In this analysis we identify dynamic hedge fund strategies quantitatively pursuing a Principal Component Analysis following Fung & Hsieh (1997). We extract five dominant hedge fund strategies each representing similar investment styles and analyse the performance of each strategy by employing a multi-factor model comprising both market indices and passive option strategies along the lines of Ag...

and real-return expectations in Canada and the United States via a twocountry extension of the equilibrium term-structure model introduced by Longstaff and Schwartz (1992). This paper is part of a larger research agenda that attempts to link empirically the structure of equilibrium termstructure models to macroeconomic fundamentals in both the United States and Canada. If they can accurately me...

Methods dealing with bilingual lexicon extraction from comparable corpora are often based on word co-occurrence observation and are by essence more effective when using large corpora. In most cases, specialized comparable corpora are of small size, and this particularity has a direct impact on bilingual terminology extraction results. In order to overcome insufficient data coverage and to make ...

The pervasiveness of location-aware devices has spawned extensive research in trajectory data mining, resulting in many important real-life applications. Yet, the privacy issue in sharing trajectory data among different parties often creates an obstacle for effective data mining. In this paper, we study the challenges of anonymizing trajectory data: high dimensionality, sparseness, and sequenti...

BACKGROUND The mechanical characterization of infant porcine cerebellum tissue in tension at high strain rate is crucial for modeling traumatic cerebellum injury, which is in turn helpful for understanding the biomechanics of such injuries suffered in traffic accidents. MATERIAL AND METHOD In this study, the infant porcine cerebellum tissue was given three loading velocities, ie, 2s-1, 20s-1 ...

A large amount of Software Visualization (SV) technology has been developed This is particularly the case for the Prolog programming language whose execution model causes particular difficulties for the learner (e.g. Taylor, 1988; Fung et al; 1990; Schertz et al, 1990). As a result, a wide range of Prolog SVs (or tracers) exist and though many claims are made regarding their usefulness and suit...