Simon Fuller

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Existing risk-to-reward measures, such as the Sharpe ratio [1] or M2 [2], are based on the idea of quantifying the excess return per unit of deviation in an investment. In this preliminary article we introduce a new probabilistic measure for evaluating investment performance. Randomness Deficiency Coefficient (RDC) expresses the likelihood that the observed(More)
The growing use of real time high accuracy Global Positioning System (GPS) techniques has resulted in an increase in the number of critical decisions made on the basis of a GPS derived position. When making these decisions mobile users require assurance that the GPS position quality meets their requirements. Providers of Continually Operating Reference(More)
We define a variable-order Markov model, representing a Probabilistic Context Free Grammar, built from the sentence-level, de-lexicalized parse of source texts generated by a standard lexicalized parser, which we apply to the authorship attribution task. First, we motivate this model in the context of previous research on syntactic features in the area,(More)
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