Search Results - subject:"Algorithms"

Evolutionary algorithms for robust methods

Nunkesser, Robin; Morell, Oliver - 2008

A drawback of robust statistical techniques is the increased computational effort often needed compared to non robust methods. Robust estimators possessing the exact fit property, for example, are NP-hard to compute. This means thatunder the widely believed assumption that the computational...

Persistent link: https://www.econbiz.de/10010300684

Numerical optimization for mixed logit models and an application

Dogan, Deniz - 2008

In this thesis an algorithm (MLOPT) for mixed logit models is proposed. Mixed logit models are flexible discrete choice models, but their estimation with large datasets involves the solution of a nonlinear optimization problem with a high dimensional integral in the objective function, which is...

Persistent link: https://www.econbiz.de/10009476125

Malware propagation modeling by the means of genetic algorithms

Goranin, N.testas; Čenys, A. - 2008

Existing malware propagation models mainly concentrate to forecasting the number of infected computers in the initial propagation phase. In this article we propose a genetic algorithm based model for estimating the propagation rates of known and perspective Internet worms after their propagation...

Persistent link: https://www.econbiz.de/10009478662

A Framework for Megascale Agent Based Model Simulations on Graphics Processing Units

Lysenko, Mikola; D'Souza, Roshan M. - In: Journal of Artificial Societies and Social Simulation 11 (2008) 4, pp. 10-10

ABMs. We have developed a series of efficient, data parallel algorithms for handling environment updates, various agent …

Persistent link: https://www.econbiz.de/10005518508

Tracking problems, hedge fund replication and alternative beta

Roncalli, Thierry; Weisang, Guillaume - Volkswirtschaftliche Fakultät, … - 2008

apply more advanced Bayesian filters' algorithms, known as particle filters, to capture the non-normality and non …

Persistent link: https://www.econbiz.de/10011109600

Contrôle des systèmes de modélisation : un exemple de codage et de traçabilité des données

Buda, Rodolphe - Volkswirtschaftliche Fakultät, … - 2008

One can compare Econometrics with an Art which tries to minimize the lag between a quantitative law and a sample of data. Hence, the econometrics teaches us that before to built models, we must built data bank through strict procedures to prevent errors. Our paper presents classical methods to...

Persistent link: https://www.econbiz.de/10011112911

Including Item Characteristics in the Probabilistic Latent Semantic Analysis Model for Collaborative Filtering

Kagie, Martijn; van der Loos, van der Loos, M.J.H.M.; … - Erasmus Research Institute of Management (ERIM), … - 2008

We propose a new hybrid recommender system that combines some advantages of collaborative and content-based recommender systems. While it uses ratings data of all users, as do collaborative recommender systems, it is also able to recommend new items and provide an explanation of its...

Persistent link: https://www.econbiz.de/10010837579

Generalized power method for sparse principal component analysis

Journée, Michel; Nesterov, Yurii; Richtarik, Peter; … - Center for Operations Research and Econometrics (CORE), … - 2008

algorithms both in quality of the obtained solution and in computational speed. …

Persistent link: https://www.econbiz.de/10005008310

A genetic algorithm approach for the single machine scheduling problem with linear earliness and quadratic tardiness penalties

Valente, Jorge M. S.; Gonçalves, José Fernando - Faculdade de Economia, Universidade do Porto - 2008

, and no machine idle time. We propose a genetic approach based on a random key alphabet. Several genetic algorithms based …

Persistent link: https://www.econbiz.de/10005059527

The Processual Programming Essentials – Criticism and New Options

Rosca, Ion Gh.; Moldoveanu, George; Pleter, Octavian Thor; … - In: Theoretical and Applied Economics 2(519) (2008) 2(519), pp. 03-08

The Process Programming Basics: Priorities, Heuristic or Genetic Algorithms? This paper analyzes methods to optimize … process programming, starting with the heuristic algorithms, then reviewing the current method previously advanced by the … genetic algorithms and the “total costs and risks” optimization criterion, which is an alternative to both optimization with …

Persistent link: https://www.econbiz.de/10005581578