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The tools and methods used to evaluate complex systems in terms of human systems integration (HSI) include software, hardware, models, simulations, processes, and techniques. Hundreds of such tools currently exist to evaluate complex HSI systems, and the number is continuously growing. Many HSI...
There is much interest in the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) as a natural Bayesian nonparametric extension of the ubiquitous Hidden Markov Model for learning from sequential and time-series data. However, in many settings the HDP-HMM's strict Markovian constraints...
In this thesis we quantify the risk arbitrage investment process and create trading strategies that generate positive risk-adjusted returns. We use a sample of 895 stock swap mergers, cash mergers, and cash tender offers during 1998-2004Q2. We test the market efficiency hypothesis, and after...
(cont.) mechanism, a user only needs to know a small region of the Internet in order to select a route to reach a destination. In addition, a novel route representation and packet forwarding scheme is designed such that a source and a destination address can uniquely represent a sequence of...
We propose that the catering theory of dividends will not hold when tested with an extended sample period, different formulations of the dividend premium, and subsets of our sample divided by industry. The catering theory implies that managers cater to irrational and timevarying investor demand...
Probabilistic models commonly assume that variables are independent of each other conditioned on a subset of other variables. Graphical models provide a powerful framework for encoding such conditional independence structure of a large collection of random variables. A special class of graphical...
Streaming languages such as Streamlt are often utilized to write stream programs that execute on multicore processors. Stream programs consist of actors that operate on streams of data. To execute on multiple cores, actors are scheduled for parallel execution while satisfying data dependencies...
We study the convergence of Bayesian learning in a tandem social network. Each agent receives a noisy signal about the underlying state of the world, and observes her predecessor's action before choosing her own. We characterize the conditions under which, as the network grows larger, agents'...
Sikorsky Aircraft Co. currently finds itself in a critical growth period, in terms of both sales contracts and supplier agreements. Popular supply chain strategies preach reduction and simplification of the supply base, but Sikorsky encounters "must-grow" situations with their supply base, due...
Most social networks have implemented extensive, complex privacy controls in order to battle the host of privacy concerns that initially plagued their online communities. These privacy controls have taken the form of access restriction, which allows users to specify who is and who is not allowed...