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331
The Impact of Reputation and Variance Investigations on the Creation of Budget Slack
, 2001
"... Thanks to the two anonymous reviewers for helpful comments. This paper has also ..."
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Cited by 8 (0 self)
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Thanks to the two anonymous reviewers for helpful comments. This paper has also
Risky Theories -- The Effects of Variance on Foraging Decisions
- AMER. ZOOL.
, 1996
"... This paper concerns the response of foraging animals to variability in rate of gain, or risk. Both the empirical and theoretical literatures relevant to this issue are reviewed. The methodology and results from fifty-nine studies in which animals are required to choose between foraging options diffe ..."
Abstract
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Cited by 66 (3 self)
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differing in the variances in the rate of gain available are tabulated. We found that when risk is generated by variability in the amount of reward, animals are most frequently risk-averse and sometimes indifferent to risk, although in some studies preference depends on energy budget. In contrast, when
The Temporal Variability of Soil Moisture and Surface Hydrological Quantities in a Climate Model
, 2005
"... The variance budget of land surface hydrological quantities is analyzed in the second Atmospheric Model Intercomparison Project (AMIP2) simulation made with the Canadian Centre for Climate Modelling and ..."
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Cited by 2 (0 self)
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The variance budget of land surface hydrological quantities is analyzed in the second Atmospheric Model Intercomparison Project (AMIP2) simulation made with the Canadian Centre for Climate Modelling and
Fluxes and (co-)variances of reacting scalars in the
, 2003
"... Abstract. The effects of chemistry on the transport and the mixing of reacting scalars in the convective atmospheric boundary layer (CBL) are investigated. To do this, we use large-eddy simulation (LES) to calculate explicitly the different terms of the flux and (co-)variance budget equations and to ..."
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Abstract. The effects of chemistry on the transport and the mixing of reacting scalars in the convective atmospheric boundary layer (CBL) are investigated. To do this, we use large-eddy simulation (LES) to calculate explicitly the different terms of the flux and (co-)variance budget equations
Risky theories—the effects of variance on foraging decisions
- Am. Zool
, 1996
"... SYNOPSIS This paper concerns the response of foraging animals to vari-ability in rate of gain, or risk. Both the empirical and theoretical literatures relevant to this issue are reviewed. The methodology and results from fifty-nine studies in which animals are required to choose between for-aging op ..."
Abstract
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Cited by 33 (2 self)
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-aging options differing in the variances in the rate of gain available are tabulated. We found that when risk is generated by variability in the amount of reward, animals are most frequently risk-averse and sometimes indifferent to risk, although in some studies preference depends on energy budget. In contrast
Estimation of momentum and heat fluxes using dissipation and flux-variance methods in the unstable surface layer
"... Abstract. Dissipation and flux-variance methods, derived from the turbulent kinetic energy and temperature variance budget equations in conjunction with Monin-Obukov similarity theory, were used to estimate surface fluxes of momentum and sensible heat. To examine the performance of these two methods ..."
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Abstract. Dissipation and flux-variance methods, derived from the turbulent kinetic energy and temperature variance budget equations in conjunction with Monin-Obukov similarity theory, were used to estimate surface fluxes of momentum and sensible heat. To examine the performance of these two
Computing Budget Allocation for Efficient Ranking and Selection of Variances with Application to Target Tracking Algorithms
"... This paper addresses the problem of ranking and selection for stochastic processes,su h as target tracking algorithms, where variance is the performance metric. Comparison of di#erent tracking algorithms or parameter sets within one algorithm relies on time-consu3J9 andcompu9yj3J3J9y demanding simu ..."
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Cited by 9 (1 self)
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This paper addresses the problem of ranking and selection for stochastic processes,su h as target tracking algorithms, where variance is the performance metric. Comparison of di#erent tracking algorithms or parameter sets within one algorithm relies on time-consu3J9 andcompu9yj3J3J9y demanding simu
Optimal Budget Deficit Rules
, 1999
"... This paper discusses the problem of the optimal determination of budget deficit limits in cases where the fiscal authority wishes to keep the budget deficit close to a reference value. It is assumed that the fiscal authority minimizes the expected discounted value of squared deviations from the refe ..."
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This paper discusses the problem of the optimal determination of budget deficit limits in cases where the fiscal authority wishes to keep the budget deficit close to a reference value. It is assumed that the fiscal authority minimizes the expected discounted value of squared deviations from
Exact Simulation of Stochastic Volatility and other
- Affine Jump Diffusion Processes, Working Paper
, 2004
"... The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulating security prices under these models. However, discretization introduces bias into the simulation results and a large nu ..."
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Cited by 123 (1 self)
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number of time steps may be needed to reduce the discretization bias to an acceptable level. This paper suggests a method for the exact simulation of the stock price and variance under Heston’s stochastic volatility model and other affine jump diffusion processes. The sample stock price and variance from
Budget-Dependent Convergence Rate Of Stochastic Approximation
- SIAM Journal on Optimization
, 1997
"... . Convergence rate results are derived for a stochastic optimization problem where a performance measure is minimized with respect to a vector parameter `. Assuming that a gradient estimator is available and that both the bias and the variance of the estimator are (known) functions of the budget dev ..."
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Cited by 30 (12 self)
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. Convergence rate results are derived for a stochastic optimization problem where a performance measure is minimized with respect to a vector parameter `. Assuming that a gradient estimator is available and that both the bias and the variance of the estimator are (known) functions of the budget
Results 1 - 10
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331