Open Access. Powered by Scholars. Published by Universities.®
- Discipline
-
- Physical Sciences and Mathematics (9364)
- Computer Sciences (9056)
- Databases and Information Systems (3567)
- Software Engineering (2215)
- Artificial Intelligence and Robotics (1920)
-
- Social and Behavioral Sciences (1630)
- Business (1306)
- Information Security (1112)
- Numerical Analysis and Scientific Computing (1060)
- Graphics and Human Computer Interfaces (952)
- Engineering (935)
- Theory and Algorithms (513)
- Computer Engineering (469)
- Economics (426)
- Operations Research, Systems Engineering and Industrial Engineering (425)
- Programming Languages and Compilers (413)
- Communication (348)
- OS and Networks (346)
- International and Area Studies (336)
- Asian Studies (327)
- Public Affairs, Public Policy and Public Administration (310)
- Education (294)
- Social Media (271)
- Finance and Financial Management (248)
- Environmental Sciences (240)
- Medicine and Health Sciences (228)
- Transportation (220)
- Econometrics (214)
- Technology and Innovation (201)
- Management Information Systems (187)
- Keyword
-
- Machine learning (148)
- Deep learning (130)
- Artificial intelligence (127)
- Singapore (125)
- Social media (82)
-
- Reinforcement learning (74)
- Data mining (70)
- Privacy (67)
- Security (62)
- Sustainability (61)
- Cloud computing (60)
- Deep Learning (58)
- Optimization (56)
- Empirical study (55)
- Software engineering (55)
- Blockchain (52)
- Online learning (52)
- Visualization (52)
- Natural language processing (51)
- Neural networks (50)
- Training (50)
- Anomaly detection (49)
- Large Language Models (49)
- Twitter (49)
- Task analysis (48)
- Collaboration (47)
- Machine Learning (47)
- Feature extraction (45)
- Algorithms (44)
- Semantics (44)
- Publication Year
- Publication
-
- Research Collection School Of Computing and Information Systems (8567)
- Research Collection Lee Kong Chian School Of Business (428)
- Research Collection School Of Economics (340)
- Dissertations and Theses Collection (Open Access) (272)
- Research Collection School of Social Sciences (193)
-
- Research Collection College of Integrative Studies (138)
- Research Collection Yong Pung How School Of Law (110)
- Research Collection School Of Accountancy (65)
- Asian Management Insights (63)
- Perspectives@SMU (49)
- Dissertations and Theses Collection (20)
- Research Collection Library (19)
- SMU Press Releases and News (18)
- Knowledge@SMU (17)
- FORCE 2026 (14)
- Sim Kee Boon Institute for Financial Economics (14)
- Research@SMU: Connecting the Dots (13)
- Social Space (12)
- MITB Thought Leadership Series (11)
- Research Collection School of Computing and Information Systems (11)
- Oral History Collection (9)
- Report to Stakeholders (9)
- PhD Student’s Publications Collection (8)
- LARC Research Publications (7)
- Research Collection School of Economics (7)
- Student Publications (7)
- Centre for Computational Law (2022-2025) (6)
- CCX Research (5)
- SMU Research Data (4)
- 2024 AI for Research Week (3)
- Publication Type
- File Type
Articles 10021 - 10050 of 10474
Full-Text Articles in Entire DC Network
Factors Influencing Adoption Of Mobile Computing, Wenli Zhu, Fiona Fui-Hoon Nah, Fan Zhao
Factors Influencing Adoption Of Mobile Computing, Wenli Zhu, Fiona Fui-Hoon Nah, Fan Zhao
Research Collection School Of Computing and Information Systems
The emergence of mobile computing combined with the increased popularity of the Internet is changing our daily lives. The increasing use of small portable computers, wireless networks and satellites un folds the new technology of mobile computing, which allows transmis sion of data to computers that are not physically linked to a network. As a result, people can communicate on the move. Mobile devices with new input and output methods and form factors are dramatically different from traditional desktop computers (Rodden et al., 1998). These technological changes make increasing demands on both the quality of user interface and the functionality …
Product Schema Integration For Electronic Commerce: A Synonym Comparison Approach, Guanghao Yan, Wee-Keong Ng, Ee Peng Lim
Product Schema Integration For Electronic Commerce: A Synonym Comparison Approach, Guanghao Yan, Wee-Keong Ng, Ee Peng Lim
Research Collection School Of Computing and Information Systems
In any electronic commerce system, the heterogeneity of product descriptions is a critical impediment to efficient business information exchange. In the ABECOS electronic commerce system, buyer agents, seller agents, and directory agents liaise with one another in e-commerce activities. Only when agents have a common ontology of product descriptions (also called product schemas) are they able to interact seamlessly in e-commerce activities. This gives rise to the product schema integration problem (PSI); the problem of integrating heterogeneous schemas of a certain product into one globally compatible schema. We adopt an integration approach based on product attribute synonyms. We give a …
Mobile Commerce Applications In Supply Chain Management, Keng Siau, Zixing Shen
Mobile Commerce Applications In Supply Chain Management, Keng Siau, Zixing Shen
Research Collection School Of Computing and Information Systems
