Search Results - subject:"Algorithms"

Optimal Control of Nonlinear Dynamic Econometric Models: An Algorithm and an Application

Blüschke-Nikolaeva, Viktoria; Blüschke, Dmitri; Neck, … - COMISEF - 2010

In this paper, we present a new version of the OPTCON algorithm for the optimal control of nonlinear stochastic systems with special reference to econometric models. It delivers approximate numerical solutions of optimum control problems with a quadratic objective function for nonlinear...

Persistent link: https://www.econbiz.de/10008621829

Improved Algorithms for a Lot-Sizing Problem with Inventory Bounds and Backlogging

Hwang, H-C.; Heuvel, W. van den - Erasmus University Rotterdam, Econometric Institute - 2010

the planning horizon. Furthermore, for fixed-charge and nonspeculative costs, we provide O(Tlog T) and O(T) algorithms …

Persistent link: https://www.econbiz.de/10008584675

Fuzzy clustering of univariate and multivariate time series by genetic multiobjective optimization

Bandyopadhyay, S.; Baragona, R.; Maulik, U. - COMISEF - 2010

supported by genetic algorithms is a most effective choice in such a di±cult context. In this paper we use the Xie-Beni index … framework. The concept of Pareto optimality in multiobjective genetic algorithms is used to evolve a set of potential solutions … towards a set of optimal non-dominated solutions. Genetic algorithms are well suited for implementing di±cult optimization …

Persistent link: https://www.econbiz.de/10008596145

A multilevel approach for nonnegative matrix factorization

GILLIS, Nicolas; GLINEUR, François - Center for Operations Research and Econometrics (CORE), … - 2010

, computational biology, etc. In this paper, we explain how algorithms for NMF can be embedded into the framework of multi- level … multilevel strategy is described and is experi- mentally shown to speed up significantly three popular NMF algorithms …

Persistent link: https://www.econbiz.de/10008836122

AES algorithm implementation in programming languages

DEFTA, Luminiţa - In: Annals - Economy Series 4.I (2010) December, pp. 165-173

Information encryption represents the usage of an algorithm to convert an unknown message into an encrypted one. It is used to protect the data against unauthorized access. Protected data can be stored on a media device or can be transmitted through the network. In this paper we describe a...

Persistent link: https://www.econbiz.de/10008837570

Variable selection in STAR models with neighbourhood effects using genetic algorithms

Alberto, Isolina; Beamonte, Asunción; Gargallo, Pilar; … - In: Journal of Forecasting 29 (2010) 8, pp. 728-750

aspects. We use genetic algorithms which are very flexible and suitable for our multicriteria decision problem. In particular …

Persistent link: https://www.econbiz.de/10008740703

Heuristic Optimization Methods for Dynamic Panel Data Model Selection. Application on the Russian Innovative Performance

Savin, Ivan; Winker, Peter - COMISEF - 2010

Innovations, be they radical new products or technology improvements are widely recognized as a key factor of economic growth. To identify the factors triggering innovative activities is a main concern for economic theory and empirical analysis. As the number of hypotheses is large, the process...

Persistent link: https://www.econbiz.de/10008629502

Convergence of outcomes and evolution of strategic behavior in double auctions

Fano, Shira; Calzi, Marco Li; Pellizzari, Paolo - Dipartimento di Matematica Applicata, Università Ca' … - 2010

We study the emergence of strategic behavior in double auctions with an equal number n of buyers and sellers, under the distinct assumptions that orders are cleared simultaneously or asynchronously. The evolution of strategic behavior is modeled as a learning process driven by a genetic...

Persistent link: https://www.econbiz.de/10008632731

A randomized concave programming method for choice network revenue management

Talluri, Kalyan - Department of Economics and Business, Universitat … - 2010

Models incorporating more realistic models of customer behavior, as customers choosing from an offer set, have recently become popular in assortment optimization and revenue management. The dynamic program for these models is intractable and approximated by a deterministic linear program called...

Persistent link: https://www.econbiz.de/10008633166

Learning Cancellation Strategies in a Continuous Double Auction Market

Milone, Lucia - Dipartimento di Matematica Applicata, Università Ca' … - 2010

This paper deals with two different issues. On one side, it tries to determine if the equilibrium order placement strategies analytically derived in Foucault et al. (2005) are learnable by no-maximizing agents that update their strategies on the only base of their own past experience (via...

Persistent link: https://www.econbiz.de/10008682220