gains when</description>
      <pubDate>Wed, 23 Apr 2008 07:34:48 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605623/WP636</guid>
    </item>
    <item>
      <title>QR2441</title>
      <link>http://www.scribd.com/doc/2605622/QR2441</link>
      <description>Federal Reserve Bank of Minneapolis Quarterly Review Vol. 24, No. 4, Fall 2000, pp. 3&#8211;19

The Declining U.S. Equity Premium
Ravi Jagannathan Chicago Mercantile Exchange Distinguished Professor of Finance Kellogg Graduate School of Management Northwestern University Ellen R. McGrattan Senior Economist Research Department Federal Reserve Bank of Minneapolis Anna Scherbina Instructor Department of Finance Kellogg Graduate School of Management Northwestern University

Abstract This study demonstrates that the U.S. equity premium has declined signi&#64257;cantly during the last three decades. The study ca</description>
      <pubDate>Wed, 23 Apr 2008 07:34:47 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605622/QR2441</guid>
    </item>
    <item>
      <title>eqtx</title>
      <link>http://www.scribd.com/doc/2605621/eqtx</link>
      <description>&#204;

&#213;&#217; &#216;&#221; &#204; &#220; &#210; &#203; &#208;&#216; &#214;&#163;

&#196; &#211;&#210; &#186; &#196; &#218; &#210; &#180;&#196;&#210; &#216; &#217;&#186; &#217;&#181; &#211;&#215;&#216;&#211;&#210; &#205;&#210; &#218; &#214;&#215; &#216;&#221; &#193;&#210;&#215;&#216; &#216;&#217;&#216; &#215; &#192; &#217;&#216; &#215; &#216;&#217; &#215; &#203; &#210;&#216; &#172;&#213;&#217; &#215;

&#215;&#216;&#214; &#216;
&#204; &#220; &#215; &#218; &#209; &#211;&#214; &#211;&#215;&#216;&#215; &#221;&#211;&#210; &#216; &#211;&#208;&#208; &#216; &#214; &#218; &#210;&#217; &#219; &#216; &#214;&#211;&#209; &#215;&#216;&#211;&#214;&#216; &#210; &#210;&#216; &#218; &#215;&#184; &#211;&#209;&#212;&#208; &#210; &#210; &#210; &#211;&#214; &#209; &#210;&#216; &#211;&#215;&#216;&#215;&#184; &#216;&#186; &#215; &#209;&#185; &#212;&#208; &#209; &#214; &#216; &#209;  &#210; &#215;&#209;&#184; &#216; &#213;&#217; &#216;&#221; &#204; &#220;&#184; &#218;&#211; &#215; &#216; &#215; &#212;&#214;&#211; &#208; &#209;&#215; &#211;&#214; &#216; &#216;&#214;  &#215;&#216;  &#215; &#215; &#211;&#214;&#212;&#211;&#214; &#216; &#184; &#218; &#210; &#184; &#210;  &#212; &#216; &#208; &#210;&#215; &#216; &#220; &#215;&#186; &#193;&#216; &#220;&#212;&#208;&#211; &#216;&#215; &#216; &#208; &#216;&#221; &#211; &#216; &#215; &#214; &#212;&#214;  &#215; &#216;&#211; &#214; &#173; &#216; &#216; &#220;&#212; &#216; &#216;&#214;&#217; &#210;&#210;&#217; &#208; &#214; &#216;&#217;&#214;&#210; &#180; &#215; &#212; &#214; &#218; &#221; &#210;&#218; &#215;&#216;&#211;&#214;&#215;&#184; &#210;&#211;&#216; &#215; &#172;&#210; &#221; &#208; &#219;&#181; &#210; &#219;&#211;&#214; &#215; &#211;&#210;&#208;&#221; &#211;&#214; &#212;&#217; &#185; &#208; &#208;&#221; &#208; &#211;&#214;&#212;&#211;&#214; &#216; &#211;&#210;&#215;&#186; &#203; &#210; &#211; &#210; &#211;&#214; &#215;&#216; &#221; &#210; &#212;&#217; &#208;   &#210;&#210;&#211;&#216; &#211;&#214; &#184; &#210; &#211;&#214; &#215;&#211;&#209; &#211;&#210;&#215;&#216; &#216;&#217;&#185; &#216; &#211;&#210; &#208; &#214; &#215;&#211;&#210;&#215; &#216;&#211;&#211;&#184; &#216; &#211;&#210;&#218; &#214;&#215; &#211;&#210; &#216;&#211; &#213;&#217; &#216;&#221; &#216; &#220; &#209;&#217;&#215;&#216; &#218;&#211;&#208;&#217;&#210;&#216; &#214;&#221; &#211;&#210;&#216;&#214; &#216;&#186; &#202; &#212; </description>
      <pubDate>Wed, 23 Apr 2008 07:34:46 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605621/eqtx</guid>
    </item>
    <item>
      <title>Equity-Asset-Revised</title>
      <link>http://www.scribd.com/doc/2605620/EquityAssetRevised</link>
      <description>Lehman Brothers | Quantitative Credit Research

