In this work we analyze the concept of swap-invariance, which is a weaker variant of exchangeability. An integrable random vector ξ in R is called swap-invariant if E ∣∣∑ j ujξj ∣∣ is invariant under all permutations of the components of ξ for each u ∈ R. Further a random sequence is swap-invariant if its finite-dimensional distributions are swap-invariant. Two characterizations of large classe...

If the contract makes dividend adjustments (as typical for contracts on single stocks but not on indices), then the term inside the parentheses becomes log((Yn+Dn)/Yn−1), where Dn denotes the dividend payment, if any, of the nth period. Corridor variance swaps accumulate only the variance that occurs while price is in the corridor. The buyer therefore pays less than the cost of a full variance ...

SUMMARY Due to the increasing number of text mining resources (tools and corpora) available to biologists, interoperability issues between these resources are becoming significant obstacles to using them effectively. UIMA, the Unstructured Information Management Architecture, is an open framework designed to aid in the construction of more interoperable tools. U-Compare is built on top of the U...

Media frames represent distinct ways of communicating about issues that are reflected in choices of key words and phrases. In this paper we develop a visualization technique and visual analytic system that enables the study of media frames across text corpora. In particular our system allows scholars or other analysts to compare media frames in a visualization called the Compare Cloud, which ex...