Search Results - subject:"Algorithms"

Parallel multiobjective evolutionary algorithms for batch scheduling in heterogeneous computing and grid systems

Nesmachnow, Sergio - In: Computational Optimization and Applications 55 (2013) 2, pp. 515-544

This article presents six parallel multiobjective evolutionary algorithms applied to solve the scheduling problem in … distributed heterogeneous computing and grid systems. The studied evolutionary algorithms follow an explicit multiobjective … analysis demonstrates that the proposed evolutionary algorithms are able to efficiently compute accurate results when solving …

Persistent link: https://www.econbiz.de/10010847465

Constraint selection in a build-up interior-point cutting-plane method for solving relaxations of the stable-set problem

Engau, Alexander; Anjos, Miguel; Bomze, Immanuel - In: Computational Statistics 78 (2013) 1, pp. 35-59

The stable-set problem is an NP-hard problem that arises in numerous areas such as social networking, electrical engineering, environmental forest planning, bioinformatics clustering and prediction, and computational chemistry. While some relaxations provide high-quality bounds, they result in...

Persistent link: https://www.econbiz.de/10010847676

Bayesian Computational Tools

Robert, Christian P. - Centre de Recherche en Économie et Statistique … - 2013

This chapter surveys advances in the field of Bayesian computation over the past twenty years, from a purely personnal viewpoint, hence containing some ommissions given the spectrum of the field. Monte Carlo, MCMC and ABC themes are thus covered here, while the rapidly expanding area of particle...

Persistent link: https://www.econbiz.de/10010857715

An Analysis of Black-box Optimization Problems in Reinsurance: Evolutionary-based Approaches

Salcedo-Sanz, Sancho; Carro-Calvo, L.; Claramunt, Mercè; … - Xarxa de Referència en Economia Aplicada (XREAP) - 2013

Black-box optimization problems (BBOP) are dened as those optimization problems in which the objective function does not have an algebraic expression, but it is the output of a system (usually a computer program). This paper is focussed on BBOPs that arise in the eld of insurance, and more...

Persistent link: https://www.econbiz.de/10010859460

A two-phase approach to scheduling multi-category outpatient appointments – A case study of a women’s clinic

Qu, Xiuli; Peng, Yidong; Kong, Nan; Shi, Jing - In: Health Care Management Science 16 (2013) 3, pp. 197-216

In this paper, we propose a two-phase approach for designing a weekly scheduling template for outpatient clinics providing multiple types of services. In many outpatient clinics, various service types are categorized to address the operational challenge of substantial changeover time between...

Persistent link: https://www.econbiz.de/10010865028

A Model for Locating Park-and-Ride Facilities on Urban Networks Based on Maximizing Flow Capture: A Case Study of Isfahan, Iran

Khakbaz, Amir; Nookabadi, Ali; Shetab-bushehri, S. - In: Networks and Spatial Economics 13 (2013) 1, pp. 43-66

Traffic congestion is one of the main problems in large cities for which several approaches have been proposed. Park-and-ride is one of the best approaches that can remove traffic from the traffic network. Park-and-ride facilities are an important part of urban mass transit systems, effectively...

Persistent link: https://www.econbiz.de/10010865546

Reverse Engineering Financial Markets with Majority and Minority Games Using Genetic Algorithms

Wiesinger, J.; Sornette, D.; Satinover, J. - In: Computational Economics 41 (2013) 4, pp. 475-492

Using virtual stock markets with artificial interacting software investors, aka agent-based models, we present a method to reverse engineer real-world financial time series. We model financial markets as made of a large number of interacting boundedly rational agents. By optimizing the...

Persistent link: https://www.econbiz.de/10010866822

A Genetic Programming Approach for EUR/USD Exchange Rate Forecasting and Trading

Vasilakis, Georgios; Theofilatos, Konstantinos; … - In: Computational Economics 42 (2013) 4, pp. 415-431

The purpose of this article is to present a novel genetic programming trading technique in the task of forecasting the next day returns when trading the EUR/USD exchange rate based on the exchange rates of historical data. Aiming at testing its effectiveness, we benchmark the forecasting...

Persistent link: https://www.econbiz.de/10010866830

Stochastic Control of Linear and Nonlinear Econometric Models: Some Computational Aspects

Blueschke, D.; Blueschke-Nikolaeva, V.; Neck, R. - In: Computational Economics 42 (2013) 1, pp. 107-118

This paper considers the optimal control of small econometric models applying the OPTCON algorithm. OPTCON determines approximate numerical solutions to optimum control problems for nonlinear stochastic systems. These optimum control problems consist in minimizing a quadratic objective function...

Persistent link: https://www.econbiz.de/10010866883

The effect of the distribution of measurement points around the node on the accuracy of interpolation of the digital terrain model

Gosciewski, Dariusz - In: Journal of Geographical Systems 15 (2013) 4, pp. 513-535

interpolation algorithms. The appropriate selection of measurement points included in the calculations is one of the key factors …

Persistent link: https://www.econbiz.de/10010867989