As wireless technologies evolve, the coming mobile revolution will bring dramatic and fundamental changes to supply chain management. When complete, the revolution will impact numerous facets of organizational life. It will provide important data in real time to assist decision makers, exert great influence on the ways businesses communicate and develop relationships with consumers and suppliers, and ultimately transform the way we manage the supply chain. This paper examines issues in integrating mobile commerce and supply chain management. The paper discusses issues such as the absence of killer applications, mobile device limitations, networking problems, infrastructure constraints, security concerns, and user …
Mining Relationship Graphs For Effective Business Objectives, Kok-Leong Ong, Ee Peng Lim, Wee-Keong Ng
Mining Relationship Graphs For Effective Business Objectives, Kok-Leong Ong, Ee Peng Lim, Wee-Keong Ng
Research Collection School Of Computing and Information Systems
Modern organization has two types of customer profiles: active and passive. Active customers contribute to the business goals of an organization, while passive customers are potential candidates that can be converted to active ones. Existing KDD techniques focused mainly on past data generated by active customers. The insights discovered apply well to active ones but may scale poorly with passive customers. This is because there is no attempt to generate know-how to convert passive customers into active ones. We propose an algorithm to discover relationship graphs using both types of profile. Using relationship graphs, an organization can be more effective …
Microscopic Chaos And Gaussian Diffusion Processes, L. Y. Chew, Christopher Ting
Microscopic Chaos And Gaussian Diffusion Processes, L. Y. Chew, Christopher Ting
Research Collection Lee Kong Chian School Of Business
In this paper, we construct and analyze a prototypical model of microscopic chaos. In particular, we extend the results of Beck and Shimizu to the case where the microscopic time scale r is no longer small. The upshot is that a non-Ornstein-Uhlenbeck deterministic process can generate a Gaussian diffusion process.
Investing In Hedge Funds: Risks, Returns And Pitfalls, Francis Koh, Winston T. H. Koh, David Kuo Chuen Lee, Kok Fai Phoon
Investing In Hedge Funds: Risks, Returns And Pitfalls, Francis Koh, Winston T. H. Koh, David Kuo Chuen Lee, Kok Fai Phoon
Research Collection Lee Kong Chian School Of Business
Hedge funds are collective investment vehicles fast becoming popular with high net worth individuals as well as institutional investors. These are funds that are often established with a special legal status that allows their investment managers a free hand to use derivatives, short sell, and exploit leverage to raise returns and cushion risk. Given that that they have substantial latitude to invest, it is instructive to examine the performance of hedge funds compared to other forms of managed funds. This paper provides an overview of hedge funds and discusses their empirical risk and return profiles. It also poses some concerns …
Personalized Information Management For Web Intelligence, Ah-Hwee Tan
Personalized Information Management For Web Intelligence, Ah-Hwee Tan
Research Collection School Of Computing and Information Systems
Web intelligence can be defined as the process of scanning and tracking information on the World Wide Web so as to gain competitive advantages. This paper describes a system known as Flexible Organizer for Competitive Intelligence (FOCI) that transforms raw URLs returned by internet search engines into personalized information portfolios. FOCI builds information portfolios by gathering and organizing online information according to a user's needs and preferences. Through a novel method called User-Configurable Clustering, a user can personalize his/her portfolios in terms of the content as well as the information structure. The personalized portfolios can then be used to track …
Proteome Database Of Hepatocellular Carcinoma., Cynthia Liang, Jason Neo, Siaw Ling Lo, Gek San Tan, Teck Keong Seow, Maxey Chung
Proteome Database Of Hepatocellular Carcinoma., Cynthia Liang, Jason Neo, Siaw Ling Lo, Gek San Tan, Teck Keong Seow, Maxey Chung
Research Collection School Of Computing and Information Systems
Hepatocellular carcinoma (HCC or hepatoma) is the most common primary cancer of the liver. Persistent viral infection by the hepatic B or C virus is probably the most important cause of HCC worldwide. It is responsible for approximately one million deaths each year, predominantly in the underdeveloped and developing countries, but its incidence is also on the rise in the developed countries. For most patients suffering from HCC, long-term survival is rare, as they are presented late and are often unsuitable for curative treatment. Thus there is great interest to identify novel HCC diagnostic markers for early detection of the …
A Case For Analytical Customer Relationship Management, Jaideep Srivastava, Jau-Hwang Wang, Ee Peng Lim, San-Yih Hwang
A Case For Analytical Customer Relationship Management, Jaideep Srivastava, Jau-Hwang Wang, Ee Peng Lim, San-Yih Hwang
Research Collection School Of Computing and Information Systems
This paper describes how data analytics can be used to make various CRM functions like customer segmentation, communication targeting, retention, and loyalty much more effective. Also briefly describe the key technologies needed to implement analytical CRM, and are the organizational issues that must be carefully handled to make CRM a reality.
