Results 41 to 50 of about 74,628 (79)

Weighted Sonine conditions and application

The Sonine kernel described by the classical Sonine condition of convolution form is an important class of kernels used in integral equations and nonlocal differential equations.
Zhu, Shangqin, Zheng, Xiangcheng, Li, Yiqun   +2 more
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Uniform confidence bands for pricing kernels [PDF]

Pricing kernels implicit in option prices play a key role in assessing the risk aversion over equity returns. We deal with nonparametric estimation of the pricing kernel (Empirical Pricing Kernel) given by the ratio of the risk-neutral density estimator ...
Yarema Okhrin, Wolfgang Karl Härdle, Weining Wang   +2 more
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Using String Kernels to Identify Famous Performers from their Playing Style

, 2004
In this paper we show a novel application of string kernels: that is to the problem of recognising famous pianists from their style of playing. The characteristics of performers playing the same piece are obtained from changes in beat-level tempo and ...
David R. Hardoon, Shawe-Taylor, John, John Shawe-taylor, Saunders, Craig, Hardoon, David R., Gerhard Widmer, Craig Saunders, Widmer, Gerhard   +7 more
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Graph kernel extensions and experiments with application to molecule classification, lead hopping and multiple targets

, 2009
The discovery of drugs that can effectively treat disease and alleviate pain is one of the core challenges facing modern medicine. The tools and techniques of machine learning have perhaps the greatest potential to provide a fast and efficient route ...
Demco, Anthony A, Demco, Anthony A.
core   +1 more source

Subsampling realised kernels [PDF]

In a recent paper we have introduced the class of realised kernel estimators of the increments of quadratic variation in the presence of noise. We showed that this estimator is consistent and derived its limit distribution under various assumptions on ...
Neil Shephard, Ole E. Barndorff-Nielsen, Asger Lunde, Peter Reinhard Hansen   +3 more
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apendergrass/cam5-kernels: Up to date codebase as of August 2019

, 2019
Demos and tools for radiative feedback kernels from CESM ...
Angeline G Pendergrass
core   +1 more source

Shape invariant modelling pricing kernels and risk aversion [PDF]

Pricing kernels play a major role in quantifying risk aversion and investors' preferences. Several empirical studies reported that pricing kernels exhibit a common pattern across dierent markets.
Wolfgang Härdle, Juhyun Park, Maria Grith   +2 more
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Empirical Pricing Kernels and Investor Preferences [PDF]

This paper analyzes empirical market utility functions and pricing kernels derived from the DAX and DAX option data for three market regimes. A consistent parametric framework of stochastic volatility is used.
Rouslan Moro, Kai Detlefsen, Wolfgang Härdle   +2 more
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Using String Kernels to Identify Performers from their Playing Style

, 2004
In this paper we show a novel application of string kernels: that is to the problem of recognising famous pianists from their style of playing. The characteristics of performers playing the same piece are obtained from changes in beat-level tempo and ...
Shawe-Taylor, John, Hardoon, David R., Saunders, Craig, Widmer, Gerhard   +3 more
core  

Text Classification using String Kernels

, 2002
We propose a novel approach for categorizing text documents based on the use of a special kernel. The kernel is an inner product in the feature space generated by all subsequences of length k.
Saunders, C, Craig Saunders, Nello Cristianini, Bernhard Schölkopf, Lodhi, H, Lodhi, H., Shawe-Taylor, J., Huma Lodhi, Chris Watkins, Shawe-Taylor, J, Cristianini, N, John Shawe-taylor, Watkins, C, Watkins, C., Cristianini, N., Saunders, C.   +15 more
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