sugconf class example: Paper written for an annual SUG conference

نویسندگان

  • Ronald J. Fehd
  • Patrick W. Daly
چکیده

ABSTRACT A brief summary at the beginning highlights the major points of your paper. Include the complete names of all SAS R © (First use of company name SAS must have R ©.) products that are discussed in the paper, names of operating environments (if applicable), and the skill level that the intended audience should have. (9-point Arial regular) Note: sugconf.cls uses Adobe Helvetica san-serif, 10 point. You could use the LTEX abstract environment, illustrated in article-example.pdf which centers the abstract.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

An Example of Data Dependence Result for The Class of Almost Contraction Mappings

In the present paper, we show that $S^*$ iteration method can be used to approximate fixed point of almost contraction mappings. Furthermore, we prove that this iteration method is equivalent to CR iteration method  and it produces a slow convergence rate compared to the CR iteration method for the class of almost contraction mappings. We also present table and graphic to support this result. F...

متن کامل

The JX Operating System

This paper describes the architecture and performance of the JX operating system. JX is both an operating system completely written in Java and a runtime system for Java

متن کامل

The Task: Speech Act Recognition in Asynchronous Conversations

This paper addresses the problem of speech act recognition in written asynchronous conversations (e.g., fora, emails). We propose a class of conditional structured models defined over arbitrary graph structures to capture the conversational dependencies between sentences. Our models use sentence representations encoded by a long short term memory (LSTM) recurrent neural model. Empirical evaluat...

متن کامل

Dynamic Portfolio Choice with Linear Rebalancing Rules∗

We consider a broad class of dynamic portfolio optimization problems that allow for complex models of return predictability, transaction costs, trading constraints, and risk considerations. Determining an optimal policy in this general setting is almost always intractable. We propose a class of linear rebalancing rules and describe an efficient computational procedure to optimize with this clas...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2006