• Documents
  • Authors
  • Tables
  • Log in
  • Sign up
  • MetaCart
  • DMCA
  • Donate

CiteSeerX logo

Advanced Search Include Citations

Tools

Sorted by:
Try your query at:
Semantic Scholar Scholar Academic
Google Bing DBLP
Results 1 - 10 of 1,050
Next 10 →

Working Knowledge

by Thomas Davenport, Laurence Prusak, Gary Wills, Harith Alani, Ronald Ashri, Richard Crowder, Yannis Kalfoglou, Sanghee Kim , 1998
"... While knowledge is viewed by many as an asset, it is often difficult to locate particular items within a large electronic corpus. This paper presents an agent based framework for the location of resources to resolve a specific query, and considers the associated design issue. Aspects of the work ..."
Abstract - Cited by 527 (0 self) - Add to MetaCart
While knowledge is viewed by many as an asset, it is often difficult to locate particular items within a large electronic corpus. This paper presents an agent based framework for the location of resources to resolve a specific query, and considers the associated design issue. Aspects of the work

Illusion and well-being: A social psychological perspective on mental health.

by Shelley E Taylor , Jonathon D Brown , Nancy Cantor , Edward Emery , Susan Fiske , Tony Green-Wald , Connie Hammen , Darrin Lehman , Chuck Mcclintock , Dick Nisbett , Lee Ross , Bill Swann , Joanne - Psychological Bulletin, , 1988
"... Many prominent theorists have argued that accurate perceptions of the self, the world, and the future are essential for mental health. Yet considerable research evidence suggests that overly positive selfevaluations, exaggerated perceptions of control or mastery, and unrealistic optimism are charac ..."
Abstract - Cited by 988 (20 self) - Add to MetaCart
Many prominent theorists have argued that accurate perceptions of the self, the world, and the future are essential for mental health. Yet considerable research evidence suggests that overly positive selfevaluations, exaggerated perceptions of control or mastery, and unrealistic optimism

Testing for Common Trends

by James H. Stock, Mark W. Watson - Journal of the American Statistical Association , 1988
"... Cointegrated multiple time series share at least one common trend. Two tests are developed for the number of common stochastic trends (i.e., for the order of cointegration) in a multiple time series with and without drift. Both tests involve the roots of the ordinary least squares coefficient matrix ..."
Abstract - Cited by 464 (7 self) - Add to MetaCart
first-order autocorrelation matrix, where the correction is essentially a sum of the autocovariance matrices. Previous researchers have found that U.S. postwar interest rates, taken individually, appear to be integrated of order 1. In addition, the theory of the term structure implies that yields

Testing Continuous-Time Models of the Spot Interest Rate

by Yacine Aït-sahalia, Lars Hansen, Mahesh Maheswaran, José Scheinkman, Rob Vishny - Review of Financial Studies , 1996
"... Different continuous-time models for interest rates coexist in the literature. We test parametric models by comparing their implied parametric density to the same density estimated nonparametrically. We do not replace the continuous-time model by discrete approximations, even though the data are rec ..."
Abstract - Cited by 310 (9 self) - Add to MetaCart
are recorded at discrete intervals. The principal source of rejection of existing models is the strong nonlinearity of the drift. Around its mean, where the drift is essentially zero, the spot rate behaves like a random walk. The drift then mean-reverts strongly when far away from the mean. The volatility

Asset Availability

by Peter Herrmann
"... In order to apply suitable security services for an existing or newly designed information system, one has to perform a security analysis auditing the system for vulnerabilities, threats, and risks. Based on the audit results effective safe-guards are selected, designed, and configured. The security ..."
Abstract - Add to MetaCart
-tems and system components store and maintain essential data and therefore are assets for their owners. These as-sets, however, are constantly exposed to threats by intrud-ers, called threat agents, exploiting the vulnerabilities of the assets for attacks (e.g., a software may contain Trojan Horse code which may

Option Exercise Games: An Application to the Equilibrium Investment Strategies of Firms

by Steven R. Grenadier - Review of Financial Studies
"... Under the standard real options approach to investment under uncertainty, agents formulate optimal exercise strategies in isolation and ignore competitive interactions. However, in many real-world asset markets, exercise strategies cannot be determined separately, but must be formed as part of a str ..."
Abstract - Cited by 158 (5 self) - Add to MetaCart
Under the standard real options approach to investment under uncertainty, agents formulate optimal exercise strategies in isolation and ignore competitive interactions. However, in many real-world asset markets, exercise strategies cannot be determined separately, but must be formed as part of a

Asset Price And Wealth Dynamics Under Heterogeneous Expectations

by Carl Chiarella, Xue-zhong He - QUANTITATIVE FINANCE , 2001
"... In order to characterize asset price and wealth dynamics arising from the interaction of heterogeneous agents with CRRA utility, a discrete time stationary model in terms of return and wealth proportions (among different types of agents) is established. When fundamentalists and chartists are the mai ..."
Abstract - Cited by 57 (9 self) - Add to MetaCart
of the return among different states, such as steady-state, periodic and aperiodic cycles from time to time. The model that is finally developed displays the essential characteristics of the standard asset price dynamics model assumed in continuous time finance, in that the asset price is fluctuating around a

Asset Price Financial Imbalances and Monetary Policy: Are inflation Targets enough?, paper presented at the conference

by Enough Charles Bean, Comments Sushil Wadhwani - Bank of Australia , 2003
"... I would like to thank the organisers for inviting me. I have known Charlie for a long time, and it is a great privilege to be given the opportunity to comment on this paper. Before moving on to substantive issues, it is important that I clarify a possible misunderstanding first. Essentially Charlie ..."
Abstract - Cited by 92 (6 self) - Add to MetaCart
I would like to thank the organisers for inviting me. I have known Charlie for a long time, and it is a great privilege to be given the opportunity to comment on this paper. Before moving on to substantive issues, it is important that I clarify a possible misunderstanding first. Essentially Charlie

Knowledge Management through Ontologies

by V. Richard Benjamins, Dieter Fensel, Asuncion Gomez Perez - PROCEEDINGS OF THE SECOND INTERNATIONAL CONFERENCE ON PRACTICAL ASPECTS OF KNOWLEDGE MANAGEMENT , 1998
"... Most enterprises agree that knowledge is an essential asset for success and survival on a increasingly competitive and global market. This awareness is one of the main reasons for the exponential growth of knowledge management in the past decade. Our approach to knowledge management is based o ..."
Abstract - Cited by 76 (1 self) - Add to MetaCart
Most enterprises agree that knowledge is an essential asset for success and survival on a increasingly competitive and global market. This awareness is one of the main reasons for the exponential growth of knowledge management in the past decade. Our approach to knowledge management is based

continuous time with essential forcing

by Kei Takeuchi, Masayuki Kumon, Akimichi Takemura Y , 2008
"... A new formulation of asset trading games in ..."
Abstract - Add to MetaCart
A new formulation of asset trading games in
Next 10 →
Results 1 - 10 of 1,050
Powered by: Apache Solr
  • About CiteSeerX
  • Submit and Index Documents
  • Privacy Policy
  • Help
  • Data
  • Source
  • Contact Us

Developed at and hosted by The College of Information Sciences and Technology

© 2007-2019 The Pennsylvania State University