Comparing the Dependence Structure of Equity and Asset Returns1
Roy Mashal 212-526-8883 rmashal@lehman.com Marco Naldi 212-526-1728 mnaldi@lehman.com Assaf Zeevi 212-854-9678 assaf@gsb.columbia.edu

The dependence structure of asset returns lies at the heart of a class of models that is widely employed for the valuation of multi-name credit derivatives. Using a statistical methodology that relies on a minimal amount of distributional assumptions, we investigate whether the popular tenet of Normal dependence between asset returns is empirically mo</description>
      <pubDate>Wed, 23 Apr 2008 07:34:45 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605620/EquityAssetRevised</guid>
    </item>
    <item>
      <title>eeb19960111120039</title>
      <link>http://www.scribd.com/doc/2605573/eeb19960111120039</link>
      <description>*</description>
      <pubDate>Wed, 23 Apr 2008 07:31:27 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605573/eeb19960111120039</guid>
    </item>
    <item>
      <title>ACMM</title>
      <link>http://www.scribd.com/doc/2605571/ACMM</link>
      <description>&#968;

THE EXISTENCE OF ABSOLUTELY CONTINUOUS LOCAL MARTINGALE MEASURES

Freddy Delbaen Walter Schachermayer Department of Mathematics, Vrije Universiteit Brussel Institut f&#168;r Statistik, Universit&#168;t Wien u a

Abstract. We investigate the existence of an absolutely continuous martingale measure. For continuous processes we show that the absence of arbitrage for general admissible integrands implies the existence of an absolutely continuous (not necessarily equivalent) local martingale measure. We also rephrase Radon-Nikodym theorems for predictable processes. 1.Introduction. In our paper Delbaen an</description>
      <pubDate>Wed, 23 Apr 2008 07:31:24 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605571/ACMM</guid>
    </item>
    <item>
      <title>vol cf</title>
      <link>http://www.scribd.com/doc/2605569/vol-cf</link>
      <description>Volatility Estimation Using High, Low, and Close Data { a Maximum Likelihood Approach
Malik Magdon-Ismail CS Department Lally 207, RPI 110 8th Street Troy, NY 12180
magdon@cs.rpi.edu

Amir F. Atiya Learning Systems Group EE Department Caltech, MC 136-93 Pasadena, CA 91125
amir@work.caltech.edu

The necessity of an accurate volatility estimate in order to price derivatives, and the time varying nature of volatility, make it imperative to obtain reliable volatility estimates using only the most recent data. More speci cally, it is crucial to make use of all the available information. Many volati</description>
      <pubDate>Wed, 23 Apr 2008 07:31:21 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605569/vol-cf</guid>
    </item>
    <item>
      <title>S0094-9000-07-00693-X</title>
      <link>http://www.scribd.com/doc/2605568/S009490000700693X</link>
      <description>*</description>
      <pubDate>Wed, 23 Apr 2008 07:31:20 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605568/S009490000700693X</guid>
    </item>
    <item>
      <title>I A 2</title>
      <link>http://www.scribd.com/doc/2605560/I-A-2</link>
      <description>Information and option pricings
Xin Guo
IBM T. J. Watson Research Center, P. O. Box 218, Yorktown, NY 10598, USA

