Results 1  10
of
1,381,069
CRITICAL PARAMETER MANAGEMENT
"... Early in the systems engineering process many decisions are made. When these decisions are made well, they strongly contribute to success, but only if they are carried through in detailed design and transition to production. It is therefore necessary to work out the implications of the critical earl ..."
Abstract
 Add to MetaCart
early decisions on myriad detailed decisions. Critical Parameter Management (CPM) is an engineering practice specifically aimed at maintaining the robustness of the system through detailed design and manufacturing. In the early development, ideally during technology development, the critical parameters
Time Discounting and Time Preference: A Critical Review
 Journal of Economic Literature
, 2002
"... www.people.cornell.edu/pages/edo1/. ..."
Preference Parameters And Behavioral Heterogeneity: An Experimental Approach In The Health And Retirement Study
, 1997
"... This paper reports measures of preference parameters relating to risk tolerance, time preference, and intertemporal substitution. These measures are based on survey responses to hypothetical situations constructed using an economic theorist's concept of the underlying parameters. The individual ..."
Abstract

Cited by 524 (12 self)
 Add to MetaCart
This paper reports measures of preference parameters relating to risk tolerance, time preference, and intertemporal substitution. These measures are based on survey responses to hypothetical situations constructed using an economic theorist's concept of the underlying parameters
A Critical Point For Random Graphs With A Given Degree Sequence
, 2000
"... Given a sequence of nonnegative real numbers 0 ; 1 ; : : : which sum to 1, we consider random graphs having approximately i n vertices of degree i. Essentially, we show that if P i(i \Gamma 2) i ? 0 then such graphs almost surely have a giant component, while if P i(i \Gamma 2) i ! 0 the ..."
Abstract

Cited by 511 (8 self)
 Add to MetaCart
Given a sequence of nonnegative real numbers 0 ; 1 ; : : : which sum to 1, we consider random graphs having approximately i n vertices of degree i. Essentially, we show that if P i(i \Gamma 2) i ? 0 then such graphs almost surely have a giant component, while if P i(i \Gamma 2) i ! 0 then almost surely all components in such graphs are small. We can apply these results to G n;p ; G n;M , and other wellknown models of random graphs. There are also applications related to the chromatic number of sparse random graphs.
DNA length is a critical parameter for eukaryotic transcription
"... length is a critical parameter for eukaryotic transcription in vivo. ..."
Abstract

Cited by 3 (0 self)
 Add to MetaCart
length is a critical parameter for eukaryotic transcription in vivo.
APPROXIMATING CRITICAL PARAMETERS OF BRANCHING RANDOM WALKS
"... Approximating critical parameters of branching random walks ..."
Where the REALLY Hard Problems Are
 IN J. MYLOPOULOS AND R. REITER (EDS.), PROCEEDINGS OF 12TH INTERNATIONAL JOINT CONFERENCE ON AI (IJCAI91),VOLUME 1
, 1991
"... It is well known that for many NPcomplete problems, such as KSat, etc., typical cases are easy to solve; so that computationally hard cases must be rare (assuming P != NP). This paper shows that NPcomplete problems can be summarized by at least one "order parameter", and that the hard p ..."
Abstract

Cited by 681 (1 self)
 Add to MetaCart
problems occur at a critical value of such a parameter. This critical value separates two regions of characteristically different properties. For example, for Kcolorability, the critical value separates overconstrained from underconstrained random graphs, and it marks the value at which the probability
Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts
"... Volatility permeates modern financial theories and decision making processes. As such, accurate measures and good forecasts of future volatility are critical for the implementation and evaluation of asset and derivative pricing theories as well as trading and hedging strategies. In response to this, ..."
Abstract

Cited by 553 (47 self)
 Add to MetaCart
Volatility permeates modern financial theories and decision making processes. As such, accurate measures and good forecasts of future volatility are critical for the implementation and evaluation of asset and derivative pricing theories as well as trading and hedging strategies. In response to this
Results 1  10
of
1,381,069