* This research was supported by NIMH RO1 MH62480 and NSF BCS 00-91757, both awarded to JPS. Abstract – The Dynamic Field Theory (DFT) has been used to account for spatial recall biases in children and adults. This paper extends the DFT to a second spatial working memory task, position discrimination. The DFT captures details of adults’ discrimination performance, as well as predicting developm...

We develop and experimentally test a model of bidder behavior in a simultaneous ascending auction for heterogeneous common value goods. The model follows the ‘straightforward’ strategy developed by Milgrom (2000) while accounting for the adverse selection effect and the potential for the winner’s curse. When this model is evaluated against laboratory results we find that bidders deviate from th...

We present a summary of the lectures delivered to the Institute for Mathematical Sciences, Singapore, during the 2005 Summer School in Mathematical Logic. The lectures covered topics on the global structure of the Turing degrees D, the countability of its automorphism group, and the definability of the Turing jump within D.

The article presents a new technique for metamorphic viruses detection based on the search of equivalent functional blocks. The method takes into account the obfuscation techniques of blocks reordering. The method involves the searching of the correspondences between the functional blocks of the metamorphic versions, and consists of two stages. On the first stage the equivalent functional block...

We run a large field experiment with an online company specializing in selling used automobiles via ascending auctions. We manipulate experimentally the maximum amount which bidders can bid above the current standing price, thus affecting the ease with which bidders can engage in jump bidding. We test between the intimidation vs. costly bidding hypotheses of jump bidding by looking at the effec...

This paper develops a method to improve the estimation of jump variation using high frequency data with the existence of market microstructure noises. Accurate estimation of jump variation is in high demand, as it is an important component of volatility in finance for portfolio allocation, derivative pricing and risk management. The method has a two-step procedure with detection and estimation....

In pricing and hedging with financial derivatives, term structure models with jump are particularly important [1], since ignoring jumps in financial prices may cause inaccurate pricing and hedging rates [2]. Solutions of term structure model under jump-diffusion processes are justified because of movements in interest rates displaying both continuous and discontinuous behaviors [3]. Moreover, t...