Abstract How can one relate stock &#64258;uctuations and information-based human activities? We present a model of an incomplete market by adjoining the Black-Scholes exponential Brownian motion model for stock &#64258;uctuations with a hidden Markov process, which represents the state of information in the investors&#8217; community. The drift and volatility parameters take different values depending on the state of this hidden Markov process. Standard option pricing procedure under this model become</description>
      <pubDate>Wed, 23 Apr 2008 07:30:57 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605560/I-A-2</guid>
    </item>
    <item>
      <title>A%20new%20Fourier%20transform</title>
      <link>http://www.scribd.com/doc/2605558/A20new20Fourier20transform</link>
      <description>%!ps-adobe-2.0 %%creator: dvips(k) 5.86 copyright 1999 radical eye software %%title: c:/documents and settings/petter/my documents/latex/var paper/vargrad.dvi %%creationdate: mon apr 14 09:39:24 2003 %%pages: 16 %%pageorder: ascend %%boundingbox: 0 0 596 842 %%documentfonts: helvetica %%documentpapersizes: a4 %%endcomments %dvipswebpage: (www.radicaleye.com) %dvipscommandline: c:\texmf\miktex\bin\dvips.exe %+ "c:/documents and settings/petter/my documents/latex/var paper/vargrad.dvi" %dvipsparameters: dpi=600, compressed %dvipssource: tex output 2003.04.14:0939 %%beginprocset: texc.pro %! /tex</description>
      <pubDate>Wed, 23 Apr 2008 07:30:56 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605558/A20new20Fourier20transform</guid>
    </item>
    <item>
      <title>cii</title>
      <link>http://www.scribd.com/doc/2605552/cii</link>
      <description>Production planning and control in textile industry: A case study
Nikos I. Karacapilidis
GMD - German National Research Center for Information Technology, Artificial Intelligence Research Division, Schloss Birlinghoven, 53757 Sankt Augustin, Germany

Costas P. Pappis
Dept. of Industrial Management, University of Piraeus, 185 34 Piraeus, Greece

This paper presents an interactive model based system for the management of production in textile production systems focusing on the Master Production Scheduling problem. Because of the special characteristics of the industry, that is mainly the multi-p</description>
      <pubDate>Wed, 23 Apr 2008 07:30:35 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605552/cii</guid>
    </item>
    <item>
      <title>probset5</title>
      <link>http://www.scribd.com/doc/2605550/probset5</link>
      <description>Economics 288
Fall 2002 Problem Set 5
Due November 26, 2002
1. Consider the optimal growth problem with adjustment costs
t t

max
t

&#946; u (c )

for

over the range k &#8712; [.6, 1.4] (a) Discretize the state space and apply the value function iteration, policy function iteration, and upwind Gauss-Seidel method to solve the dynamic programming problem. Use at least 81 capital stocks. Which method is fastest? (By the way, if a method takes forever to converge, stop your computer and report the slow convergence; don&#8217;t waste time waiting for slow methods to converge.) Can any of these methods solve the </description>
      <pubDate>Wed, 23 Apr 2008 07:30:33 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605550/probset5</guid>
    </item>
    <item>
      <title>stocks</title>
      <link>http://www.scribd.com/doc/2605548/stocks</link>
      <description>A General Af&#64257;ne Earnings Valuation Model&#8727;
Andrew Ang&#8224; Columbia University and NBER Jun Liu&#8225; UCLA First Version: April 21, 1998 This Version: July 1, 2001

JEL Classi&#64257;cation Codes: G12, M41.

Keywords: stock valuation, earnings, residual income model, asset-pricing, af&#64257;ne model, linear information dynamics

paper was originally circulated as the working paper, &#8220;A Generalized Earnings Model of Stock Valuation&#8221;. We thank Geert Bekaert, Michael Brennan, Ron Kasznik, Charles Lee, Jing Liu, Stephen Penman, Stefan Reichelstein, Ken Singleton, Ramu Thiagarajan and seminar participants at Stanford Univ</description>
      <pubDate>Wed, 23 Apr 2008 07:30:32 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605548/stocks</guid>
    </item>
    <item>
      <title>bouchaud</title>
      <link>http://www.scribd.com/doc/2605547/bouchaud</link>
      <description>&#205; &#193;&#198;&#204;

&#196;

&#203;&#184;

&#202; &#198; &#202;&#195;

&#203;&#192;

&#203;

&#198; &#198;&#204; &#196;&#203;
&#217;

&#202;&#197;&#193;&#204;&#204; &#203; &#197;
&#214; &#210;

