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CSDA
2008
112views more  CSDA 2008»
15 years 5 months ago
Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise
The finite sample properties of the Fourier estimator of integrated volatility under market microstructure noise are studied. Analytic expressions for the bias and the mean square...
M. E. Mancino, S. Sanfelici
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CSSC
2008
80views more  CSSC 2008»
15 years 5 months ago
Logistic Discrimination with Total Variation Regularization
This article introduces a regularized logistic discrimination method that is especially suited for discretized stochastic processes (such as periodograms, spectrograms, EEG curves...
Robin Rühlicke, Daniel Gervini
IAJIT
2008
115views more  IAJIT 2008»
15 years 5 months ago
A Novel Mechanism to Improve Performance of TCP Protocol over Asymmetric Networks
: In this paper, TCP performance issues in bandwidth asymmetric networks are investigated. Related works to improve TCP performance in bandwidth asymmetric networks are introduced ...
Wissam Al-Khatib, K. Gunavathi
IEE
2008
120views more  IEE 2008»
15 years 5 months ago
Software evolutionary dynamics modelled as the activity of an actor-network
The pressures which act on a software system over its life from inception to retirement are many and varied. It is an important goal in considering software evolvability to unders...
Paul Wernick, Tracy Hall, Chrystopher L. Nehaniv
CEE
2006
92views more  CEE 2006»
15 years 5 months ago
Optimizing the performance of tree-based reliable multicast
The expected number of transmissions is a very important parameter to evaluate the multicast performance. It is often used to estimate the bandwidth consumption of tree-based reli...
Zuo Wen Wan, Michel Kadoch, Ahmed K. Elhakeem