Publications des institutions partenaires
Forecast intervals in ARCH exponential smoothing
Institution partenaire
English / 01/01/1994
F2Concept, a Database System for Managing Classes' Extensions and Intensions
Institution partenaire
English / 01/01/1994
Concept bases: A support to information systems integration
In this paper, we describe a technique for integrating heterogeneous information systems using concept bases. A concept base is build on top of each system to integrate, in order to semantically enrich its description. Each concept is described at three different levels: terminological definition, formal characterization, and representation in the underlying system. The different...
Institution partenaire
English / 01/01/1994
COMSCRIPT: An Environment for the Implementation of Protocol Stacks and their Dynamic Reconfiguration
The need for flexible protocol stacks in communication software, instead of static, predefined protocol stacks, has been more and more asserted these last years. We present here a new environment, COMSCRIPT, which addresses the implementation of flexible protocol stacks directed by the application. COMSCRIPT is a new programming language, derived from POSTSCRIPT, which follows an...
Institution partenaire
English / 01/01/1994
Messenger-Based Operating Systems
This report proposes to employ messengers, initially developed in the context of communication protocols, as a fundamental component of the architecture of distributed operating systems. Current microkernels offer non-local services which require the collaboration of neighboring machines or special servers and are implemented using special protocols. These protocols are hard-wired...
Institution partenaire
English / 01/01/1994
ACCESS - Algebraic Concurrent Events for System Specification
Access is a new algebraic specification formalism, which focuses on the fine description of the ``true'' concurrency and on a high degree of expressivity. Systems are specified by a set of local states, whose value changes under the occurrence of events. Both events and data structure are specified by abstract data types. Static properties, i.e. global constraints over...
Institution partenaire
English / 01/01/1994
The private provision of public goods when the relative size of contributions matters
Institution partenaire
English / 01/01/1994
Robustness Properties of Poverty Indices
Drawing on recent work concerning the statistical robustness of inequality statistics we examine the sensitivity of poverty indices to data contamination using the concept of the influence function. We show that poverty and inequality indices have fundamentally different robustness properties, and demonstrate that an important commonly used subclass of poverty measures will be robust...
Institution partenaire
English / 01/01/1994
Intervention Policy and Mean Rversion in Exchange Rate Target Zone: The Swedish Case
Institution partenaire
English / 01/01/1994
Testing the Basic Target Zone Model on Swedish Data 1982-1990
Institution partenaire
English / 01/01/1994
The outcomes of social movements: A review of the literature
Institution partenaire
English / 01/01/1994
The Emerging Innovative Organization: A potential space. A case study comparison of two high techs
Institution partenaire
English / 25/11/1993
Devaluation Expectations: The Swedish krona 1985-1992
Institution partenaire
English / 01/09/1993
Two aspects of labor mobility: a bivariate Poisson regression approach
The study introduces a distinction between two types of labor mobility: direct job to job changes (which are assumed to be voluntary) and job changes after experiencing an unemployment spell (assumed to be involuntary). Exploiting the close relationship between those two phenomena we adopt a bivariate regression framework for our empirical analysis of data on male individuals in the...
Institution partenaire
English / 01/01/1993
Cleavage between German Speaking and French speaking Swiss on European integration
Explaining why the German speaking Swiss were so reluctant about joining the European Economic Area and the French German speaking were so enthusiastic.
Institution partenaire
English / 01/01/1993
F2: An Evolution Oriented Database System
The features of a database system specifically designed to support evolution are presented. The design of the F2 system has been deliberately directed toward integration of evolution features and the flexibility of structures at every level. This has leaded to an architecture where the meta-circular organization of the objects management is not an aesthetic facet but a concrete...
Institution partenaire
English / 01/01/1993
CHASSIS - A Platform for Constructing Open Information Systems
Present-day computer-based information systems are increasingly required to be open systems. This means that they must cope with open networks, heterogeneous interoperable hardware and software systems, and, above all, evolving and changing requirements. The CHASSIS project aims to develop a software and methodology framework for (i) the security- and reliability-oriented systematic...
Institution partenaire
English / 01/01/1993
Analytical solutions for the pricing of american bond and yield options
In this paper we use the Cox, Ingersoll, and Ross (1985b) single-factor, term structure model and extend it to the pricing of American default-free bond puts. We provide a quasi-analytical formula for these option prices based on recently established mathematical results for Bessel bridges, coupled with the optimal stopping time method. We extend our results to another interest rate...
Institution partenaire
English / 01/01/1993
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