&#193;&#198; &#204; &#197;&#199;
&#208; &#212;&#212; &#211;&#217;

&#189; &#203; &#214;&#218;  &#200; &#221;&#215; &#213;&#217; &#204; &#211;&#214; &#213;&#217; &#184; &#210;&#216;&#214; &#179; &#216;&#217; &#215; &#203; &#208; &#221;&#184; &#199;&#214;&#209; &#215; &#197; &#214; &#215; &#214;&#215;&#184; &#189;&#189; &#189; &#185;&#215;&#217;&#214;&#185; &#218; &#216;&#216; &#220;&#184; &#214; &#210; &#190; &#212; &#214;&#216; &#209; &#210;&#216;&#211; &#215;  &#184; &#205;&#210; &#218; &#214;&#215; &#216; &#202;&#211;&#209; &#196; &#203; &#212; &#210;&#222; &#184; &#200; &#222;&#222; &#208; &#208; &#211; &#197;&#211;&#214;&#211; &#190;&#184; &#188;&#188;&#189; &#202;&#211;&#209; &#184; &#193;&#216; &#208;&#221; &#191; &#203; &#214;&#218;  &#200; &#221;&#215; &#213;&#217; &#208;&#179; &#216; &#216; &#211;&#210; &#210;&#215; &#184; &#210;&#216;&#214; &#179; &#216;&#217; &#215; &#203; &#208; &#221;&#184; &#199;&#214;&#209; &#215; &#197; &#214; &#215; &#214;&#215;&#184; &#189;&#189; &#189; &#185;&#215;&#217;&#214;&#185; &#218; &#216;&#216; &#220;&#184; &#214; &#210; &#203; &#210; &#178; &#210; &#210; &#184; &#197;&#184; &#189;&#188; &#185;&#189;&#189;&#189; &#214;&#217; &#206; &#216;&#211;&#214;&#185;&#192;&#217; &#211;&#184; &#190; &#191;&#190; &#214; &#210;
&#194;&#217;&#210; &#189;&#191;&#184; &#190;&#188;&#188;&#190;

&#193;&#214; &#210;

&#189;&#190;

&#210;

&#194;

&#210;&#185;&#200;

&#191;

&#215;&#216;&#214; &#216;
&#207; &#172;&#210; &#210; &#215;&#216;&#217; &#221; &#214; &#216; &#214; &#211;&#209;&#212;&#208; &#220; &#209; &#214; &#216; &#209;&#211; &#208;&#184; &#210;&#215;&#212; &#214; &#214;&#211;&#209; &#216; &#203; &#210;&#216; &#214;&#216; &#172; &#208; &#209; &#214; &#216; &#210; &#216; &#197; &#210;&#211;&#214; &#216;&#221; &#209; &#186; &#210;&#216;&#215; &#218; &#171; &#214; &#210;&#216; &#215;&#216;&#214; &#216; &#215; &#209;&#211;&#210; &#219;  &#216; &#221;  &#210;  &#211;&#211;&#215; &#184; &#211;&#214; &#210; &#216;&#211; &#216; &#214; &#214; &#208; &#216; &#218; &#212;&#214;&#211; &#185; &#216; &#208; &#216;&#221;&#184; &#219; &#216; &#216; </description>
      <pubDate>Wed, 23 Apr 2008 07:30:29 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605547/bouchaud</guid>
    </item>
    <item>
      <title>tr984</title>
      <link>http://www.scribd.com/doc/2605545/tr984</link>
      <description>TECHNICAL REPORT 98-CSE-04

Semantic Caching and Query Processing
Qun Ren Margaret H. Dunham

Department of Computer Science and Engineering Southern Methodist University Dallas, TX 75275{0122 qren@seas.smu.edu May 26, 1998

*Contents
1 Introduction 2 Related Research
2.1 Query Folding : : : : : : : : : : : : : 2.2 Caching Issues : : : : : : : : : : : : 2.2.1 Caching Granularity : : : : : 2.2.2 Caching Coherency Strategy 2.2.3 Caching Replacement Policy : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : </description>
      <pubDate>Wed, 23 Apr 2008 07:30:24 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605545/tr984</guid>
    </item>
    <item>
      <title>v5n3003</title>
      <link>http://www.scribd.com/doc/2605544/v5n3003</link>
      <description>Studies in Nonlinear Dynamics and Econometrics
Quarterly Journal October 2001, Volume 5, Number 3 The MIT Press