Driving In Traffic: Short-Range Sensing For Urban Collision Avoidance, Chuck Thorpe, Dave Duggins, Jay Gowdy, Rob Maclaughlin, Christoph Mertz, Mel Siegel, Arne Suppe, Bob Wang, Teruko Yata
Driving In Traffic: Short-Range Sensing For Urban Collision Avoidance, Chuck Thorpe, Dave Duggins, Jay Gowdy, Rob Maclaughlin, Christoph Mertz, Mel Siegel, Arne Suppe, Bob Wang, Teruko Yata
Research Collection School Of Computing and Information Systems
Intelligent vehicles are beginning to appear on the market, but so far their sensing and warning functions only work on the open road. Functions such as runoff-road warning or adaptive cruise control are designed for the uncluttered environments of open highways. We are working on the much more difficult problem of sensing and driver interfaces for driving in urban areas. We need to sense cars and pedestrians and curbs and fire plugs and bicycles and lamp posts; we need to predict the paths of our own vehicle and of other moving objects; and we need to decide when to issue …
An Evaluation Of Hedge Funds: Risk, Return And Pitfalls, Francis Koh, David K. C. Lee, Kok Fai Phoon
An Evaluation Of Hedge Funds: Risk, Return And Pitfalls, Francis Koh, David K. C. Lee, Kok Fai Phoon
Research Collection Lee Kong Chian School Of Business
Hedge funds are collective investment vehicles fast becoming popular with high net worth individuals as well as institutional investors. These are funds that are often established with a special legal status that allows their investment managers a free hand to use derivatives, short sell and exploit leverage to raise returns and cushion risk. Given that they have substantial latitude to invest, it is instructive to examine the performance of hedge funds as compared to other forms of managed funds. This paper provides an overview of hedge funds and discusses their empirical risk and return profiles. It also poses some concerns …
A Class Of Nonlinear Stochastic Volatility Models, Jun Yu, Zhenlin Yang
A Class Of Nonlinear Stochastic Volatility Models, Jun Yu, Zhenlin Yang
Research Collection School Of Economics
This paper proposes a class of nonlinear stochastic volatility models based on the Box-Cox transformation which offers an alternative to the one introduced in Andersen (1994). The proposed class encompasses many parametric stochastic volatility models that have appeared in the literature, including the well known lognormal stochastic volatility model, and has an advantage in the ease with which different specifications on stochastic volatility can be tested. In addition, the functional form of transformation which induces marginal normality of volatility is obtained as a byproduct of this general way of modeling stochastic volatility. The efficient method of moments approach is used …
Multi-Level Modeling Of Software On Hardware In Concurrent Computation, Joann M. Paul, Arne Suppe, Henele I. Adams, Donald E. Thomas
Multi-Level Modeling Of Software On Hardware In Concurrent Computation, Joann M. Paul, Arne Suppe, Henele I. Adams, Donald E. Thomas
Research Collection School Of Computing and Information Systems
The fundamental modeling differences between hardware and software modeling can be thought of as reasoning about connectedness vs. reasoning about interleaved (shared) access to resources. A natural design hierarchy for physical systems is component-based because of the existence of a consistent basis for interconnect between design levels. However, performance modeling and design of concurrent, programmable systems require new ways of thinking about what it means to abstract detail, add detail and partition a model of software executing on hardware. We motivate frequency interleaving (FI) as a common simulation foundation for these systems because it resolves flow and partitioning with software …
A New Approach For Weighted Constraint Satisfaction, Hoong Chuin Lau
A New Approach For Weighted Constraint Satisfaction, Hoong Chuin Lau
Research Collection School Of Computing and Information Systems
We consider the Weighted Constraint Satisfaction Problem which is an important problem in Artificial Intelligence. Given a set of variables, their domains and a set of constraints between variables, our goal is to obtain an assignment of the variables to domain values such that the weighted sum of satisfied constraints is maximized. In this paper, we present a new approach based on randomized rounding of semidefinite programming relaxation. Besides having provable worst-case bounds for domain sizes 2 and 3, our algorithm is simple and efficient in practice, and produces better solutions than some other polynomial-time algorithms such as greedy and …
The Endogeneity Problem In Electoral Studies: A Critical Re-Examination Of Duverger's Mechanical Effect, Kenneth Benoit
