Now showing items 101-106 of 106
Network Bargaining: Creating Stability Using Blocking Sets
(University of Waterloo, 2012-01-20)
Bargaining theory seeks to answer the question of how to divide a jointly generated surplus between multiple agents. John Nash proposed the Nash Bargaining Solution to answer this question for the special case of two agents. ...
Funding Liquidity and Limits to Arbitrage
(University of Waterloo, 2012-06-14)
Arbitrageurs play an important role in keeping market prices close to their fundamental values by providing market liquidity. Most arbitrageurs however use leverage. When funding conditions worsen they are forced to ...
Bayesian Inference for Stochastic Volatility Models
(University of Waterloo, 2012-09-26)
Stochastic volatility (SV) models provide a natural framework for a representation of time series for financial asset returns. As a result, they have become increasingly popular in the finance literature, although they ...
Ad-hoc Holistic Ranking Aggregation
(University of Waterloo, 2012-12-06)
Data exploration is considered one of the major processes that enables the user to analyze massive amount of data in order to find the most important and relevant informa- tion needed. Aggregation and Ranking are two of ...
Pick Interpolation and the Distance Formula
(University of Waterloo, 2012-05-09)
The classical interpolation theorem for the open complex unit disk, due to Nevanlinna and Pick in the early 20th century, gives an elegant criterion for the solvability of the problem as an eigenvalue problem. In the 1960s, ...
Nonribosomal Peptide Identification with Tandem Mass Spectrometry by Searching Structural Database
(University of Waterloo, 2012-04-24)
Nonribosomal peptides (NRP) are highlighted in pharmacological studies as novel NRPs are often promising substances for new drug development. To eﬀectively discover novel NRPs from microbial fermentations, a crucial step ...