Studies in Nonlinear Dynamics and Econometrics (E-ISSN 1081-1826) is a quarterly journal published electronically on the Internet by The MIT Press, Cambridge, Massachusetts, 02142-1407. Subscriptions and address changes should be addressed to MIT Press Journals, Five Cambridge Center, Cambridge, MA 02142-1407; (617)253-2889; e-mail: journals-orders@mit.edu. Subscription rates are: Individuals $40.00, Institutions $135.00. Canadians add additional 7% GST. Submit all claims to: journa</description>
      <pubDate>Wed, 23 Apr 2008 07:30:23 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605544/v5n3003</guid>
    </item>
    <item>
      <title>korea</title>
      <link>http://www.scribd.com/doc/2605543/korea</link>
      <description>Network Behavior and Quality of Service in Emerging Applications 1
Bharat Bhargava Department of Computer Sciences Purdue University, W. Lafayette, IN 47907, USA bb@cs.purdue.edu
The performance of network and communication software is a major concern for making the emerging applications in a distributed environment a success. Emerging applications that we consider in this paper are transaction processing (for nancial institutions or electronic commerce), digital library (including web search), video conferencing, and nally stock trading. The quality of service in each case can generically be </description>
      <pubDate>Wed, 23 Apr 2008 07:30:22 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605543/korea</guid>
    </item>
    <item>
      <title>chung</title>
      <link>http://www.scribd.com/doc/2605541/chung</link>
      <description>A Practical QA System in Restricted Domains
Hoojung Chung, Young-In Song, Kyoung-Soo Han, Soo-Hong Kim Do-Sang Yoon, Joo-Young Lee, Hae-Chang Rim Dept. of Comp. Science and Engineering Dept. of Comp. Software Engineering Korea University Sangmyung University Seoul 136-701 Korea Chonan 330-720 Korea {hjchung,sprabbit,kshan,yds5004,jylee,rim}@nlp.korea.ac.kr soohkim@smuc.ac.kr

Abstract
This paper describes an on-going research for a practical question answering system for a home agent robot. Because the main concern of the QA system for the home robot is the precision, rather than coverage (No </description>
      <pubDate>Wed, 23 Apr 2008 07:30:21 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605541/chung</guid>
    </item>
    <item>
      <title>2005-05-04-LattnerPHDThesis-book</title>
      <link>http://www.scribd.com/doc/2605534/20050504LattnerPHDThesisbook</link>
      <description>MACROSCOPIC DATA STRUCTURE ANALYSIS AND OPTIMIZATION

BY

CHRIS LATTNER
B.S., University of Portland, 2000 M.S., University of Illinois at Urbana-Champaign, 2002

DISSERTATION Submitted in partial ful&#64257;llment of the requirements for the degree of Doctor of Philosophy in Computer Science in the Graduate College of the University of Illinois at Urbana-Champaign, 2005

Urbana, Illinois

*Abstract
Providing high performance for pointer-intensive programs on modern architectures is an increasingly di&#64259;cult problem for compilers. Pointer-intensive programs are often bound by memory latency and cache p</description>
      <pubDate>Wed, 23 Apr 2008 07:30:03 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605534/20050504LattnerPHDThesisbook</guid>
    </item>
    <item>
      <title>CS-TR-4438</title>
      <link>http://www.scribd.com/doc/2605532/CSTR4438</link>
      <description>A New Framework for Addressing Temporal Range Queries and Some Preliminary Results
Qingmin Shi and Joseph JaJa Institute for Advanced Computer Studies, Department of Electrical and Computer Engineering, University of Maryland, College Park, MD 20742
fqshi,joseph@umiacs.umd.edug

