Many nonlinear dynamical phenomena can be effectively modeled by a system that switches among a set of conditionally linear dynamical modes. We consider two such models: the switc...
Emily B. Fox, Erik B. Sudderth, Michael I. Jordan,...
In this paper, air combat simulation data is reconstructed into a dynamic Bayesian network. It gives a compact probabilistic model that describes the progress of air combat and al...
As shown by the recent turmoil in credit markets, much remains to be done for the proper risk management of credit derivatives. In particular, the static copula-based models commo...
Web Course Tools (WebCT) have enhanced the ability and motivation of institutes of higher education to support e-learning. In this study, we extended the Technology Acceptance Mod...
These notes cover several topics such as The classic capital asset pricing model, The CAPM in general equilibrium, Infinite horizon economies, Continuous time models, Asset pricing...