Search all articles

+ Advanced search
Search articles within:
20854 articles
Proceedings Article

How does Sample Size Affect GARCH Models?

HS Raymond NG, KP LAM
GARCH model has a long history and permeates the modern financial theory. Most researchers use several thousands of financial data and maximum likelihood to estimate the coefficients of model. Statistically, more samples imply better estimation but are hard to obtain. How many samples are sufficient...
Proceedings Article

Locating Matching Rules by Mining Software Change Log

Ming-Shi Wang, Jung-te Weng
A software system maintenance activity is typically performed under an environment of lacking knowledge about how to process it. This scarcity of knowledge may be caused by various factors, such as the large size and complexity of the systems, high staff turnover, poor documentation and long-term system...
Proceedings Article

Analysis of dispersion properties of elliptic air hole photonic crystal fiber

Yuh-Sien Sun, Chau Yuan-Fong, Tsai Din-Ping
The two dimensional with a triangular-lattice cross sectional pattern of elliptic air holes photonic crystal fiber (PCF) is investigated in detail by use of plan wave expansion (PWE) method. Using PWE method, the dependence of dispersion on structure parameters is calculated. We compared the dispersion...
Proceedings Article

Analyzing Impact of TDMA MAC Framing Structure on Network Throughput for Tactical MANET Waveforms

Bhupendra Suman, LC Mangal, SC Sharma
With the advancement of networking technology it is anticipated to have Internet like functionality in tactical network. However, unlike commercial network the tactical networks operate under severe environment and resources constraints. Moreover, the MANET architecture and shared resources of wireless...