Continuous-time stochastic volatility models are becoming increasingly popular in finance because of their flexibility in accommodating most stylized facts of financial time series. However, their estimation is difficult because the likelihood function does not have a closed-form expression. In this paper we propose a characteristic function-based estimation method for non-Gaussian Ornstein-Uhl...

This paper is a partial summary of the survey paper [1]. In particular, we are interested in telling the following story: given a lattice polytope, P , one would like to find an efficient way of counting the lattice points contained in P . One of the nicest ways to accomplish this is to use algebraic geometry in a clever and beautiful way. Namely, from P one can construct a toric variety, XP , ...

In this paper we study the boundedness of extension operators associated with spheres in vector spaces over finite fields. In even dimensions, we estimate the number of incidences between spheres and points in the translated set from a subset of spheres. As a result, we improve the Tomas-Stein exponents, previous results by the authors in [6]. The analytic approach and the explicit formula for ...

This paper shows four different methods to evaluate multiple-output logic functions using decision diagrams: SBDD, MTBDD, BDD for characteristic functions (CF), and BDDs for ECFNs (Encoded Characteristic Function for Non-zero outputs). Methods to compute average evaluation time for each type of decision diagrams are presented. By experimental analysis using benchmark functions, the number of no...

In this paper, we mainly study the Lyapunov asymptotical stability of linear and interval linear fractional order neutral systems with time delay. By applying the characteristic equations of these two systems, some simple sufficient Lyapunov asymptotical stability conditions are deserved, which are quite different from other ones in literature. In addition, some numerical examples are provided ...

We are near the end of our proof of the Impagliazzo-Widgerson result that every exponential time problem has a polynomial-time transformation to an equivalent exponential-time problem which is hard on average. To recap from last time: Suppose L is a language decidable in time 2O(n). Let Ln be the characteristic function of L on inputs of length n, Ln : {0, 1} n → {0, 1}. Choose an arbitrarily s...

This research aimed to find novel features that can be used to discriminate between speech and music in the time domain for the purpose of data retrieval. The study used speech and music data that were recorded in standard anechoic chambers and sampled at 44.1 kHz. Two types of new features were found and thoroughly examined: the Ratio of Silent Frames (RSF) feature and the Time Series Events (...

Fix two lattice paths P and Q from ð0; 0Þ to ðm; rÞ that use East and North steps with P never going above Q: We show that the lattice paths that go from ð0; 0Þ to ðm; rÞ and that remain in the region bounded by P and Q can be identified with the bases of a particular type of transversal matroid, which we call a lattice path matroid. We consider a variety of enumerative aspects of these matroid...

Detecting and adapting to concept drift makes learning data stream classifiers a difficult task. It becomes even more complex when the distribution of classes in the stream becomes imbalanced. Currently, proper assessment of classifiers for such data is still a challenge, as existing evaluation measures either do not take into account class imbalance or are unable to indicate class ratio change...

We consider the problem of testing pairwise dependence for stationary time series. For this, we suggest the use of a Box-Ljung type test statistic which is formed after calculating the distance covariance function among pairs of observations. The distance covariance function is a suitable measure for detecting dependencies between observations as it is based on the distance between the characte...