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CORR
2010
Springer
68views Education» more  CORR 2010»
14 years 11 months ago
Is It Real, or Is It Randomized?: A Financial Turing Test
We construct a financial "Turing test" to determine whether human subjects can differentiate between actual vs. randomized financial returns. The experiment consists of ...
Jasmina Hasanhodzic, Andrew W. Lo, Emanuele Viola
CORR
2010
Springer
319views Education» more  CORR 2010»
14 years 11 months ago
Investigating Output Accuracy for a Discrete Event Simulation Model and an Agent Based Simulation Model
In this paper, we investigate output accuracy for a Discrete Event Simulation (DES) model and Agent Based Simulation (ABS) model. The purpose of this investigation is to find out ...
Mazlina Abdul Majid, Uwe Aickelin, Peer-Olaf Siebe...
CORR
2010
Springer
34views Education» more  CORR 2010»
14 years 11 months ago
Statistical Modelling of ft to Process Parameters in 30 nm Gate Length Finfets
This paper investigates the effect of process variations on unity gain frequency (ft) in 30 nm gate length FinFET by performing extensive TCAD simulations. Six different geometric...
B. Lakshmi, R. Srinivasan
DISOPT
2008
91views more  DISOPT 2008»
14 years 11 months ago
Partition inequalities for capacitated survivable network design based on directed p-cycles
We study the design of capacitated survivable networks using directed p-cycles. A p-cycle is a cycle with at least three arcs, used for rerouting disrupted flow during edge failur...
Alper Atamtürk, Deepak Rajan
JMLR
2008
94views more  JMLR 2008»
14 years 11 months ago
Using Markov Blankets for Causal Structure Learning
We show how a generic feature selection algorithm returning strongly relevant variables can be turned into a causal structure learning algorithm. We prove this under the Faithfuln...
Jean-Philippe Pellet, André Elisseeff