January 29, 2003
Given a set of n objects, each characterized by d attributes speci ed at m xed time instances, we are interested in the problem of designing space e cient indexing structures such that arbitrary temporal range search queries can be handled e ciently. When m = 1, our problem reduces to the d-dimensional</description>
      <pubDate>Wed, 23 Apr 2008 07:29:59 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605532/CSTR4438</guid>
    </item>
    <item>
      <title>punc</title>
      <link>http://www.scribd.com/doc/2605530/punc</link>
      <description>CYBERPUNC: A LIGHTWEIGHT PUNCTUATION ANNOTATION SYSTEM FOR SPEECH Doug Beeferman Adam Berger John La erty School of Computer Science Carnegie Mellon University Pittsburgh PA 15213 dougb,aberger,la erty@cs.cmu.edu
ABSTRACT This paper describes a lightweight method for the automatic insertion of intra-sentence punctuation into text. Despite the intuition that pauses in an acoustic stream are a positive indicator for some types of punctuation, this work will demonstrate the feasibility of a system which relies solely on lexical information. Besides its potential role in a speech recognition syste</description>
      <pubDate>Wed, 23 Apr 2008 07:29:58 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605530/punc</guid>
    </item>
    <item>
      <title>resch</title>
      <link>http://www.scribd.com/doc/2605528/resch</link>
      <description>&#168; &#168; OSTERR. ZEITSCHRIFT F UR STATISTIK 26. Jahrgang (1997) S. 31&#8211;52

31

Tests of the Ef&#64257;cient Markets Hypothesis
Erhard Reschenhofer and Michael A. Hauser Institut f&#168; r Statistik, OR und Computerverfahren, Universit&#168; t Wien u a Institut f&#168; r Statistik, Wirtschaftsuniversit&#168; t Wien u a
Abstract: This paper surveys various statistical methods that have been proposed for the examination of the ef&#64257;ciency of &#64257;nancial markets and proposes a novel procedure for testing the predictability of a time series. For illustration, this procedure is applied to Austrian stock return series. Zusammenfassung: I</description>
      <pubDate>Wed, 23 Apr 2008 07:29:58 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605528/resch</guid>
    </item>
    <item>
      <title>wias preprints 584</title>
      <link>http://www.scribd.com/doc/2605525/wias-preprints-584</link>
      <description>&#214; &#210; &#219;&#210;&#216;
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      <pubDate>Wed, 23 Apr 2008 07:29:48 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605525/wias-preprints-584</guid>
    </item>
    <item>
      <title>bamspdo</title>
      <link>http://www.scribd.com/doc/2605523/bamspdo</link>
      <description>A Pacific Interdecadal Climate Oscillation with Impacts on Salmon Production*
Nathan J. Mantua,+ Steven R. Hare,# Yuan Zhang,+ John M. Wallace,+ and Robert C. Francis@

ABSTRACT
Evidence gleaned from the instrumental record of climate data identifies a robust, recurring pattern of ocean&#8211;atmosphere climate variability centered over the midlatitude North Pacific basin. Over the past century, the amplitude of this climate pattern has varied irregularly at interannual-to-interdecadal timescales. There is evidence of reversals in the prevailing polarity of the oscillation occurring around 1925, 194</description>
      <pubDate>Wed, 23 Apr 2008 07:29:45 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605523/bamspdo</guid>
    </item>
    <item>
      <title>proposals</title>
      <link>http://www.scribd.com/doc/2605521/proposals</link>
      <description>1 The Blind Artist: Cooperative Evolutionary Art
Je Zia and Sam Mateosian Genetic programming is frequently used to \evolve" formulas which are too complex to design by any one human mind. Several individuals applied these same methods to the problem of creating visual images. The application of the process of evolution to the creation of art has generated incredible results. We hope to build upon the work of these individuals to extend the eld of evolutionary art. We will develop a system by which images based on a genetic code will mutate and mate and by the force of human selection, evolve.</description>
      <pubDate>Wed, 23 Apr 2008 07:29:44 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605521/proposals</guid>
    </item>
    <item>
      <title>ecml93</title>
      <link>http://www.scribd.com/doc/2605520/ecml93</link>
      <description>An Overview of Evolutionary Computation &#8224;
William M. Spears &#8225; Kenneth A. De Jong .. Thomas Ba ck David B. Fogel Hugo de Garis

Abstract. Evolutionary computation uses computational models of evolutionary processes as key elements in the design and implementation of computerbased problem solving systems. In this paper we provide an overview of evolutionary computation, and describe several evolutionary algorithms that are currently of interest. Important similarities and differences are noted, which lead to a discussion of important issues that need to be resolved, and items for future research</description>
      <pubDate>Wed, 23 Apr 2008 07:29:43 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605520/ecml93</guid>
    </item>
    <item>
      <title>survey revised</title>
      <link>http://www.scribd.com/doc/2605519/survey-revised</link>
      <description>&#211;&#210;&#218; &#214;&#216; &#208;

