Burkhard Stiller, Management of the Future Internet ? No Real News to be Expected?!, In: Management of the Future Internet. 2009. (Conference Presentation)
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Martin Waldburger, Impact of Location Information on the Future Internet, In: Dagstuhl Seminar 09052 "Management of the Future Internet". 2009. (Conference Presentation)
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David Hausheer, Past, Current, Future Internet - Socio-Economic Management Challenges and Perspectives, In: Dagstuhl Seminar on Management of the Future Internet. 2009. (Conference Presentation)
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Peter Racz, Performance Monitoring of Managed Services, In: Dagstuhl Seminar on Management of the Future Internet. 2009. (Conference Presentation)
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Thorsten Hens, Sven Christian Steude, The leverage effect without leverage, Finance Research Letters, Vol. 6 (2), 2009. (Journal Article)
We use experimental stock markets to add more evidence that Black's [1976. Proceedings of the 1976 Meeting of the Business and Economic Statistics Section. American Statistical Association, pp. 177–181] leverage effect in financial markets does not necessarily stem from the financial leverage of the firm. We surprisingly find a large number of markets in which the leverage effect is observed although the underlying asset does not exhibit any financial leverage at all. |
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A Ansari, O Koenigsberg, Florian Stahl, Modeling Connection Structure in Online Networks, In: The Modeling Social Network Data conference, 2009-01-27. (Conference or Workshop Paper published in Proceedings)
Firms are increasingly becoming interested in harnessing the potential of online social networks for marketing purposes. Marketers are therefore interested in understanding the antecedents and consequences of relationship formation within such social networks and in predicting the interactivity among users. In this paper we develop an integrated statistical framework for simultaneously modeling the connectivity structure of multiple relationships of different types on the same set of individuals. Our modeling approach accommodates both the directionality and intensity of network connections and in particular, we show how sparse network connections can be modeled when dealing with weighted relationships. We develop hierarchical Bayesian methods for inference for the resulting model, and then apply our model to data from an online social network of music artists. In our application we model friendship, communication and music download relationships among these artists. We find that these relationships are impacted by common antecedents and users exhibit similar roles across the three relationships. We also find that it is crucial to model the sparsity of connections so as to recover and predict the macrostructure of the network connections. |
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D Brunner, Das Gehirn und das liebe Papiergeld, In: Neue Zürcher Zeitung, 19, p. 71, 24 January 2009. (Newspaper Article)
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Thorsten Hens, Incomplete-Market Equilibria Solved Recursivly on an Event Tree, In: Research Seminar, Dauphine Université. 2009. (Conference Presentation)
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Beat Hotz-Hart, Keine Fesseln für den Wissens- und Denkplatz: vorteilhafte Personenfreizügigkeit zwischen der Schweiz und der EU, In: Neue Zürcher Zeitung, 11, p. 27, 15 January 2009. (Newspaper Article)
Damit die Schweiz weiterhin in der Weltspitzengruppe der Nationen mit hoher Innovationsneigung präsent sein wird,
muss sie auch als Wissens- und Denkplatz attraktiv bleiben. Dies bedingt, wie im folgenden Beitrag aufgezeigt wird, einen
offenen Arbeitsmarkt. |
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Thomas Bocek, Fabio Victora Hecht, D Hausheer, E Hunt, Burkhard Stiller, Mobile P2P Fast Similarity Search, In: 6th IEEE Consumer Communications and Networking Conference (CCNC 2009), 2009-01-10. (Conference or Workshop Paper)
In informal data sharing environments, misspellings
cause problems for data indexing and retrieval. This is even
more pronounced in mobile environments, in which devices
with limited input devices are used. In a mobile environment,
similarity search algorithms for finding misspelled data need to
account for limited CPU and bandwidth. This demo shows P2P
fast similarity search (P2PFastSS) running on mobile phones and
laptops that is tailored to uncertain data entry and uses available
resources efficiently. In this demo, users publish and search for
textual content containing misspellings without relying on query
logging, as done by Google, and with a minimum distributed
indexing infrastructure. Similarity search is supported by using
