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Indirect Inference in fractional short-term interest rate diffusions
Mathematics and Computers in Simulation, 2013zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Márcio Poletti Laurini +1 more
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Short-Term Interest Rates as Subordinated Diffusions
Review of Financial Studies, 1997In this article we cbaracterize and estimate the process for short-term interest rates using federal funds interest rate data. We presume that we are observing a discrete-time sample of a stationary scalar diffusion. We concentrate on a class of models in whicb the local volatility elasticity is constant and the drift has aflexible specUfication.
Timothy G. Conley +3 more
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Transition Densities for Interest Rate and Other Nonlinear Diffusions
The Journal of Finance, 1999This paper applies to interest rate models the theoretical method developed in Aït‐Sahalia (1998) to generate accurate closed‐form approximations to the transition function of an arbitrary diffusion. While the main focus of this paper is on the maximum‐likelihood estimation of interest rate models with otherwise unknown transition functions ...
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Interest Group Influence in Policy Diffusion Networks
State Politics & Policy Quarterly, 2015Scholars have suggested that interest groups affect the diffusion of innovations across states by creating a network of information between the states that aids in the spread of policy ideas. Still, the unique role that interest groups play in policy diffusion networks is not fully understood, in large part because the current methodology for studying ...
Kristin N. Garrett, Joshua M. Jansa
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Phase diffusion and phase propagation: interesting connections
Physica D: Nonlinear Phenomena, 1995zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Newell, Alan C., Pomeau, Yves
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Image annotation via social diffusion analysis with common interests
2014 IEEE International Conference on Multimedia and Expo Workshops (ICMEW), 2014Automatic annotation of images is of crucial importance in image retrieval and management systems. Most of the existing annotation methods rely on content-based approach to annotation, whose effectiveness is restricted due to the semantic gap between low-level features and semantic annotations, as well as the irrelevance between annotations and image ...
Chenyi Lei, Dong Liu 0002
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User interest dictated information diffusion over generalized networks
2015 IEEE International Conference on Communication Workshop (ICCW), 2015In this paper we address the diffusion of useful information in generalized networks each consisting of a wireless physical substrate and a social network overlay. Contrary to previous works, we consider the effect of user interest and features thereof on the spreading dynamics of useful information within these complex wireless-social networks, e.g ...
Eleni Stai +2 more
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Evolving Interest for Information Diffusion Prediction on Social Network
2023 25th International Conference on Advanced Communication Technology (ICACT), 2023Yuyang Liu +5 more
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SPECIFIC AND DIFFUSE INTERESTS IN PATENT POLICY
Policy Studies Journal, 1975openaire +1 more source