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Now showing items 41-50 of 163
Endogenous Market Turbulence
(CFAP, Cambridge Judge Business School, University of Cambridge, 2006-04)
In this paper I study a nonlinear feedback trading model which can generate stable, unstable, turbulent or chaotic asset returns depending on market conditions. The dynamics are driven by the stochastic price impact of net ...
Technological roots and structural implications of the double bubble at the turn of the Century
(CFAP, Cambridge Judge Business School, University of Cambridge, 2009-04)
This paper argues that the two boom and bust episodes of the turn of the Century – the Internet mania and crash of 1990s and the easy liquidity boom and bust of 2000s– are two distinct components of a single structural ...
Estimating Intertemporal Allocation Parameters using Synthetic Residual Estimation
(CFAP, Cambridge Judge Business School, University of Cambridge, 2008-01)
We present a novel structural estimation procedure for models of intertemporal allocation. This is based on modelling expectation errors directly; we refer to it as Synthetic Residual Estimation (SRE). The flexibility of ...
Venture Capital Fund Performance and the IPO Market
(CFAP, Cambridge Judge Business School, University of Cambridge, 2008)
In this paper, the investment performance of a large database of venture funds is considered over a 28 year period. The results suggest that a portfolio of venture capital partnerships can provide an average return that ...
Global Rebalancing: US Protection versus Europe-led reflation
(CFAP, Cambridge Judge Business School, University of Cambridge, 2006)
Development and validation of a combustion model for a fuel cell off-gas burner
(University of CambridgeMagdalene College, 2008-10-14)
A low-emissions power generator comprising a solid oxide fuel cell coupled to a gas
turbine has been developed by Rolls-Royce Fuel Cell Systems. As part of the cycle, a
fraction of the unreacted fuel (the off-gas) and ...
Two-pass decision tree construction for unsupervised adaptation of HMM-based synthesis models
(2009)
Hidden Markov model (HMM) -based speech synthesis systems possess several advantages over concatenative synthesis systems. One such advantage is the relative ease with which HMM-based systems are adapted to speakers not ...
Autoregressive HMMs for speech synthesis
(ISCA (International Speech Communication Association), 2009)
We propose the autoregressive HMM for speech synthesis. We show that the autoregressive HMM supports efficient EM parameter estimation and that we can use established effective synthesis techniques such as synthesis ...
Analysis of delamination growth with discontinuous solid-like shell elements
(International Journal of Numerical Methods in Heat and Fluid FlowInternational Journal of Numerical Methods in Heat and Fluid Flow, 2004)
Delamination is one of the most important failure mechanisms in laminates. Normally, it is modelled using interface elements. These elements are placed between two layers that are modelled with continuum elements. The ...
Strong embedded discontinuities for simulating fracture in quasi-brittle materials
(Fracture Mechanics of Concrete StructuresFracture Mechanics of Concrete Structures, 2001)
In this paper embedded strong discontinuities are used to model discrete cracking in materials like concrete. In the approach followed a discontinuous displacement field is considered and the deformation is localized at a ...