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The Impact of Reputation and Variance Investigations on the Creation of Budget Slack

by R. Alan Webb, Michael Gibbins, Richard Johnson, Marlys Gascho Lipe, Steven Salterio, Axel Schulz, Tom Scott, Michael Shields , 2001
"... Thanks to the two anonymous reviewers for helpful comments. This paper has also ..."
Abstract - Cited by 8 (0 self) - Add to MetaCart
Thanks to the two anonymous reviewers for helpful comments. This paper has also

Risky Theories -- The Effects of Variance on Foraging Decisions

by Alex Kacelnik, Melissa Bateson - 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 - Cited by 66 (3 self) - Add to MetaCart
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

by Vivek K. Arora, George, J. Boer , 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 ..."
Abstract - Cited by 2 (0 self) - Add to MetaCart
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

by unknown authors , 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

by Alex Kacelnik, Melissa Bateson - 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 - Cited by 33 (2 self) - Add to MetaCart
-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

by Cheng-i Hsieh, Gabriel G. Katul, John Schieldge, John Sigmon, Kenneth R. Knoerr
"... 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

by Lidija Trailovic, Lucy Y. Pao
"... 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 ..."
Abstract - Cited by 9 (1 self) - Add to MetaCart
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

by João L. M. Amador , 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

by Mark Broadie - 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 ..."
Abstract - Cited by 123 (1 self) - Add to MetaCart
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

by Pierre L'Ecuyer, George Yin - 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 ..."
Abstract - Cited by 30 (12 self) - Add to MetaCart
. 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
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