The Endogeneity Problem In Electoral Studies: A Critical Re-Examination Of Duverger's Mechanical Effect, Kenneth Benoit
Research Collection School of Social Sciences
Studies of electoral law consequences typically treat electoral laws as exogenous factors affecting political party systems, even while acknowledging that political parties often tailor electoral institutions to suit their own distributional needs. This study represents a departure from that approach, directly examining one aspect of the endogeneity of electoral systems: the endogeneity of Duverger's ‘mechanical’ effect. Theory clearly posits that the Duvergerian ‘psychological’ effect of electoral rules occurs in anticipation of their reductive mechanical effect, yet in empirical models this endogenous character is typically ignored. In this paper I formalize the two types of Duvergerian effects of electoral laws in …
Mrpc: Maximizing Network Lifetime For Reliable Routing In Wireless Environments, Archan Misra, Suman Banerjee
Mrpc: Maximizing Network Lifetime For Reliable Routing In Wireless Environments, Archan Misra, Suman Banerjee
Research Collection School Of Computing and Information Systems
We propose MRPC, a new power-aware routing algorithm for energy-efficient routing that increases the operational lifetime of multi-hop wireless networks. In contrast to conventional power-aware algorithms, MRPC identifies the capacity of a node not just by its residual battery energy, but also by the expected energy spent in reliably forwarding a packet over a specific link. Such a formulation better captures scenarios where link transmission costs also depend on physical distances between nodes and the link error rates. Using a max-min formulation, MRPC selects the path that has the largest packet capacity at the 'critical' node (the one with the …
Plate Vibration Under Irregular Internal Supports, Yibao Zhao, G. W. Wei, Y. Xiang
Plate Vibration Under Irregular Internal Supports, Yibao Zhao, G. W. Wei, Y. Xiang
Research Collection Lee Kong Chian School Of Business
This paper studies the problem of plate vibration under complex and irregular internal support conditions. Such a problem has its widely spread industrial applications and has not been addressed in the literature yet, partially due to the numerical difficulties. A novel computational method, discrete singular convolution (DSC), is introduced for solving this problem. The DSC algorithm exhibits controllable accuracy for approximations and shows excellent flexibility in handling complex geometries, boundary conditions and internal support conditions. Convergence and comparison studies are carried out to check the validity and accuracy of the DSC method. Case studies are considered to the combination of …
Technology Selection And Commitment In New Product Development: The Role Of Uncertainty And Design Flexibility, V. Krishnan, Shantanu Bhattacharya
Technology Selection And Commitment In New Product Development: The Role Of Uncertainty And Design Flexibility, V. Krishnan, Shantanu Bhattacharya
Research Collection Lee Kong Chian School Of Business
Selecting the right technologies to incorporate in new products is a particularly challenging aspect of new product definition and development. While newer advanced technologies may offer improved performance, they also make the product development process more risky and challenging. In this paper, we focus on the problem of technology selection and commitment under uncertainty, a major challenge to firms in turbulent environments. We argue that the ''pizza-bin'' approach of rejecting prospective technologies outright may not serve firms well when the pressure to differentiate products is enormous. After motivating the challenges and decisions facing firms using a real-life application from Dell …
An Intelligent Middleware For Linear Correlation Discovery, Cecil Chua, Roger Hsiang-Li Chiang, Ee Peng Lim
An Intelligent Middleware For Linear Correlation Discovery, Cecil Chua, Roger Hsiang-Li Chiang, Ee Peng Lim
Research Collection School Of Computing and Information Systems
Although it is widely accepted that research from data mining, knowledge discovery, and data warehousing should be synthesized, little research addresses the integration of existing data management and analysis software. We develop an intelligent middleware that facilitates linear correlation discovery, the discovery of associations between attributes and attribute groups. This middleware integrates data management and data analysis tools to improve traditional data analysis in three perspectives: (1) identify appropriate linear correlation functions to perform based on the semantics of a data set; (2) execute appropriate functions contained in the data analysis packages; and (3) derive useful knowledge from data analysis.
