Concept

Terme (logique)

Publications associées (32)

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Dividend Dynamics and the Term Structure of Dividend Strips

Pierre Collin Dufresne

Many leading asset pricing models are specified so that the term structure of dividend volatility is either flat or upward sloping. These models predict that the term structures of expected returns and volatilities on dividend strips (i.e., claims to divid ...

Wiley-Blackwell2015

Additional Material for "Unifying Data Representation Transformations"

Vlad Ureche

This report shows an attempt to formalize the data representation transformation mechanism in the ``Unifying Data Representation Transformations'' paper. Since the mechanism described in the paper is targeted at the Scala programming language and the speci ...

2014

Non-LUT field-programmable gate arrays

Paolo Ienne, Grace Zgheib, David Novo Bruna, Hadi Parandeh Afshar

New logic blocks capable of replacing the use of Look-Up Tables (LUTs) in integrated circuits, such as Field-Programmable Gate Arrays (FPGAs), are disclosed herein. In one embodiment, the new logic block is a tree structure comprised of a number of levels ...

2014

The term structure of interbank risk

Damir Filipovic

We infer a term structure of interbank risk from spreads between rates on interest rate swaps indexed to the London Interbank Offered Rate (LIBOR) and overnight indexed swaps. We develop a tractable model of interbank risk to decompose the term structure i ...

Elsevier2013

Essays in Information-Based Asset Pricing

Michael Hasler

I started my Ph.D. studies in the Fall 2008, a period ex-post perceived as being at the core of the Financial Crisis. At that time my ideas were vague and I struggled to find a good research topic. As surprising as it might appear, in one single week the d ...

EPFL2013

Endogenous Dividend Dynamics and the Term Structure of Dividend Strips

Pierre Collin Dufresne

Many leading asset pricing models predict that the term structure of expected returns and volatilities on dividend strips are upward sloping. Yet the empirical evidence suggests otherwise. This discrepancy can be reconciled if EBIT dynamics are combined wi ...

2012

Structured Image Segmentation using Kernelized Features

Pascal Fua, Kevin Smith, Aurélien Lucchi, Yunpeng Li

Most state-of-the-art approaches to image segmentation formulate the problem using Conditional Random Fields. These models typically include a unary term and a pairwise term, whose parameters must be carefully chosen for optimal performance. Recently, stru ...

2012

Decision Procedures for Algebraic Data Types with Abstractions

Viktor Kuncak, Philippe Paul Henri Suter, Mirco Dotta

We describe a family of decision procedures that extend the decision procedure for quantifier-free constraints on recursive algebraic data types (term algebras) to support recursive abstraction functions. Our abstraction functions are catamorphisms (term a ...

2010

Diffusion MR Image Segmentation: Towards Global Brain Connectivity Analysis

Jean-Philippe Thiran, Reto Meuli, Patric Hagmann, Leila Cammoun, Xavier Gigandet

The exploration of the human connectome, a term denoting the global structural connectivity of the brain, is accessible to MRI at millimeter and centimeter scales. In this paper, we propose a methodology to map the connectome by constructing normalized who ...

Societa Editrice Esculapio-Progetto Leonardo, Via Umberto Terracini 30, Bologna, 40131, Italy2009

Diffusion Mr Image Segmentation: Towards Global Brain Connectivity Analysis

Jean-Philippe Thiran, Reto Meuli, Patric Hagmann, Leila Cammoun, Xavier Gigandet

Societa Editrice Esculapio-Progetto Leonardo, Via Umberto Terracini 30, Bologna, 40131, Italy2009