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&#213;&#217; &#216;&#221; &#211;&#208; &#214;&#215;&#186; &#208; &#215;&#215;  &#208; &#215; &#219; &#208;&#208; &#215; &#215;&#211;&#209; &#214;  &#210;&#216; &#208; &#216; &#214; &#216;&#217;&#214; &#214; &#218; &#216; &#218; &#215;&#184; &#219;  &#220;&#212;&#208;  &#216;&#208;&#221; &#210;&#211;&#214;&#212;&#211;&#214; &#216; &#215; &#216; &#215;&#216; &#216;  &#211;&#210; &#210;&#216; &#215;&#172;&#208; &#186; &#212;&#214;  &#216;&#217;&#214; &#216; &#216; &#209; &#216; &#209;</description>
      <pubDate>Wed, 23 Apr 2008 07:29:43 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605519/survey-revised</guid>
    </item>
    <item>
      <title>overview aspx?ticker=SMC</title>
      <link>http://www.scribd.com/doc/2605518/overview-aspxtickerSMC</link>
      <description>&lt;!--[if !ie]&gt; this has been served from cache &lt;![endif]--&gt; &lt;!--[if !ie]&gt; request served from apache server: s263567nj2el45.uswhwk6.savvis.net &lt;![endif]--&gt; &lt;!--[if !ie]&gt; cached on wed, 23 apr 2008 07:24:59 gmt and will expire on wed, 23 apr 2008 07:29:58 gmt &lt;![endif]--&gt; &lt;!--[if !ie]&gt; begin standardshell &lt;![endif]--&gt; &lt;!--[if !ie]&gt; begin baseheader &lt;![endif]--&gt; &lt;!--[if !ie]&gt; app server /s263567nj2el64.uswhwk6.savvis.net:10.33.52.139/ &lt;![endif]--&gt; &lt;!doctype html public "-//w3c//dtd xhtml 1.0 transitional//en" "http://www.w3.org/tr/xhtml1/dtd/xhtml1-transitional.dtd"&gt; &lt;html&gt; &lt;head&gt; &lt;title&gt; stocks </description>
      <pubDate>Wed, 23 Apr 2008 07:29:40 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605518/overview-aspxtickerSMC</guid>
    </item>
    <item>
      <title>berlin</title>
      <link>http://www.scribd.com/doc/2605516/berlin</link>
      <description>Aspects of Financial Physics
Gianaurelio Cuniberti
Max-Planck-Institut f&#252;r Physik komplexer Systeme

The &#8222;remarkable&#8220; story of the interplay between Economics and hard sciences Correlations in the Bond-Future Market

Collaborators: M. Raberto E. Scalas G. Susinno A. Valleriani

Universit&#224; di Genova Universit&#224; del Piemonte Orientale Monis, London MPIKG, Berlin

www.infm.it/econophysics

*Why Physicists are interested in Economics (mainly in Finance)?

Is it really a new trend?

*Why Physicists... ?
circumstantial reasons: &#8226; collapse of academic job market (since the late 80&#8216;s) &#8226; increasing comp</description>
      <pubDate>Wed, 23 Apr 2008 07:29:39 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605516/berlin</guid>
    </item>
    <item>
      <title>156</title>
      <link>http://www.scribd.com/doc/2605514/156</link>
      <description>156

Minutes, JAAVSO Volume 30, 2002

MINUTES OF THE 90TH ANNUAL MEETING OF THE AAVSO NOVEMBER 1&#8211;4, 2001, SOMERVILLE, MASSACHUSETTS David B. Williams AAVSO Acting Secretary P. O. Box 58 Whitestown, IN 46075 The Finance Committee met on Thursday morning, November 1, 2001, and the AAVSO Council met that afternoon at the Holiday Inn Somerville. That evening, members and guests visited AAVSO headquarters in Cambridge to enjoy a dinner buffet, meet the staff, and inspect the facilities. On Friday, November 2, many members attended a Precision CCD Photometry Workshop conducted by Dr. Arne Henden, AA</description>
      <pubDate>Wed, 23 Apr 2008 07:29:25 GMT</pubDate>
      <guid>http://www.scribd.com/doc/2605514/156</guid>
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