Idmp-Based Fast Handoffs And Paging In Ip-Based 4g Mobile Networks, Archan Misra, Subir Das, Anthony Mcauley, Sajal K. Das
Idmp-Based Fast Handoffs And Paging In Ip-Based 4g Mobile Networks, Archan Misra, Subir Das, Anthony Mcauley, Sajal K. Das
Research Collection School Of Computing and Information Systems
We consider the use of our previously proposed Intra-Domain Mobility Management Protocol (IDMP) in fourth-generation mobile networks. On evaluating the heterogeneous access technologies, cellular layouts, and application characteristics of 4G environments, we realize a need to reduce both handoff latency and the frequency of mobility-related signaling. We first present IDMP's fast intradomain handoff mechanism that uses a duration-limited proactive packet multicasting solution. We quantify the expected buffering requirements of our proposed multicasting scheme for typical 4G network characteristics and compare it with alternative IP-based fast handoff solutions. We also present a paging scheme under IDMP that replicates the current cellular …
Endogenous Growth And The Manufacturing Revolution, Hing-Man Leung
Endogenous Growth And The Manufacturing Revolution, Hing-Man Leung
Research Collection School Of Economics
Manufacturing is undergoing a revolution. Teamwork, job-rotation, multitasking are superseding the Taylorist mode of organization. The skilled workforce, armed with automated machines, is gradually substituting and replacing the unskilled. At the same time the U.S. economy is experiencing record breaking growth. Is faster growth a consequence of this manufacturing revolution? We study this by inserting dynamic career choice into endogenous growth by human capital accumulation. The answer is affirmative: The gradual substitution of the unskilled by the skilled boosts the long-term growth trend. The model also explains worsening wage inequality between as well as within the skilled groups.
B2b E-Commerce Revisited: Leading Perspectives On The Key Issues And Research Directions, Qizhi Dai, Robert J. Kauffman
B2b E-Commerce Revisited: Leading Perspectives On The Key Issues And Research Directions, Qizhi Dai, Robert J. Kauffman
Research Collection School Of Computing and Information Systems
The application of Internet technologies for the conduct of interfirm business transactions has given rise to a boom in business-to-business (B2B) electronic commerce. Yet, although there are many success stories that have been reported over the past several years, the progress of B2B e-commerce has been hindered by unanticipated technical, organizational, economic and legal challenges that diminish value. In this article, we report on a series of interviews with leading academic researchers and industry senior managers who are in a unique position to make sense of key issues and offer useful insights. The respondents provide their views on the efficacy …
Experimenting With Server-Aided Signatures, Xuhua Ding, D. Mozzacchi, Gene Tsudik
Experimenting With Server-Aided Signatures, Xuhua Ding, D. Mozzacchi, Gene Tsudik
Research Collection School Of Computing and Information Systems
This paper explores practical and conceptual implications of using Server-Aided Signatures (SAS). SAS is a signature method that relies on partiallytrusted servers for generating public key signatures for regular users. Besides its two primary goals of 1) aiding small, resource-limited devices in computing heavy-weight (normally expensive) digital signatures and 2) fast certificate revocation, SAS also o#ers signature causality and has some interesting features such as built-in attack detection for users and DoS resistance for servers.
