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ESWA
2010
163views more  ESWA 2010»
13 years 8 months ago
REIT volatility prediction for skew-GED distribution of the GARCH model
This study investigates how specification of return distribution for REIT influences the performance of volatility forecasting using three GARCH models (GARCH-N, GARCH-ST and GARC...
Yen-Hsien Lee, Tung-Yueh Pai
CORR
2011
Springer
227views Education» more  CORR 2011»
13 years 4 months ago
Message Structures: a modelling technique for information systems analysis and design
Despite the increasing maturity of model-driven development (MDD), some research challenges remain open in the field of information systems (IS). For instance, there is a need to i...
Sergio España, Arturo González, Osca...
COLING
2010
13 years 4 months ago
Bridging Topic Modeling and Personalized Search
This work presents a study to bridge topic modeling and personalized search. A probabilistic topic model is used to extract topics from user search history. These topics can be se...
Wei Song, Yu Zhang, Ting Liu, Sheng Li
IMCSIT
2010
13 years 4 months ago
Integration of Scheduling Analysis into UML Based Development Processes Through Model Transformation
The complexity of embedded systems and their safety requirements have risen significantly in recent years. Models and the model based development approach help to keep overview and...
Matthias Hagner, Ursula Goltz
ECCV
2000
Springer
14 years 11 months ago
Non-linear Bayesian Image Modelling
In recent years several techniques have been proposed for modelling the low-dimensional manifolds, or `subspaces', of natural images. Examples include principal component anal...
Christopher M. Bishop, John M. Winn