the concept of deletion neighborhood to evaluate the edit distance
metric of string similarity. |
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P Mahler, Die Kinderbetreuung zahlt sich später aus, In: Neue Zürcher Zeitung, 7, p. 69, 10 January 2009. (Newspaper Article)
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Daniel Fasnacht, Offene Geschäftsmodelle als Mitauslöser der globalen Finanzkrise, In: Neue Zürcher Zeitung , 6, p. 23, 9 January 2009. (Newspaper Article)
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Markus Haas, Stefan Mittnik, Marc Paolella, Asymmetric multivariate normal mixture GARCH, Computational Statistics and Data Analysis, Vol. 53 (6), 2009. (Journal Article)
An asymmetric multivariate generalization of the recently proposed class of normal mixture GARCH models is developed. Issues of parametrization and estimation are discussed. Conditions for covariance stationarity and the existence of the fourth moment are derived, and expressions for the dynamic correlation structure of the process are provided. In an application to stock market returns, it is shown that the disaggregation of the conditional (co)variance process generated by the model provides substantial intuition. Moreover, the model exhibits a strong performance in calculating out–of–sample Value–at–Risk measures. |
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Hans Geiger, Adieu Bankenkommission, In: Tages-Anzeiger, p. 23, 6 January 2009. (Newspaper Article)
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Enrico De Giorgi, T Post, Loss Aversion with a State-Dependent Reference Point , In: North American Winter Meeting of the Econometric Society. 2009. (Conference Presentation)
This study investigates reference-dependent choice with a stochastic, state-dependent reference point. The optimal reference-dependent solution equals the optimal consumption solution (no loss aversion) if the reference point is selected fully endogenously. Given that loss aversion is widespread, we conclude that the reference point generally includes an important exogenously fixed component. We develop a choice model in which adjustment costs can cause stickiness relative to an initial, exogenous reference point. Using historical US investment benchmark data, we show that this model is consistent with diversification across bonds and stocks for a wide range of evaluation horizons, despite the historically high risk premium of stocks compared to bonds. |
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P Mahler, Das Für und Wider von Einzelfällen, In: Neue Zürcher Zeitung, 1, p. 57, 3 January 2009. (Newspaper Article)
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Johannes Mure, Regula Geel, Uschi Backes-Gellner, Berufliche Bildung und Mobilität. Erklärungen mit Hilfe des Skill-Weights Approach, Empirische Pädagogik (EP), Vol. 23 (4), 2009. (Journal Article)
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Carmen Tanner, Klaus Jonas, Mechanismen des psychologischen Kaufzwangs, In: Konsumentenverhalten, Stämpfli, Bern, p. 105 - 128, 2009. (Book Chapter)
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Carmen Tanner, Daniel Hausmann-Thürig, Protected values, In: Encyclopedia of Medical Decision Making, SAGE Publications, Inc, Thousand Oaks, CA, p. 74 - 77, 2009. (Book Chapter)
Decision making is a critical element in the field of medicine that can lead to life-or-death outcomes, yet it is an element fraught with complex and conflicting variables, diagnostic and therapeutic uncertainties, patient preferences and values, and costs. Together, decisions made by physicians, patients, insurers, and policymakers determine the quality of health care, quality that depends inherently on counterbalancing risks and benefits and competing objectives such as maximizing life expectancy versus optimizing quality of life or quality of care versus economic realities.
Broadly speaking, concepts in medical decision making (MDM) may be divided into two major categories: prescriptive and descriptive. Work in the area of prescriptive MDM investigates how medical decisions should be done using complicated analyses and algorithms to determine cost-effectiveness measures, prediction methods, and so on. In contrast, descriptive MDM studies how decisions actually are made involving human judgment, biases, social influences, patient factors, and so on. The Encyclopedia of Medical Decision Making gives a gentle introduction to both categories, revealing how medical and healthcare decisions are actually made—and constrained—and how physician, healthcare management, and patient decision making can be improved to optimize health outcomes. |
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Carmen Tanner, Geschützte Werte - Fluch oder Segen?, Wissenswert (3), 2009. (Journal Article)
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