Smil Vs Mpeg-4 Bifs, Lai-Tee Cheok, Alexandros Eleftheriadis
Smil Vs Mpeg-4 Bifs, Lai-Tee Cheok, Alexandros Eleftheriadis
Research Collection School Of Computing and Information Systems
We present the results of a comparative analysis between the Synchronized Multimedia Integration Language (SMIL) and MPEG-4 BInary Format for Scenes (BIFS). SMIL is a language developed by the W3C consortium for expressing media synchronization among objects of various media types. MPEG-4 BIFS is the scene description scheme of MPEG-4, an international standard for communicating interactive audiovisual scenes. They are both facilities for representing and synchronizing multimedia content, and have a wide range of support for interactivity, animation and object composition features, etc. We compare their scope and purposes, the level of support for the multimedia features and investigate the …
Singapore Management University Report To Stakeholders 2002 - 2003, Singapore Management University
Singapore Management University Report To Stakeholders 2002 - 2003, Singapore Management University
Report to Stakeholders
From a start-up institution with great expectations just three years ago, SMU has grown leaps and bounds. This past year was no exception, as we reached new heights while reaffirming the foundational vision of what we are – and want to be. A university with a rigorous curriculum and the right kind of academic and cultural environment for research, exploration and experimentation – where calculated risks can lead to ultimate success. A university full of dynamically talented students and academically outstanding faculty – interactive players in the process of education who make up SMU’s rich intellectual and personally diverse fabric. …
Enabling Technologies For E-Commerce And Erp Integration, Keng Siau, Jake Messersmith
Enabling Technologies For E-Commerce And Erp Integration, Keng Siau, Jake Messersmith
Research Collection School Of Computing and Information Systems
Focuses on a study which analyzed the enabling technologies for integrating Enterprise Resource Planning (ERP) and e-business. Difficulties in integrating ERP and e-business; Architecture supporting ERP and e-commerce; Model for integrating ERP and e-business.
Knowledge Management Mechanisms In E-Commerce: A Study Of Online Retailing And Auction Sites, Fiona Fui-Hoon Nah, Keng Siau, Yuhong Tian, Min Ling
Knowledge Management Mechanisms In E-Commerce: A Study Of Online Retailing And Auction Sites, Fiona Fui-Hoon Nah, Keng Siau, Yuhong Tian, Min Ling
Research Collection School Of Computing and Information Systems
Knowledge management is vital to a company's success in this e-commerce era. Not only has the topic of knowledge management attracted much research attention lately, but the management of customer knowledge is also becoming increasingly important. Despite its significance, few research studies have systematically investigated knowledge management in the e-commerce context. None of the studies we reviewed looked at how knowledge management mechanisms were employed in e-commerce. This research presents a comprehensive analysis of the knowledge management mechanisms employed by 14 e-commerce sites that were rated as being the best by Gomez.com, an independent Internet quality measurement firm. Specifically, we …
Anatomy Of A Coupling Query In A Web Warehouse, Sourav S. Bhowmick, Sanjay Kumar Madria, Wee-Keong Ng, Ee Peng Lim
Anatomy Of A Coupling Query In A Web Warehouse, Sourav S. Bhowmick, Sanjay Kumar Madria, Wee-Keong Ng, Ee Peng Lim
Research Collection School Of Computing and Information Systems
To populate a data warehouse specifically designed for Web data, i.e. web warehouse, it is imperative to harness relevant documents from the Web. In this paper, we describe a query mechanism called coupling query to glean relevant Web data in the context of our web warehousing system called Warehouse Of Web Data (WHOWEDA). Coupling query may be used for querying both HTML and XML documents. Some of the important features of our query mechanism are ability to query metadata, content, internal and external (hyperlink) structure of Web documents based on partial knowledge, ability to express constraints on tag attributes and …
Empirical Characteristic Function In Time Series Estimation, J. Knight, Jun Yu
Empirical Characteristic Function In Time Series Estimation, J. Knight, Jun Yu
Research Collection School Of Economics
Policymakers seeking to design efficient and smoothly functioning pension systems for their aging workforces are beginning to acknowledge the key importance of administrative expenses when formulating rules for pension plan structure and fee disclosure requirements. This study explores the links between retirement plan offerings and pension expenses for a wide range of private and public sector pension plan types, using an invaluable new data set on two thousand Australian pension funds. Our analysis indicates how pension plan design can strongly influence plan expenses and consequently eventual retirement security.
A Gaussian Approach For Continuous Time Models Of Short Term Interest Rates, Jun Yu, Peter C. B. Phillips
A Gaussian Approach For Continuous Time Models Of Short Term Interest Rates, Jun Yu, Peter C. B. Phillips
Research Collection School Of Economics
This paper proposes a Gaussian estimator for nonlinear continuous time models of the short-term interest rate. The approach is based on a stopping time argument that produces a normalizing transformation facilitating the use of a Gaussian likelihood. A Monte Carlo study shows that the finite-sample performance of the proposed procedure offers an improvement over the discrete approximation method proposed by Nowman (1997). An empirical application to US and British interest rates is given.