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FUNCTIONAL APPROXIMATIONS TO ALTERNATIVE-SPECIFIC CONSTANTS IN

by Time-period Choice-modelling, Stephane Hess, John W. Polak, Michel Bierlaire
"... This paper addresses a specific problem that arises in the application of time period choice models to long term forecasting. The need to specify such models in a form that is independent of individual scheduling information leads to a proliferation of highly interdependent constants in the model sp ..."
Abstract - Cited by 2 (2 self) - Add to MetaCart
This paper addresses a specific problem that arises in the application of time period choice models to long term forecasting. The need to specify such models in a form that is independent of individual scheduling information leads to a proliferation of highly interdependent constants in the model

Capacity of Ad Hoc Wireless Networks

by Jinyang Li, Charles Blake, Douglas S. J. De Couto, Hu Imm Lee, Robert Morris
"... Early simulation experience with wireless ad hoc networks suggests that their capacity can be surprisingly low, due to the requirement that nodes forward each others’ packets. The achievable capacity depends on network size, traffic patterns, and detailed local radio interactions. This paper examine ..."
Abstract - Cited by 636 (14 self) - Add to MetaCart
examines these factors alone and in combination, using simulation and analysis from first principles. Our results include both specific constants and general scaling relationships helpful in understanding the limitations of wireless ad hoc networks. We examine interactions of the 802.11 MAC and ad hoc

A model for technical inefficiency effects in a stochastic frontier production function for panel data

by G. E. Battese - Empirical Economics , 1995
"... Abstract: A stochastic frontier production function is defined for panel data on firms, in which the non-negative technical inetGciency effects are assumed to be a function of firm-specific variables and time. The inefficiency effects are assumed to be independently distributed as truncations of nor ..."
Abstract - Cited by 555 (4 self) - Add to MetaCart
Abstract: A stochastic frontier production function is defined for panel data on firms, in which the non-negative technical inetGciency effects are assumed to be a function of firm-specific variables and time. The inefficiency effects are assumed to be independently distributed as truncations

An Overview of Workflow Management: From Process Modeling to Workflow Automation Infrastructure

by Diimitrios Georgakopoulos, Mark Hornick, Amit Sheth - DISTRIBUTED AND PARALLEL DATABASES , 1995
"... Today’s business enterprises must deal with global competition, reduce the cost of doing business, and rapidly develop new services and products. To address these requirements enterprises must constantly reconsider and optimize the way they do business and change their information systems and appl ..."
Abstract - Cited by 670 (26 self) - Add to MetaCart
Today’s business enterprises must deal with global competition, reduce the cost of doing business, and rapidly develop new services and products. To address these requirements enterprises must constantly reconsider and optimize the way they do business and change their information systems

Hybrid Automata: An Algorithmic Approach to the Specification and Verification of Hybrid Systems

by Rajeev Alur, Costas Courcoubetis, Thomas A. Henzinger, Pei-Hsin Ho , 1992
"... We introduce the framework of hybrid automata as a model and specification language for hybrid systems. Hybrid automata can be viewed as a generalization of timed automata, in which the behavior of variables is governed in each state by a set of differential equations. We show that many of the examp ..."
Abstract - Cited by 460 (20 self) - Add to MetaCart
We introduce the framework of hybrid automata as a model and specification language for hybrid systems. Hybrid automata can be viewed as a generalization of timed automata, in which the behavior of variables is governed in each state by a set of differential equations. We show that many

Scheduling Multithreaded Computations by Work Stealing

by Robert D. Blumofe , Charles E. Leiserson , 1994
"... This paper studies the problem of efficiently scheduling fully strict (i.e., well-structured) multithreaded computations on parallel computers. A popular and practical method of scheduling this kind of dynamic MIMD-style computation is “work stealing," in which processors needing work steal com ..."
Abstract - Cited by 568 (34 self) - Add to MetaCart
computational threads from other processors. In this paper, we give the first provably good work-stealing scheduler for multithreaded computations with dependencies. Specifically, our analysis shows that the ezpected time Tp to execute a fully strict computation on P processors using our work-stealing scheduler

The Determinants of Credit Spread Changes.

by Pierre Collin-Dufresne , Robert S Goldstein , J Spencer Martin , Gurdip Bakshi , Greg Bauer , Dave Brown , Francesca Carrieri , Peter Christoffersen , Susan Christoffersen , Greg Duffee , Darrell Duffie , Vihang Errunza , Gifford Fong , Mike Gallmeyer , Laurent Gauthier , Rick Green , John Griffin , Jean Helwege , Kris Jacobs , Chris Jones , Andrew Karolyi , Dilip Madan , David Mauer , Erwan Morellec , Federico Nardari , N R Prabhala , Tony Sanders , Sergei Sarkissian , Bill Schwert , Ken Singleton , Chester Spatt , René Stulz - Journal of Finance , 2001
"... ABSTRACT Using dealer's quotes and transactions prices on straight industrial bonds, we investigate the determinants of credit spread changes. Variables that should in theory determine credit spread changes have rather limited explanatory power. Further, the residuals from this regression are ..."
Abstract - Cited by 422 (2 self) - Add to MetaCart
are highly cross-correlated, and principal components analysis implies that they are mostly driven by a single common factor. An important implication of this finding is that if any explanatory variables have been omitted, they are likely not firm-specific. We therefore re-run the regression, but 1 this time

A Sub-Constant Error-Probability Low-Degree Test, and a Sub-Constant Error-Probability PCP Characterization of NP

by Ran Raz , Shmuel Safra - IN PROC. 29TH ACM SYMP. ON THEORY OF COMPUTING, 475-484. EL PASO , 1997
"... We introduce a new low-degree--test, one that uses the restriction of low-degree polynomials to planes (i.e., affine sub-spaces of dimension 2), rather than the restriction to lines (i.e., affine sub-spaces of dimension 1). We prove the new test to be of a very small errorprobability (in particular, ..."
Abstract - Cited by 324 (20 self) - Add to MetaCart
, much smaller than constant). The new test enables us to prove a low-error characterization of NP in terms of PCP. Specifically, our theorem states that, for any given ffl ? 0, membership in any NP language can be verified with O(1) accesses, each reading logarithmic number of bits

On the Overspecification of Multinomial and Nested Logit Models Due to Alternative Specific Constants

by M. Bierlaire, T. Lotan, Ph. Toint , 1996
"... . Discrete choice models as demand forecasting techniques have been used for transportation applications for more than thirty years. The multinomial and nested logit models are probably the most widely applied in this context. Alternative specific constants (ASCs), although playing an important ..."
Abstract - Cited by 8 (3 self) - Add to MetaCart
. Discrete choice models as demand forecasting techniques have been used for transportation applications for more than thirty years. The multinomial and nested logit models are probably the most widely applied in this context. Alternative specific constants (ASCs), although playing an important

Implied Volatility Functions: Empirical Tests

by B. Dumas, Jeff Fleming, Robert E. Whaley , 1995
"... Black and Scholes (1973) implied volatilities tend to be systematically related to the option's exercise price and time to expiration. Derman and Kani (1994), Dupire (1994), and Rubinstein (1994) attribute this behavior to the fact that the Black/Scholes constant volatility assumption is violat ..."
Abstract - Cited by 303 (4 self) - Add to MetaCart
Black and Scholes (1973) implied volatilities tend to be systematically related to the option's exercise price and time to expiration. Derman and Kani (1994), Dupire (1994), and Rubinstein (1994) attribute this behavior to the fact that the Black/Scholes constant volatility assumption
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