Under the assumption of normally distributed returns, we analyze whether the Cumulative Prospect Theory of Tversky and Kahneman (1992) is consistent with the Capital Asset Pricing Model. We find that in every financial market equilibrium the Security Market Line Theorem holds. However, under the functional form for the utility index suggested by Tversky and Kahneman (1992) financial market equi...

In the recent years, Higher-order Side Channel attacks have been widely investigated. In particular, 2nd-order DPA have been improved and successfully applied to break several masked implementations. In this context, the development of sound and practical countermeasures against attacks of arbitrary xed order d is of crucial interest. Surprisingly, while many studies have been dedicated to the ...

This paper presents convergence acceleration, a method for computing efficiently the limit of numerical sequences as a typical application of streams and higher-order functions.

This paper presents a new approach to optimizing functional programs based on combining partial evaluation and rewriting. Programs are composed of higher-order primitives. Partial evaluation is used to eliminate higher-order functions. First-order rewriting is used to process the transformation. Laws about the higher-order primitives that are relevant for the optimizations are automatically ext...

We present a new approach to the following meta-problem: given a quantitative property of trees, design a type system such that the desired property for the tree generated by an infinitary ground λ -term corresponds to some property of a derivation of a type for this λ -term, in this type system. Our approach is presented in the particular case of the language finiteness problem for nondetermin...

We study completely decomposable torsion-free abelian groups of the form GS := ⊕n∈SQpn for sets S ⊆ ω. We show that GS has a decidable copy if and only if S is Σ2 and has a computable copy if and only if S is Σ 0 3.

Although previous analyses of higher-order motivational dimensions have suggested at least seven major dynamic traits among adults, corresponding analyses among adolescents have not yet been undertaken in any satisfactory manner. To this end, the present article reports the results of a higher-order factor analysis of the subscale intercorrelations for the School Motivation Analysis Test (SMAT)...

Although a number of different models have been suggested for the process that brings workers and firms together in the labour market, none of these performs well in empirical studies of the aggregate matching function. Empirically, the most successful functional form is Cobb-Douglas, for which there are no microfoundations in the existing literature. I present a new model for the matching proc...

Accurate estimation of the axial position of a molecule using a single lateral image remains a challenge in fluorescent single particle tracking. Here, a principled algorithm for the Bayesian estimation of the axial position of a molecule in three-dimensional astigmatism-based particle tracking is proposed. This technique uses the data from a calibration image set to derive the position without...

This report presents a survey of performance models for parallel al-gorithmic skeletons. First, higher-order functions (HOFs) are presented according to the modelled skeletons. Next, the corresponding parallel implementations (skeletons) for the HOFs are discussed with the performance models that were constructed for the skeletons.